Properties of stepwise parameter estimation in high-dimensional vine copulas
Fuente:
arXiv
Saved in:
| Main Authors: | Gauss, Jana, Nagler, Thomas |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Asymptotics for estimating a diverging number of parameters -- with and without sparsity
by: Gauss, Jana, et al.
Published: (2024)
by: Gauss, Jana, et al.
Published: (2024)
Measures of non-simplifyingness for conditional copulas and vines
by: Derumigny, Alexis
Published: (2025)
by: Derumigny, Alexis
Published: (2025)
Tree-based conditional copula estimation
by: Bonacina, Francesco, et al.
Published: (2024)
by: Bonacina, Francesco, et al.
Published: (2024)
Simplified vine copula models: state of science and affairs
by: Nagler, Thomas
Published: (2024)
by: Nagler, Thomas
Published: (2024)
The modified odd Burr XII-G family of distributions: Properties and Applications
by: Ferreira, Alexsandro A., et al.
Published: (2025)
by: Ferreira, Alexsandro A., et al.
Published: (2025)
Uniform central limit theorems for non-stationary processes via relative weak convergence
by: Palm, Nicolai, et al.
Published: (2025)
by: Palm, Nicolai, et al.
Published: (2025)
Optimal neural network approximation of smooth compositional functions on sets with low intrinsic dimension
by: Nagler, Thomas, et al.
Published: (2026)
by: Nagler, Thomas, et al.
Published: (2026)
High-dimensional copula-based Wasserstein dependence
by: De Keyser, Steven, et al.
Published: (2024)
by: De Keyser, Steven, et al.
Published: (2024)
Convex lineability in copula and quasi-copula sets
by: de Amo, Enrique, et al.
Published: (2026)
by: de Amo, Enrique, et al.
Published: (2026)
The generalized Marshall-Olkin Lomax distribution with applications to AIDS and COVID-19 data
by: Ferreira, Alexsandro A., et al.
Published: (2025)
by: Ferreira, Alexsandro A., et al.
Published: (2025)
Fast Rates for Nonstationary Weighted Risk Minimization
by: Brock, Tobias, et al.
Published: (2026)
by: Brock, Tobias, et al.
Published: (2026)
Spectral estimation for high-dimensional linear processes
by: Namdari, Jamshid, et al.
Published: (2025)
by: Namdari, Jamshid, et al.
Published: (2025)
Pattern-based tests for two-dimensional copulas
by: Baringhaus, L., et al.
Published: (2026)
by: Baringhaus, L., et al.
Published: (2026)
Measures of association for approximating copulas
by: Rockel, Marcus
Published: (2025)
by: Rockel, Marcus
Published: (2025)
Marshall-Olkin copulas revisited
by: Košir, Tomaž, et al.
Published: (2025)
by: Košir, Tomaž, et al.
Published: (2025)
Csiszár indices and interpolating copulas
by: Butucea, Cristina, et al.
Published: (2026)
by: Butucea, Cristina, et al.
Published: (2026)
Testing for independence in high dimensions based on empirical copulas
by: Bücher, Axel, et al.
Published: (2022)
by: Bücher, Axel, et al.
Published: (2022)
Universality of estimators for high-dimensional linear models with block dependency
by: Tsuda, Toshiki, et al.
Published: (2024)
by: Tsuda, Toshiki, et al.
Published: (2024)
Robust estimation for high-dimensional time series with heavy tails
by: Wang, Yu, et al.
Published: (2024)
by: Wang, Yu, et al.
Published: (2024)
Dependence properties of bivariate copula families
by: Ansari, Jonathan, et al.
Published: (2023)
by: Ansari, Jonathan, et al.
Published: (2023)
Modeling directional monotonicity with copulas
by: de Amo, Enrique, et al.
Published: (2025)
by: de Amo, Enrique, et al.
Published: (2025)
The empirical discrete copula process
by: Geenens, Gery, et al.
Published: (2025)
by: Geenens, Gery, et al.
Published: (2025)
Stochastic representation of Sarmanov copulas
by: Blier-Wong, Christopher
Published: (2026)
by: Blier-Wong, Christopher
Published: (2026)
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
by: Chang, Jinyuan, et al.
Published: (2018)
by: Chang, Jinyuan, et al.
Published: (2018)
Concordance, symmetrization and non-exchangeability for bivariate copulas
by: Rodríguez-García, Ávaro, et al.
Published: (2026)
by: Rodríguez-García, Ávaro, et al.
Published: (2026)
Convergence of covariance and spectral density estimates for high-dimensional functional time series
by: Li, Bufan, et al.
Published: (2025)
by: Li, Bufan, et al.
Published: (2025)
Consistency of heritability estimation from summary statistics in high-dimensional linear models
by: Azriel, David, et al.
Published: (2025)
by: Azriel, David, et al.
Published: (2025)
Support estimation in high-dimensional heteroscedastic mean regression
by: Hermann, Philipp, et al.
Published: (2020)
by: Hermann, Philipp, et al.
Published: (2020)
Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)
by: Radojicic, Una, et al.
Published: (2025)
Weight-calibrated estimation for factor models of high-dimensional time series
by: Qiao, Xinghao, et al.
Published: (2025)
by: Qiao, Xinghao, et al.
Published: (2025)
The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
by: Moosavi, Niloofar, et al.
Published: (2021)
by: Moosavi, Niloofar, et al.
Published: (2021)
Multivariate Rényi inaccuracy measures based on copulas: properties and application
by: Saha, Shital, et al.
Published: (2025)
by: Saha, Shital, et al.
Published: (2025)
Power-divergence copulas: A new class of Archimedean copulas, with an insurance application
by: Pearse, Alan R., et al.
Published: (2025)
by: Pearse, Alan R., et al.
Published: (2025)
Characterizing Schur-concave commutative copulas as the closure of associative ones
by: Úbeda-Flores, Manuel
Published: (2026)
by: Úbeda-Flores, Manuel
Published: (2026)
On the pointwise supremum of the set of copulas with a given curvilinear section
by: Ouyang, Yao, et al.
Published: (2024)
by: Ouyang, Yao, et al.
Published: (2024)
Sparse estimation for the drift of high-dimensional Ornstein--Uhlenbeck processes with i.i.d. paths
by: Nakakita, Shogo
Published: (2025)
by: Nakakita, Shogo
Published: (2025)
New Berry-Esseen bounds for parameter estimation of Gaussian processes observed at high frequency
by: Es-Sebaiy, Khalifa, et al.
Published: (2026)
by: Es-Sebaiy, Khalifa, et al.
Published: (2026)
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
Uniform minimum risk equivariant estimates for moment condition models
by: Broniatowski, Michel, et al.
Published: (2019)
by: Broniatowski, Michel, et al.
Published: (2019)
A complete characterization of maximal copulas with a given track section
by: Omladič, Matjaž, et al.
Published: (2025)
by: Omladič, Matjaž, et al.
Published: (2025)
Similar Items
-
Asymptotics for estimating a diverging number of parameters -- with and without sparsity
by: Gauss, Jana, et al.
Published: (2024) -
Measures of non-simplifyingness for conditional copulas and vines
by: Derumigny, Alexis
Published: (2025) -
Tree-based conditional copula estimation
by: Bonacina, Francesco, et al.
Published: (2024) -
Simplified vine copula models: state of science and affairs
by: Nagler, Thomas
Published: (2024) -
The modified odd Burr XII-G family of distributions: Properties and Applications
by: Ferreira, Alexsandro A., et al.
Published: (2025)