Model distances for vine copulas in high dimensions (Q1702012): Difference between revisions

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-.1007/s11222-017-9733-y
@@ Property / DOI: 10.1007/s11222-017-9733-y / rank @@
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+.03671
@@ Property / arXiv ID: 1510.03671 / rank @@
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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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+Beyond simplified pair-copula constructions
@@ Property / cites work: Beyond simplified pair-copula constructions / rank @@
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+Vines -- a new graphical model for dependent random variables.
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+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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+Q4215355
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+Elements of Information Theory
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+Selecting and estimating regular vine copulae and application to financial returns
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+An invariant form for the prior probability in estimation problems
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+Generating random correlation matrices based on partial correlations
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+Dependence Modeling with Copulas
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+Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
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+D-vine copula based quantile regression
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+On Information and Sufficiency
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+A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
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+Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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+An introduction to copulas.
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+Pair Copula Constructions for Multivariate Discrete Data
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+Remarks on a Multivariate Transformation
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+Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
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+Q3281461
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+Simplified pair copula constructions -- limitations and extensions
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+The max-min hill-climbing Bayesian network structure learning algorithm
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@@ Property / DOI @@
+.1007/S11222-017-9733-Y
@@ Property / DOI: 10.1007/S11222-017-9733-Y / rank @@
+Normal rank