Pages that link to "Item:Q962223"
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The following pages link to On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223):
Displaying 50 items.
- 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)
- Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- Simplified pair copula constructions -- limitations and extensions (Q391668) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Beyond simplified pair-copula constructions (Q443776) (← links)
- Comparison of estimators for pair-copula constructions (Q443778) (← links)
- Estimation of high-order moment-independent importance measures for Shapley value analysis (Q821916) (← links)
- Simplified R-vine based forward regression (Q829728) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Partial and average copulas and association measures (Q895010) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← 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)
- Specification of informative prior distributions for multinomial models using vine copulas (Q1631575) (← 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)
- Covariance model simulation using regular vines (Q1695739) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- On the weak convergence of the empirical conditional copula under a simplifying assumption (Q1749990) (← links)
- Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets (Q1980359) (← links)
- A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
- Score tests for covariate effects in conditional copulas (Q2011520) (← links)
- Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
- pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)
- A mixture of regular vines for multiple dependencies (Q2039146) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Approximate Bayesian conditional copulas (Q2076116) (← links)
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
- Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
- Technical and allocative inefficiency in production systems: a vine copula approach (Q2148729) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
- On Kendall's regression (Q2181725) (← links)
- Data-driven polynomial chaos expansion for machine learning regression (Q2220634) (← links)
- Pair-copula models for analyzing family data (Q2223156) (← links)
- Study of partial and average conditional Kendall's tau (Q2236383) (← links)
- Spatial pair-copula model of grade for an anisotropic gold deposit (Q2325285) (← links)
- Sampling, conditionalizing, counting, merging, searching regular vines (Q2350035) (← links)
