Smooth nonparametric Bernstein vine copulas (Q4555067): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Time-varying joint distribution through copulas
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+Vines -- a new graphical model for dependent random variables.
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+Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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+Truncated regular vines in high dimensions with application to financial data
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+Efficient estimation of large portfolio loss probabilities in \(t\)-copula models
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+Q3855979
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+An asymptotic decomposition for multivariate distribution-free tests of independence
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+Dependence modeling in non-life insurance using the Bernstein copula
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+Selecting and estimating regular vine copulae and application to financial returns
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+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
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+An empirical analysis of multivariate copula models
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+Goodness-of-fit tests for copulas: A review and a power study
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+Q3962432
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+The Copula Information Criteria
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+Crisis and risk dependencies
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+Efficient estimation of a semiparametric dynamic copula model
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Nonparametric estimation of pair-copula constructions with the empirical pair-copula
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+Q4382161
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+Comparison of semiparametric and parametric methods for estimating copulas
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+On approximation of copulas
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+Vine copulas with asymmetric tail dependence and applications to financial return data
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+Mathematical Risk Analysis
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+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
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+Linear B-spline copulas with applications to nonparametric estimation of copulas
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+Sampling from Archimedean copulas
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+Measuring the subprime crisis contagion: evidence of change point analysis of copula functions
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