CDVine

swMATH8161MaRDI QIDQ20171FDOQ20171

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Source code repository: https://github.com/cran/CDVine

Cited In (54)

• CD-vine model for capturing complex dependence
• A method for constructing asymmetric pair-copula and its application
• Statistical arbitrage with vine copulas
• Copula modelling of nurses' agitation-sedation rating of ICU patients
• Nonparametric estimation of pair-copula constructions with the empirical pair-copula
• pyvine: the Python package for regular vine copula modeling, sampling and testing
• Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
• Simplified R-vine based forward regression
• Total loss estimation using copula-based regression models
• A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
• Sequential Bayesian model selection of regular vine copulas
• Mixture of D-vine copulas for modeling dependence
• Nonparametric estimation of simplified vine copula models: comparison of methods
• Vine copula graphical models in the construction of biological networks
• Generalized information matrix tests for copulas
• Copula link-based additive models for right-censored event time data
• Selection of vine copulas
• Selection of sparse vine copulas in high dimensions with the Lasso
• Spatial composite likelihood inference using local C-vines
• Bayesian model selection of regular vine copulas
• Title not available (Why is that?)
• R-vine models for spatial time series with an application to daily mean temperature
• Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
• Sample selection models for count data in R
• Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
• Modeling influenza-like illness activity in the United States
• Sampling, conditionalizing, counting, merging, searching regular vines
• Semi-parametric copula sample selection models for count responses
• Default probability estimation via pair copula constructions
• Multivariate distributions of correlated binary variables generated by pair-copulas
• Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
• Pair-copula models for analyzing family data
• On non-central squared copulas
• Clustering dependent observations with copula functions
• R package to handle Archimax or any user-defined continuous copula construction: \texttt{acopula}
• Copula regression spline models for binary outcomes
• Model-based clustering using copulas with applications
• Dynamic asset correlations based on vines
• A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
• Dependence structure between world crude oil prices: evidence from NYMEX, ICE, and DME markets
• Copula approaches for modeling cross-sectional dependence of data breach losses
• Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
• On the quantification and efficient propagation of imprecise probabilities with copula dependence
• Flexible pair-copula estimation in D-vines using bivariate penalized splines
• A multivariate frequency-severity framework for healthcare data breaches
• Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
• Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies
• Modelling the dependency between inflation and exchange rate using copula
• Bivariate copula additive models for location, scale and shape
• Bayesian sequential design for copula models
• Construction of leading economic index for recession prediction using vine copulas
• Copula directed acyclic graphs
• A general approach to full-range tail dependence copulas
• Modeling malicious hacking data breach risks

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