Simplified pair copula constructions -- limitations and extensions (Q391668): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q56865725 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2042523563 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1205.4844 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair-copula constructions of multiple dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beyond simplified pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas with Truncation-Invariance Property / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Bayesian inference for stochastic time-varying copula models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pair-copula constructions for non-Gaussian DAG models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability density decomposition for conditionally dependent random variables modeled by vines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vines -- a new graphical model for dependent random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the theory of elliptically contoured distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3924998 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Selecting and estimating regular vine copulae and application to financial returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for pair-copula constructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the simplified pair-copula construction -- simply useful or too simplistic? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform representations of bivariate distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulating Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tails of correlation mixtures of elliptical copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Pareto Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Life distributions. Structure of nonparametric, semiparametric, and parametric families. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence structure of conditional Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Archimedean copulae and positive dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value properties of multivariate \(t\) copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5638112 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Note on the multivariate Burr's distribution / rank
 
Normal rank

Latest revision as of 05:54, 7 July 2024

scientific article
Language Label Description Also known as
English
Simplified pair copula constructions -- limitations and extensions
scientific article

    Statements

    Simplified pair copula constructions -- limitations and extensions (English)
    0 references
    0 references
    0 references
    0 references
    10 January 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    Archimedean copulas
    0 references
    elliptical copulas
    0 references
    conditional distributions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references