Testing the simplifying assumption in high-dimensional vine copulas (Q90995): Difference between revisions

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-.1214/22-ejs2051
@@ Property / DOI: 10.1214/22-ejs2051 / rank @@
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-.1214/22-EJS2051
@@ Property / DOI: 10.1214/22-EJS2051 / rank @@
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+Q114599167
@@ Property / Wikidata QID: Q114599167 / rank @@
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+VineCopula
@@ Property / describes a project that uses: VineCopula / rank @@
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+pacotest
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+kdecopula
@@ Property / describes a project that uses: kdecopula / rank @@
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical testing of covariate effects in conditional copula models
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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 @@
+Generalized autoregressive conditional heteroscedasticity
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+Q3600720
@@ Property / cites work: Q3600720 / rank @@
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@@ Property / cites work @@
+Estimation of copula-based semiparametric time series models
+Normal rank
@@ Property / cites work @@
+About tests of the ``simplifying'' assumption for conditional copulas
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@@ Property / cites work @@
+Selecting and estimating regular vine copulae and application to financial returns
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q5810228
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+Normal rank
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Partial and average copulas and association measures
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+Nonparametric testing for no covariate effects in conditional copulas
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+Score tests for covariate effects in conditional copulas
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@@ Property / cites work @@
+Vine constructions of Lévy copulas
@@ Property / cites work: Vine constructions of Lévy copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for pair-copula constructions
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@@ Property / cites work @@
+On the simplified pair-copula construction -- simply useful or too simplistic?
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
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+Breaking the curse of dimensionality in nonparametric testing
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+Exact post-selection inference, with application to the Lasso
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+How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
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+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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+A review of copula models for economic time series
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+Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
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+Estimating non-simplified vine copulas using penalized splines
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@@ Property / cites work @@
+The partial copula: properties and associated dependence measures
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@@ Property / cites work @@
+Simplified vine copula models: approximations based on the simplifying assumption
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@@ Property / cites work @@
+Simplified pair copula constructions -- limitations and extensions
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@@ Property / cites work @@
+Estimating standard errors in regular vine copula models
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@@ Property / cites work @@
+Semiparametric estimation in copula models
@@ Property / cites work: Semiparametric estimation in copula models / rank @@
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@@ Property / DOI @@
+.1214/22-EJS2051
@@ Property / DOI: 10.1214/22-EJS2051 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:90995