Pages that link to "Item:Q93079"
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The following pages link to Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079):
Displayed 27 items.
- kdevine (Q31908) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- A fast and objective multidimensional kernel density estimation method: fastKDE (Q1659071) (← 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)
- The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk (Q2001097) (← links)
- Generalized signed-rank estimation for regression models with non-ignorable missing responses (Q2002713) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- On classification with nonignorable missing data (Q2034467) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Dependence structure estimation using copula recursive trees (Q2048120) (← links)
- Robust estimation of single index models with responses missing at random (Q2062377) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
- Generalized Additive Models for Pair-Copula Constructions (Q3391152) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Varying coefficient single-index regression model with missing responses under rank-based modelling (Q5078824) (← links)
- Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)