Keyphrases
Copula
30%
Vine Copula
29%
Simulation Study
29%
Pair-copula Construction
27%
Bayesian Inference
22%
Multivariate Copula
21%
Test Statistic
20%
D-vine
19%
Maximum Likelihood Estimation
17%
Vine
16%
Model Selection
16%
Multivariate Time Series
14%
Recovery Rate
14%
Ellipticity
14%
Exchange Rate
14%
Bivariate Copula
14%
Dependence Structure
13%
Bivariate
13%
Bayesian Model Selection
12%
Regression Effects
12%
Electricity Load
11%
Asymptotic Normality
11%
Elliptical Copula
11%
Serial Dependence
11%
Mixed Frequency
11%
Model Selection Strategy
11%
Pair-copula
10%
Markov Switching Model
10%
Regular Vine
10%
Homoscedasticity
9%
Maximization by Parts
9%
Copula Model
8%
Financial Data
8%
T-copula
8%
Model Selection Criteria
8%
Estimation Method
8%
Non-nested Models
8%
Linear Regression
8%
Generalized Poisson Model
7%
Wald
7%
Score Test
7%
Mixed Copula Model
7%
Almost Sure Limit Theorem
7%
Information Dimension
7%
Model Selection Test
7%
Approximate Dynamic Factor Model
7%
Factor Model
7%
Stationary Time Series
7%
Zero-inflation
7%
Count Model
7%
Mathematics
Copula
100%
Model Selection
35%
Bayesian Inference
22%
Simulation Study
20%
Bivariate
17%
Regression Model
16%
Probability Theory
14%
Maximum Likelihood
14%
Poisson Model
12%
Bayesian Model
11%
Vine Copulas
11%
Test Statistic
11%
Serial Dependence
11%
Regression Effects
11%
Parametric
10%
Asymptotic Normality
10%
Maximum Likelihood Estimate
8%
Covariate
8%
Goodness of Fit Test
8%
Conditionals
8%
Limit Theorem
7%
Information Dimension
7%
Linear Models
7%
Stationary Time Series
7%
Stochastic Process
7%
Central Limit Theorem
7%
Asymptotics
7%
Logarithmic Scale
7%
Insurance Claim
7%
Longitudinal Data
7%
Radial Symmetry
7%
Conditioning Event
7%
Claim Size
7%
Market Forecasting
7%
Superiority
7%
Wald
7%
Score Test
7%
Score Equation
7%
Likelihood Ratio Test
7%
Unbiased Statistic
7%
Dependence Structure
7%
Gaussian Copula
6%
Bayesian
5%
Testing Procedure
5%
Quantile Regression
5%