Pages that link to "Item:Q391668"
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The following pages link to Simplified pair copula constructions -- limitations and extensions (Q391668):
Displaying 50 items.
- 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)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Specification of informative prior distributions for multinomial models using vine copulas (Q1631575) (← links)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (Q1687303) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- Testing for structural breaks in factor copula models (Q1739863) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Common sampling orders of regular vines with application to model selection (Q2008096) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- Data-driven polynomial chaos expansion for machine learning regression (Q2220634) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Estimating standard errors in regular vine copula models (Q2259341) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction (Q3389454) (← links)
- Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence (Q3391116) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667) (← links)
- The shifting dependence dynamics between the G7 stock markets (Q4554463) (← links)
- Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
- A multivariate volatility vine copula model (Q5034252) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- Nonparametric testing for no covariate effects in conditional copulas (Q5280374) (← links)
- (Q5879919) (← links)
- (Q5879921) (← links)
