Pages that link to "Item:Q3377862"
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The following pages link to Uncertainty Analysis with High Dimensional Dependence Modelling (Q3377862):
Displaying 50 items.
- Factor tree copula models for item response data (Q72193) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← 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 probabilistic graphical model based stochastic input model construction (Q349388) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- On the construction of minimum information bivariate copula families (Q457279) (← links)
- On a class of circulas: copulas for circular distributions (Q498048) (← links)
- A closed-form universal trivariate pair-copula (Q499766) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models (Q518253) (← links)
- Aggregating expert judgement (Q542075) (← links)
- Extreme value properties of multivariate \(t\) copulas (Q626284) (← links)
- Least squares type estimation for Cox regression model and specification error (Q693234) (← links)
- Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis (Q746217) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Generating random correlation matrices based on vines and extended onion method (Q842918) (← links)
- Partial correlation with copula modeling (Q901505) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
- Mining and visualising ordinal data with non-parametric continuous BBNs (Q962305) (← links)
- Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices (Q968505) (← links)
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements (Q1038039) (← links)
- Tail dependence functions and vine copulas (Q1041080) (← 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)
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula (Q1623802) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Bayesian model selection of regular vine copulas (Q1631599) (← links)
- Model selection for discrete regular vine copulas (Q1658513) (← links)
- Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
- Structure learning in Bayesian networks using regular vines (Q1659079) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Non-parametric Bayesian networks for parameter estimation in reservoir simulation: a graphical take on the ensemble Kalman filter. I (Q1663471) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- The vine philosopher (Q1696999) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Dimensionality reduction for data of unknown cluster structure (Q1750610) (← links)
- A copula model for non-Gaussian multivariate spatial data (Q1755126) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Vine copulas with asymmetric tail dependence and applications to financial return data (Q1927146) (← links)
- A moment method for the multivariate asymmetric Laplace distribution (Q1950778) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- Latin hypercube sampling with inequality constraints (Q2006877) (← links)
- Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria (Q2010376) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- A geometric investigation into the tail dependence of vine copulas (Q2034451) (← links)
