Pages that link to "Item:Q1848964"
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The following pages link to Vines -- a new graphical model for dependent random variables. (Q1848964):
Displayed 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Global correlation and uncertainty accounting (Q325000) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Model-based clustering using copulas with applications (Q340862) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- On the construction of minimum information bivariate copula families (Q457279) (← links)
- On a class of circulas: copulas for circular distributions (Q498048) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- How random is a random vector? (Q528246) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Constraint-based learning for non-parametric continuous Bayesian networks (Q825001) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Bayesian estimation of generalized partition of unity copulas (Q828059) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- Generating random correlation matrices based on vines and extended onion method (Q842918) (← links)
- Completion problem with partial correlation vines (Q852640) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Partial correlation with copula modeling (Q901505) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Sampling algorithms for generating joint uniform distributions using the Vine-Copula method (Q1019919) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- A parameterization of positive definite matrices in terms of partial correlation vines (Q1410721) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)