The following pages link to VineCopula (Q20170):
Displayed 50 items.
- gofCopula (Q27343) (← links)
- pacotest (Q30758) (← links)
- kdevine (Q31908) (← links)
- GJRM (Q34866) (← links)
- gamCopula (Q37188) (← links)
- CDVineCopulaConditional (Q43055) (← links)
- (Q72188) (redirect page) (← links)
- FactorCopula (Q72194) (← links)
- CopulaCenR (Q84741) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- CondCopulas (Q110518) (← links)
- MMDCopula (Q110590) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- VC2copula (Q116700) (← links)
- OpVaR (Q122016) (← links)
- AssetCorr (Q126826) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- vccp (Q1351878) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Covariance model simulation using regular vines (Q1695739) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Analyzing dependent data with vine copulas. A practical guide with R (Q1738351) (← links)
- Prediction based on conditional distributions of vine copulas (Q2002717) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- A short history of statistical association: from correlation to correspondence analysis to copulas (Q2062804) (← links)
- Regular vines with strongly chordal pattern of (conditional) independence (Q2142996) (← links)
- Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
- On identification and non-normal simulation in ordinal covariance and item response models (Q2177739) (← links)
- Forward-reverse switch between density-based and regional sensitivity analysis (Q2183060) (← links)
- A Bayesian hierarchical copula model (Q2219218) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Model selection of copulas: AIC versus a cross validation copula information criterion (Q2251716) (← links)
- Predictive inference for bivariate data: combining nonparametric predictive inference for marginals with an estimated copula (Q2323186) (← links)
- Selection of sparse vine copulas in high dimensions with the Lasso (Q2329765) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
- Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review (Q2350037) (← links)
- Spatial composite likelihood inference using local C-vines (Q2350040) (← links)
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso (Q2416782) (← links)
- A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables (Q2673841) (← links)
- Predicting times to event based on vine copula models (Q2674484) (← links)