Pages that link to "Item:Q80563"
From MaRDI portal
The following pages link to Pair-copula constructions of multiple dependence (Q80563):
Displayed 18 items.
- VineCopula (Q20170) (← links)
- CDVineCopulaConditional (Q43055) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data (Q641791) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Constructing hierarchical archimedean copulas with Lévy subordinators (Q968494) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- (Q3183816) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- An empirical analysis of multivariate copula models (Q3650966) (← links)