Pages that link to "Item:Q2001097"
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The following pages link to Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097):
Displaying 6 items.
- Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Bayesian ridge regression for survival data based on a vine copula-based prior (Q6120619) (← links)
