CD-vine model for capturing complex dependence
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Cites work
- Analyzing dependent data with vine copulas. A practical guide with R
- Clustering dependencies via mixtures of copulas
- Dependence modeling with copulas
- Efficient Bayesian inference for stochastic time-varying copula models
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- Mixture of D-vine copulas for modeling dependence
- Model-based clustering using copulas with applications
- Modeling dependent yearly claim totals including zero claims in private health insurance
- Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Selecting and estimating regular vine copulae and application to financial returns
- Vines -- a new graphical model for dependent random variables.
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