Generalized Additive Models for Pair-Copula Constructions
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A generalized Fellner-Schall method for smoothing parameter optimization with application to Tweedie location, scale and shape models
- A simple test for random effects in regression models
- An introduction to copulas.
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Beyond simplified pair-copula constructions
- Bivariate copula additive models for location, scale and shape
- Boosting With theL2Loss
- Boosting additive models using component-wise P-splines
- Boosting algorithms: regularization, prediction and model fitting
- Boosting ridge regression
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Conditional copulas, association measures and their applications
- Copula regression spline models for binary outcomes
- Coverage properties of confidence intervals for generalized additive model components
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimation of a conditional copula and association measures
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Factor copula models for multivariate data
- Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models
- Generalized additive models for conditional dependence structures
- Generalized additive models. An introduction with R.
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Noncanonical links in generalized linear models -- when is the effort justified?
- Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
- On \(p\)-values for smooth components of an extended generalized additive model
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- R-vine models for spatial time series with an application to daily mean temperature
- Regime switches in the dependence structure of multidimensional financial data
- Regression analysis under link violation
- Simplified pair copula constructions -- limitations and extensions
- Simplified vine copula models: approximations based on the simplifying assumption
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Spatial composite likelihood inference using local C-vines
- Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
- Structured factor copula models: theory, inference and computation
- Vines -- a new graphical model for dependent random variables.
Cited in
(15)- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Vine copula based structural equation models
- Sampling from conditional distributions of simplified vines
- Copula diagnostics for asymmetries and conditional dependence
- Additive Covariance Matrix Models: Modeling Regional Electricity Net-Demand in Great Britain
- Boosting Distributional Copula Regression
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Gradient-boosted generalized linear models for conditional vine copulas
- Bayesian Nonparametric Modeling of Conditional Multidimensional Dependence Structures
- Bayesian Regularized Regression Copula Processes for Multivariate Responses
- Truly Multivariate Structured Additive Distributional Regression
- Boosting with copula-based components
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- Derandomized Truncated D-vine Copula Knockoffs with e-values to control the false discovery rate
- D-vine generalized additive model copula-based quantile regression with application to ensemble postprocessing
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