D-vine copula based quantile regression (Q112600): Difference between revisions

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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 @@
+The Skew-Normal and Related Families
@@ Property / cites work: The Skew-Normal and Related Families / rank @@
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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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+Q3122620
@@ Property / cites work: Q3122620 / rank @@
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+Conditional copula simulation for systemic risk stress testing
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+Copula-based nonlinear quantile autoregression
@@ Property / cites work: Copula-based nonlinear quantile autoregression / rank @@
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@@ Property / cites work @@
+Some Comments on Copula-Based Regression
@@ Property / cites work: Some Comments on Copula-Based Regression / rank @@
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@@ Property / cites work @@
+Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves
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+Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
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+UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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@@ Property / cites work @@
+Q4382161
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+Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
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+Model distances for vine copulas in high dimensions
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+Q3413299
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@@ Property / cites work @@
+Additive models for quantile regression: model selection and confidence bands
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@@ Property / cites work @@
+Comment on ``Local quantile regression''
@@ Property / cites work: Comment on ``Local quantile regression'' / rank @@
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@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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@@ Property / cites work @@
+Multivariate T-Distributions and Their Applications
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+Q3093378
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+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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+Copula-Based Regression Estimation and Inference
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+On Estimation of a Probability Density Function and Mode
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+Q3281461
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@@ Property / cites work @@
+Local quantile regression
@@ Property / cites work: Local quantile regression / rank @@
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@@ Property / cites work @@
+Simplified pair copula constructions -- limitations and extensions
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@@ Property / cites work @@
+Statistical Analysis of Financial Data in S-Plus
@@ Property / cites work: Statistical Analysis of Financial Data in S-Plus / rank @@
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+Single-index quantile regression
@@ Property / cites work: Single-index quantile regression / rank @@
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+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
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