Nagler T, Schellhase C, Czado C. Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling. 2017;5(1):99-120
In recent years, conditional copulas, that allow dependence between variables to vary according to t...
Almost all existing nonlinear multivariate time series models remain linear, conditional on a point ...
Pair-copula constructions (or vine copulas) are structured, in the layout of vines, with bivariate c...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field ...
A pair-copula construction is a decomposition of a multivariate copula into a structured system, cal...
Schellhase C, Spanhel F. Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics ...
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical i...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
International audienceWe present a new recursive algorithm to construct vine copulas based on an und...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
Recently a new way of modeling dependence has been introduced considering a sequence of parametric c...
This thesis contributes to research in multivariate statistics by developing regular vine copula-bas...
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian dist...
In recent years, conditional copulas, that allow dependence between variables to vary according to t...
Almost all existing nonlinear multivariate time series models remain linear, conditional on a point ...
Pair-copula constructions (or vine copulas) are structured, in the layout of vines, with bivariate c...
Dependence Modeling with Copulas covers the substantial advances that have taken place in the field ...
A pair-copula construction is a decomposition of a multivariate copula into a structured system, cal...
Schellhase C, Spanhel F. Estimating Non-Simplified Vine Copulas Using Penalized Splines. Statistics ...
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical i...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
International audienceWe present a new recursive algorithm to construct vine copulas based on an und...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
Recently a new way of modeling dependence has been introduced considering a sequence of parametric c...
This thesis contributes to research in multivariate statistics by developing regular vine copula-bas...
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian dist...
In recent years, conditional copulas, that allow dependence between variables to vary according to t...
Almost all existing nonlinear multivariate time series models remain linear, conditional on a point ...
Pair-copula constructions (or vine copulas) are structured, in the layout of vines, with bivariate c...
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