Pages that link to "Item:Q2349802"
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The following pages link to Probability density decomposition for conditionally dependent random variables modeled by vines (Q2349802):
Displaying 50 items.
- Factor tree copula models for item response data (Q72193) (← links)
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Flexible pair-copula estimation in D-vines using bivariate penalized splines (Q261005) (← links)
- Sequential Bayesian model selection of regular vine copulas (Q273648) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Factor copula models for multivariate data (Q391802) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- Multivariate dependence modeling based on comonotonic factors (Q512029) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- How random is a random vector? (Q528246) (← links)
- Tail order and intermediate tail dependence of multivariate copulas (Q634561) (← links)
- Efficient computation of multivariate empirical distribution functions at the observed values (Q722738) (← links)
- Derivatives and Fisher information of bivariate copulas (Q744776) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Optimizing effective numbers of tests by vine copula modeling (Q828043) (← links)
- Detecting and modeling critical dependence structures between random inputs of computer models (Q828054) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← links)
- Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
- Dependence properties of conditional distributions of some copula models (Q1617331) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Vine-copula GARCH model with dynamic conditional dependence (Q1623562) (← links)
- Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses (Q1663275) (← links)
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Vine copula approximation: a generic method for coping with conditional dependence (Q1702298) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
