Pages that link to "Item:Q1952431"

The following pages link to Parameter estimation for pair-copula constructions (Q1952431):

Displaying 28 items.

• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← 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)
• Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
• How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
• Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
• Estimating standard errors in regular vine copula models (Q2259341) (← links)
• On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
• Dynamic D-vine copula model with applications to Value-at-Risk (VaR) (Q2417030) (← links)
• Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
• Selection of Vine Copulas (Q2849522) (← links)
• Maximum likelihood estimation of mixed C-vines with application to exchange rates (Q4970956) (← links)
• Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
• A Time-Heterogeneous D-Vine Copula Model for Unbalanced and Unequally Spaced Longitudinal Data (Q6079760) (← links)
• Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)