Pages that link to "Item:Q3225771"
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The following pages link to Truncated regular vines in high dimensions with application to financial data (Q3225771):
Displayed 50 items.
- Factor tree copula models for item response data (Q72193) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Efficient computation of multivariate empirical distribution functions at the observed values (Q722738) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← 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)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration (Q2110192) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Vine copula regression for observational studies (Q2218559) (← links)
- Conditional normal extreme-value copulas (Q2231306) (← links)
- Copula selection for graphical models in continuous estimation of distribution algorithms (Q2259747) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Factor copula models for item response data (Q2348188) (← links)
- Preface to special issue on high-dimensional dependence and copulas (Q2350034) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach (Q2358171) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Copula based hierarchical risk aggregation through sample reordering (Q2444712) (← links)
- Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics (Q2520433) (← links)
- Selection of Vine Copulas (Q2849522) (← links)