Bayesian model selection of regular vine copulas (Q1631599): Difference between revisions

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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Truncated regular vines in high dimensions with application to financial data
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+Selecting and estimating regular vine copulae and application to financial returns
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Sequential Bayesian model selection of regular vine copulas
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+Monte Carlo sampling methods using Markov chains and their applications
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Q4382161
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+Mixture of D-vine copulas for modeling dependence
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+Uncertainty Analysis with High Dimensional Dependence Modelling
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+Equation of State Calculations by Fast Computing Machines
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+Bayesian model selection for D-vine pair-copula constructions
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+An introduction to copulas.
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+Q3558525
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+Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
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+Simplified pair copula constructions -- limitations and extensions
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+Bayesian forecasting and dynamic models.
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+W4235545895
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