The following pages link to Selection of Vine Copulas (Q2849522):
Displayed 11 items.
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Truncation of vine copulas using fit indices (Q2350036) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- R‐vine models for spatial time series with an application to daily mean temperature (Q3459928) (← links)
- Statistical arbitrage with vine copulas (Q4619524) (← links)
- Copula modelling with penalized complexity priors: the bivariate case (Q6051851) (← links)