Pages that link to "Item:Q80568"

The following pages link to Selecting and estimating regular vine copulae and application to financial returns (Q80568):

Displaying 32 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)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• A semiparametric copula method for Cox models with covariate measurement error (Q268675) (← links)
• Default probability estimation via pair copula constructions (Q320930) (← links)
• Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
• Factor copula models for multivariate data (Q391802) (← links)
• Copula directed acyclic graphs (Q517376) (← links)
• On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
• Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
• Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
• Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
• Simplified R-vine based forward regression (Q829728) (← links)
• Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
• Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← 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)
• Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← 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)
• Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
• Covariance model simulation using regular vines (Q1695739) (← 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)
• Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
• Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
• Bi-factor and second-order copula models for item response data (Q6160315) (← links)
• Vine copula structure representations using graphs and matrices (Q6495088) (← links)