Simplified R-vine based forward regression (Q829728): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2020.107091
@@ Property / DOI: 10.1016/j.csda.2020.107091 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2020.107091
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@@ Property / OpenAlex ID @@
+W3088036072
@@ Property / OpenAlex ID: W3088036072 / rank @@
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@@ Property / cites work @@
+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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+Vines -- a new graphical model for dependent random variables.
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+Conditional copula simulation for systemic risk stress testing
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+Prediction based on conditional distributions of vine copulas
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+Sampling, conditionalizing, counting, merging, searching regular vines
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+Selecting and estimating regular vine copulae and application to financial returns
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+Conditional copulas, association measures and their applications
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Q4382161
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+D-vine copula based quantile regression
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+Q3998435
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+Copula-Based Regression Estimation and Inference
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+Simplified pair copula constructions -- limitations and extensions
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+Estimation of a Conditional Copula and Association Measures
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+Common sampling orders of regular vines with application to model selection
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@@ Property / DOI @@
+.1016/J.CSDA.2020.107091
@@ Property / DOI: 10.1016/J.CSDA.2020.107091 / rank @@
+Normal rank