scientific article; zbMATH DE number 6458332
From MaRDI portal
Publication:5262090
Recommendations
- Selection of vine copulas
- Univariate conditioning of vine copulas
- Searching for optimal vine in pair-copula constructions
- scientific article; zbMATH DE number 958038
- Modeling vine-production function: an approach based on vine copula
- scientific article; zbMATH DE number 4006050
- Model selection for discrete regular vine copulas
- Common sampling orders of regular vines with application to model selection
- Selecting and estimating regular vine copulae and application to financial returns
Cited in
(16)- Sequential Bayesian model selection of regular vine copulas
- Modeling vine-production function: an approach based on vine copula
- Nonparametric estimation of simplified vine copula models: comparison of methods
- Risk aggregation in non-life insurance: standard models vs. internal models
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
- Model selection for discrete regular vine copulas
- Selecting and estimating regular vine copulae and application to financial returns
- A goodness-of-fit test for regular vine copula models
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach
- Univariate conditioning of vine copulas
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Extreme dependence in investor attention and stock returns -- consequences for forecasting stock returns and measuring systemic risk
- Selection of vine copulas
- Common sampling orders of regular vines with application to model selection
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262090)
