Vine copula structure representations using graphs and matrices
From MaRDI portal
Publication:6495088
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 554762 (Why is no real title available?)
- Algorithmic graph theory and perfect graphs
- Analyzing dependent data with vine copulas. A practical guide with R
- Dependence modeling with copulas
- Multivariate extreme‐value distributions with applications to environmental data
- On the connection between cherry-tree copulas and truncated R-vine copulas.
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Regular vines with strongly chordal pattern of (conditional) independence
- Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50
- Selecting and estimating regular vine copulae and application to financial returns
- Structure learning in Bayesian networks using regular vines
- The intersection graphs of subtrees in trees are exactly the chordal graphs
- Triangulated graphs and the elimination process
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Vines -- a new graphical model for dependent random variables.
This page was built for publication: Vine copula structure representations using graphs and matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6495088)