Gradient-boosted generalized linear models for conditional vine copulas
From MaRDI portal
Cites work
- Analyzing dependent data with vine copulas. A practical guide with R
- Beyond simplified pair-copula constructions
- Bivariate copula additive models for location, scale and shape
- Boosting algorithms: regularization, prediction and model fitting
- Boosting Distributional Copula Regression
- Boosting for statistical modelling-A non-technical introduction
- Boosting With theL2Loss
- Comment: Boosting algorithms: regularization, prediction and model fitting
- Copula regression spline models for binary outcomes
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach
- Estimating non-simplified vine copulas using penalized splines
- Generalized additive models
- Generalized additive models for conditional dependence structures
- Generalized Additive Models for Pair-Copula Constructions
- Greedy function approximation: A gradient boosting machine.
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Model-based boosting in R: a hands-on tutorial using the R package mboost
- Modeling longitudinal data using a pair-copula decomposition of serial dependence
- Pair copula constructions for multivariate discrete data
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Regression. Models, methods and applications
- Rejoinder: Boosting algorithms: regularization, prediction and model fitting
- Scoring Rules for Continuous Probability Distributions
- Selecting and estimating regular vine copulae and application to financial returns
- Simplified pair copula constructions -- limitations and extensions
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Statistical testing of covariate effects in conditional copula models
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Uncertainty quantification in complex simulation models using ensemble copula coupling
- Vine copula models with GLM and sparsity
- Vines -- a new graphical model for dependent random variables.
Cited in
(1)
This page was built for publication: Gradient-boosted generalized linear models for conditional vine copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7022071)