Pages that link to "Item:Q1738351"

The following pages link to Analyzing dependent data with vine copulas. A practical guide with R (Q1738351):

Displaying 26 items.

• Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
• Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
• Multivariate distributions of correlated binary variables generated by pair-copulas (Q2040911) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Approximate Bayesian conditional copulas (Q2076116) (← links)
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
• Technical and allocative inefficiency in production systems: a vine copula approach (Q2148729) (← links)
• Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
• Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
• Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
• Predicting times to event based on vine copula models (Q2674484) (← links)
• A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
• The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
• Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas (Q6050382) (← links)
• Copula modelling with penalized complexity priors: the bivariate case (Q6051851) (← links)
• Bayesian ridge regression for survival data based on a vine copula-based prior (Q6120619) (← links)
• Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
• Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
• Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
• \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information (Q6200945) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Vine copula structure representations using graphs and matrices (Q6495088) (← links)