Model distances for vine copulas in high dimensions (Q1702012): Difference between revisions

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+CopulaModel
@@ Property / describes a project that uses: CopulaModel / rank @@
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@@ Property / describes a project that uses @@
+VineCopula
@@ Property / describes a project that uses: VineCopula / rank @@
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+.03671
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+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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@@ Property / cites work @@
+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
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@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
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@@ Property / cites work @@
+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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@@ Property / cites work @@
+Q4215355
@@ Property / cites work: Q4215355 / rank @@
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@@ Property / cites work @@
+Elements of Information Theory
@@ Property / cites work: Elements of Information Theory / rank @@
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@@ Property / cites work @@
+Selecting and estimating regular vine copulae and application to financial returns
+Normal rank
@@ Property / cites work @@
+On the simplified pair-copula construction -- simply useful or too simplistic?
+Normal rank
@@ Property / cites work @@
+An invariant form for the prior probability in estimation problems
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+Generating random correlation matrices based on partial correlations
+Normal rank
@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
+Normal rank
@@ Property / cites work @@
+D-vine copula based quantile regression
@@ Property / cites work: D-vine copula based quantile regression / rank @@
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
+Normal rank
@@ Property / cites work @@
+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Pair Copula Constructions for Multivariate Discrete Data
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Simplified pair copula constructions -- limitations and extensions
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+The max-min hill-climbing Bayesian network structure learning algorithm
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@@ links / mardi / name / links / mardi / name @@
+Publication:1702012