Model selection for discrete regular vine copulas
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
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Cited in
(21)- Bayesian geostatistical modeling for discrete-valued processes
- Multivariate distributions of correlated binary variables generated by pair-copulas
- Bayesian design for minimizing prediction uncertainty in bivariate spatial responses with applications to air quality monitoring
- scientific article; zbMATH DE number 6458332 (Why is no real title available?)
- Vine copula models with GLM and sparsity
- Bayesian model selection of regular vine copulas
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- A copula-based portrayal of the collider bias
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- Informative goodness-of-fit for multivariate distributions
- Pair-copula models for analyzing family data
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- Model distances for vine copulas in high dimensions
- Data-driven polynomial chaos expansion for machine learning regression
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Selection of vine copulas
- Pair copula constructions for insurance experience rating
- Common sampling orders of regular vines with application to model selection
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