Truncation of vine copulas using fit indices-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Truncation of vine copulas using fit indices

Published:2015-06 Issue: Volume:138 Page:19-33
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Brechmann Eike C.,Joe Harry

Funder

TUM Graduate School’s International School of Applied Mathematics

Allianz Deutschland AG

DFG

NSERC Canada Discovery Grant

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference35 articles.

1. Beyond simplified pair-copula constructions;Acar;J. Multivariate Anal.,2012

2. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Ann. Math. Artif. Intell.,2001

3. Vines — a new graphical model for dependent random variables;Bedford;Ann. Statist.,2002

4. Comparative fit indexes in structural models;Bentler;Psychol. Bull.,1990

5. Significance tests and goodness of fit in the analysis of covariances structures;Bentler;Psychol. Bull.,1980

Cited by 31 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Model-based vs. agnostic methods for the prediction of time-varying covariance matrices;Annals of Operations Research;2024-09-13

2. Learning the Graph Structure of Regular Vine-Copulas from Dependence Lists;ACM Transactions on Evolutionary Learning and Optimization;2024-09-10

3. CasMDN: A deep learning-based multivariate distribution modelling approach and its application in geotechnical engineering;Computers and Geotechnics;2024-04

4. Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises;Journal of Forecasting;2023-07-03

5. Variational inference with vine copulas: an efficient approach for Bayesian computer model calibration;Statistics and Computing;2022-12-19

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3