Pages that link to "Item:Q1952431"
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The following pages link to Parameter estimation for pair-copula constructions (Q1952431):
Displayed 17 items.
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)