Prediction based on conditional distributions of vine copulas (Q2002717): Difference between revisions

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+Joe, Harry
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+UCI-ml
@@ Property / describes a project that uses: UCI-ml / rank @@
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@@ Property / describes a project that uses @@
+VineCopula
@@ Property / describes a project that uses: VineCopula / rank @@
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@@ Property / describes a project that uses @@
+CopulaModel
@@ Property / describes a project that uses: CopulaModel / rank @@
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+W2952553869
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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@@ Property / cites work @@
+Vine copula based likelihood estimation of dependence patterns in multivariate event time data
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@@ Property / cites work @@
+Probability density decomposition for conditionally dependent random variables modeled by vines
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@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
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@@ Property / cites work @@
+Conditional quantiles and tail dependence
@@ Property / cites work: Conditional quantiles and tail dependence / rank @@
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@@ Property / cites work @@
+Truncated regular vines in high dimensions with application to financial data
+Normal rank
@@ Property / cites work @@
+Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
+Normal rank
@@ Property / cites work @@
+Selecting and estimating regular vine copulae and application to financial returns
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@@ Property / cites work @@
+Strictly Proper Scoring Rules, Prediction, and Estimation
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@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+D-vine copula based quantile regression
@@ Property / cites work: D-vine copula based quantile regression / rank @@
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@@ Property / cites work @@
+Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
+Normal rank
@@ Property / cites work @@
+Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
+Normal rank
@@ Property / cites work @@
+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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@@ Property / cites work @@
+Copula-Based Regression Estimation and Inference
@@ Property / cites work: Copula-Based Regression Estimation and Inference / rank @@
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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@@ Property / cites work @@
+Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
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+Q127851923
@@ Property / Wikidata QID: Q127851923 / rank @@
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