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  • regular vines have proven to be a flexible tool in high-dimensional dependence modeling. Copulas are multivariate distributions with uniform univariate margins...
    28 KB (3,044 words) - 01:22, 5 December 2023
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    Puccetti, M. Scherer and S. Vanduffel, Dependence Modeling, vol. 4 (2016), pp. 109-122"". Dependence Modeling. 4 (1). doi:10.1515/demo-2016-0005. hdl:2434/391032...
    13 KB (1,100 words) - 17:26, 19 March 2024
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    |agency= ignored (help) Zhu, Zhe; Welsch, Roy E. (2018). "Robust dependence modeling for high-dimensional covariance matrices with financial applications"...
    21 KB (2,477 words) - 08:14, 30 July 2024
  • Joe, H.; Aas, K. (January 2011). Kurowicka, D.; Joe, H. (eds.). Dependence Modeling Vine Copula Handbook (PDF). World Scientific. pp. 37–72. ISBN 978-981-4299-87-9...
    72 KB (9,333 words) - 01:57, 31 August 2024
  • "Implementing Markovian models for extendible Marshall–Olkin distributions" Dependence Modeling, vol. 10, no. 1, 2022, pp. 308-343. https://doi.org/10.1515/demo-2022-0151...
    37 KB (4,859 words) - 00:39, 4 February 2024