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Analyzing Dependent Data with Vine Copulas最新文献

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Simulating Regular Vine Copulas and Distributions 模拟规则藤蔓群落和分布
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_6
C. Czado
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引用次数: 0
Multivariate Distributions and Copulas 多元分布与copula
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_1
C. Czado
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引用次数: 0
Comparing Regular Vine Copula Models 比较常规Vine Copula模型
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_9
C. Czado
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引用次数: 1
Selection of Regular Vine Copula Models 规则藤Copula模型的选择
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_8
C. Czado
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引用次数: 0
Pair Copula Decompositions and Constructions 对联结的分解和构造
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_4
C. Czado
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引用次数: 0
Parameter Estimation in Simplified Regular Vine Copulas 简化正则藤copula的参数估计
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_7
C. Czado
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引用次数: 0
Recent Developments in Vine Copula Based Modeling 基于Vine Copula建模的最新进展
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_11
C. Czado
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引用次数: 1
Regular Vines 常规的藤蔓
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_5
C. Czado
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引用次数: 0
Dependence Measures 依赖的措施
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_2
C. Czado
{"title":"Dependence Measures","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_2","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_2","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"319 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133550219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
Case Study: Dependence Among German DAX Stocks 案例研究:德国DAX股票的依赖性
Analyzing Dependent Data with Vine Copulas
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-13785-4_10
C. Czado
{"title":"Case Study: Dependence Among German DAX Stocks","authors":"C. Czado","doi":"10.1007/978-3-030-13785-4_10","DOIUrl":"https://doi.org/10.1007/978-3-030-13785-4_10","url":null,"abstract":"","PeriodicalId":170633,"journal":{"name":"Analyzing Dependent Data with Vine Copulas","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131118321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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