| Publication | Date of Publication | Type |
|---|
Logarithmic law of large random correlation matrices
Bernoulli | 2024-01-16 | Paper |
Regular vines with strongly chordal pattern of (conditional) independence
Computational Statistics and Data Analysis | 2022-05-30 | Paper |
Simplified R-vine based forward regression
Computational Statistics and Data Analysis | 2021-05-06 | Paper |
Common sampling orders of regular vines with application to model selection
Computational Statistics and Data Analysis | 2019-11-22 | Paper |
Selecting and estimating regular vine copulae and application to financial returns
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
Copula in a multivariate mixed discrete-continuous model
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Conditionalization of copula-based models
Decision Analysis | 2017-02-14 | Paper |
On an interaction function for copulas
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Sampling, conditionalizing, counting, merging, searching regular vines
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Joint density of correlations in the correlation matrix with chordal sparsity patterns
Journal of Multivariate Analysis | 2014-06-18 | Paper |
Vines inference
Brazilian Journal of Probability and Statistics | 2013-09-16 | Paper |
Selecting and estimating regular vine copulae and application to financial returns
Computational Statistics and Data Analysis | 2013-03-01 | Paper |
Mining and visualising ordinal data with non-parametric continuous BBNs
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Generating random correlation matrices based on vines and extended onion method
Journal of Multivariate Analysis | 2009-09-28 | Paper |
Sampling algorithms for generating joint uniform distributions using the Vine-Copula method
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Completion problem with partial correlation vines
Linear Algebra and its Applications | 2006-11-15 | Paper |
Uncertainty Analysis with High Dimensional Dependence Modelling
Wiley Series in Probability and Statistics | 2006-03-29 | Paper |
| Distribution-free continuous Bayesian belief nets | 2006-03-09 | Paper |
A parameterization of positive definite matrices in terms of partial correlation vines
Linear Algebra and its Applications | 2003-10-15 | Paper |
Domains of attraction of asymptotic reliability functions
Applied Mathematics and Computation | 2003-01-28 | Paper |
| scientific article; zbMATH DE number 1531986 (Why is no real title available?) | 2001-03-29 | Paper |
Domains of attraction of asymptotic reliability functions of some homogeneous series-parallel systems
Applied Mathematics and Computation | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1304828 (Why is no real title available?) | 1999-06-17 | Paper |
