Truncation of vine copulas using fit indices (Q2350036): Difference between revisions

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+Beyond simplified pair-copula constructions
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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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+Q3995960
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+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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+Truncated regular vines in high dimensions with application to financial data
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+Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
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+Q3412547
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+Selection of Vine Copulas
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+Selecting and estimating regular vine copulae and application to financial returns
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+Two Algorithms for Generating Weighted Spanning Trees in Order
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+A Class of Statistics with Asymptotically Normal Distribution
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+Q4382161
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+Dependence Modeling with Copulas
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+Tail dependence functions and vine copulas
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+Completion problem with partial correlation vines
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+Efficient estimation of copula-GARCH models
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+Linear Causal Modeling with Structural Equations
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+An introduction to copulas.
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Q3281461
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+Simplified pair copula constructions -- limitations and extensions
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