Estimating standard errors in regular vine copula models (Q2259341): 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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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Vines -- a new graphical model for dependent random variables.
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+An adaptive algorithm for the approximate calculation of multiple integrals
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+Parameter estimation for pair-copula constructions
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+Maximum likelihood estimation of mixed C-vines with application to exchange rates
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+Selecting and estimating regular vine copulae and application to financial returns
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
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+Computing the nearest correlation matrix--a problem from finance
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+Uncertainty Analysis with High Dimensional Dependence Modelling
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+Maximum likelihood estimation of models for residual covariance in spatial regression
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+Pair Copula Constructions for Multivariate Discrete Data
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+Derivatives and Fisher information of bivariate copulas
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+Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
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+Invariance Theorems for Fisher Information
@@ Property / cites work: Invariance Theorems for Fisher Information / rank @@
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+Regime switches in the dependence structure of multidimensional financial data
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+Simplified pair copula constructions -- limitations and extensions
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@@ Property / DOI @@
+.1007/S00180-013-0423-8
@@ Property / DOI: 10.1007/S00180-013-0423-8 / rank @@
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+Publication:2259341