Model selection for discrete regular vine copulas
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- A Primer on Copulas for Count Data
- Analysis of ordinal categorical data.
- Bayesian model selection for D-vine pair-copula constructions
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Extending the rank likelihood for semiparametric copula estimation
- Factor copula models for item response data
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- Linear Causal Modeling with Structural Equations
- Modeling longitudinal data using a pair-copula decomposition of serial dependence
- On the application of symmetric Dirichlet distributions and their mixtures to contingency tables
- Pair copula constructions for multivariate discrete data
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Relative Entropy Measures of Multivariate Dependence
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Selecting and estimating regular vine copulae and application to financial returns
- Selection of vine copulas
- Sequential Bayesian model selection of regular vine copulas
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Tail order and intermediate tail dependence of multivariate copulas
- Truncated regular vines in high dimensions with application to financial data
- Truncation of vine copulas using fit indices
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Vines -- a new graphical model for dependent random variables.
Cited in
(23)- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Model distances for vine copulas in high dimensions
- Estimating standard errors in regular vine copula models
- A copula-based portrayal of the collider bias
- Selection of vine copulas
- Bayesian model selection of regular vine copulas
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Common sampling orders of regular vines with application to model selection
- Data-driven polynomial chaos expansion for machine learning regression
- Storm CAT Bond: Modeling and Valuation
- Bayesian design for minimizing prediction uncertainty in bivariate spatial responses with applications to air quality monitoring
- Multivariate distributions of correlated binary variables generated by pair-copulas
- Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins
- Bayesian geostatistical modeling for discrete-valued processes
- Pair-copula models for analyzing family data
- Decomposition and graphical correspondence analysis of checkerboard copulas
- Estimation of copula models with discrete margins via Bayesian data augmentation
- scientific article; zbMATH DE number 6458332 (Why is no real title available?)
- Informative goodness-of-fit for multivariate distributions
- Pair copula constructions for insurance experience rating
- Bayesian sequential design for copula models
- Vine copula models with GLM and sparsity
- Vine copula-based classifiers with applications
This page was built for publication: Model selection for discrete regular vine copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1658513)
