- Alternative title
-
Selektion dünnbesetzter Vine Copulas in ultrahohen Dimensionen
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
München, Technische Universität München, Dissertation, 2017
- Classification
-
Mathematik
- Event
-
Veröffentlichung
- (where)
-
München
- (who)
-
Universitätsbibliothek der TU München
- (when)
-
2017
- Creator
-
Müller, Dominik Thomas
- Contributor
-
Czado, Claudia
Elidan, Gal
Joe, Harry
Czado, Claudia
- URN
-
urn:nbn:de:bvb:91-diss-20171213-1382835-1-4
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:50 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Müller, Dominik Thomas
- Czado, Claudia
- Elidan, Gal
- Joe, Harry
- Universitätsbibliothek der TU München
Time of origin
- 2017
Other Objects (12)
Statistical arbitrage with vine copulas
Dependence modeling using vine copulas in insurance
Statistical learning with vine copulas in regression settings
D-vine copula based quantile regression and the simplifying assumption for vine copulas
Statistical learning based on vine copulas with societal applications
Application of vine copulas to credit portfolio risk modeling
Spatio-temporal synthesis of continuous precipitation series using vine copulas
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Model distances, block maxima and repeated measurements in the context of vine copulas
Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
Regular vine copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
Advances in Dependence Modeling: Multivariate Quantiles, Copula Level Curve Lengths, and Non-Simplified Vine Copulas
Statistical arbitrage with vine copulas
Dependence modeling using vine copulas in insurance
Statistical learning with vine copulas in regression settings
D-vine copula based quantile regression and the simplifying assumption for vine copulas
Statistical learning based on vine copulas with societal applications
Application of vine copulas to credit portfolio risk modeling
Spatio-temporal synthesis of continuous precipitation series using vine copulas
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Model distances, block maxima and repeated measurements in the context of vine copulas
Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
Regular vine copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
Advances in Dependence Modeling: Multivariate Quantiles, Copula Level Curve Lengths, and Non-Simplified Vine Copulas
Statistical arbitrage with vine copulas
Dependence modeling using vine copulas in insurance
Statistical learning with vine copulas in regression settings
D-vine copula based quantile regression and the simplifying assumption for vine copulas
Statistical learning based on vine copulas with societal applications
Application of vine copulas to credit portfolio risk modeling
Spatio-temporal synthesis of continuous precipitation series using vine copulas
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Model distances, block maxima and repeated measurements in the context of vine copulas
Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
Regular vine copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins