Univariate conditioning of vine copulas (Q2350041): Difference between revisions

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+Truncated regular vines in high dimensions with application to financial data
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+Conditional copula simulation for systemic risk stress testing
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+Limiting dependence structures for tail events, with applications to credit derivatives
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+Tails of multivariate Archimedean copulas
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+Selection of Vine Copulas
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+The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
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+Invariant dependence structure under univariate truncation
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+Invariant dependence structures and Archimedean copulas
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+Bounds for trivariate copulas with given bivariate marginals
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+Q5446378
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+Q5714999
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+Gaussian approximation of conditional elliptical copulas
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+Limit laws for random vectors with an extreme component
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+A Conditional Approach for Multivariate Extreme Values (with Discussion)
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+On uniform tail expansions of bivariate copulas
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+On uniform tail expansions of multivariate copulas and wide convergence of measures
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+Invariant dependence structure under univariate truncation: the high-dimensional case
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+The Limiting Properties of Copulas Under Univariate Conditioning
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+Q4382161
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+Tail dependence functions and vine copulas
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+Copula convergence theorems for tail events.
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+Tail dependence from a distributional point of view
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+Extremal dependence of copulas: a tail density approach
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+An introduction to copulas.
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+Extreme value properties of multivariate \(t\) copulas
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+On a strong metric on the space of copulas and its induced dependence measure
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+Some results on shuffles of two-dimensional copulas
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