Copula diagnostics for asymmetries and conditional dependence (Q5037090): Difference between revisions

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+Beyond simplified pair-copula constructions
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+The multivariate skew-normal distribution
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+Selecting and estimating regular vine copulae and application to financial returns
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+R‐vine models for spatial time series with an application to daily mean temperature
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+Assessing and Modeling Asymmetry in Bivariate Continuous Data
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+On tests of radial symmetry for bivariate copulas
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+Conditional copulas, association measures and their applications
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+On the simplified pair-copula construction -- simply useful or too simplistic?
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+Parametric families of multivariate distributions with given margins
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+Dependence Modeling with Copulas
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+A NEW MEASURE OF RANK CORRELATION
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+Q3417777
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+Copula-based measures of reflection and permutation asymmetry and statistical tests
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+Tail-weighted measures of dependence
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+Tail-weighted dependence measures with limit being the tail dependence coefficient
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+Construction of asymmetric multivariate copulas
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+Local Regression and Likelihood
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+Q5253267
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+Q5509408
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+Measures of tail asymmetry for bivariate copulas
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+Simplified pair copula constructions -- limitations and extensions
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+Generalized Additive Models for Pair-Copula Constructions
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Q5510038
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+Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns
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