Cited in
(93)- Statistical arbitrage with vine copulas
- Sequential Bayesian model selection of regular vine copulas
- Multivariate distributions of correlated binary variables generated by pair-copulas
- Copula regression spline models for binary outcomes
- Model-based clustering using copulas with applications
- Generalized information matrix tests for copulas
- Nonparametric estimation of simplified vine copula models: comparison of methods
- Simplified R-vine based forward regression
- Spatial composite likelihood inference using local C-vines
- On the quantification and efficient propagation of imprecise probabilities with copula dependence
- Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies
- Total loss estimation using copula-based regression models
- Bayesian model selection of regular vine copulas
- pyvine: the Python package for regular vine copula modeling, sampling and testing
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
- On non-central squared copulas
- Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
- Clustering dependent observations with copula functions
- nacopula
- IPSSIS
- trust
- Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand
- acopula
- copula
- SemiParBIVProbit
- sampleSelection
- VineCopula
- censReg
- MCFDR
- QRM
- TwoCop
- Rugarch
- copula
- CopulaRegression
- DHARMa
- penDvine
- Semi-parametric copula sample selection models for count responses
- Mixture of D-vine copulas for modeling dependence
- ReporteRs
- pacotest
- CoClust
- acebayes
- fCopulae
- GJRM
- SemiParSampleSel
- ssmrob
- gamCopula
- AnDarl
- penRvine
- condMVNorm
- basta
- npmlda
- NCSCopula
- HACopula
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- nnmatch
- heckmancopula
- movestay
- Copula link-based additive models for right-censored event time data
- bvcopula
- pyvine
- CopulaModel
- Sample selection models for count data in R
- Modelling the dependency between inflation and exchange rate using copula
- Pair-copula models for analyzing family data
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- Copula directed acyclic graphs
- Default probability estimation via pair copula constructions
- Copula approaches for modeling cross-sectional dependence of data breach losses
- R-vine models for spatial time series with an application to daily mean temperature
- Bivariate copula additive models for location, scale and shape
- A general approach to full-range tail dependence copulas
- Selection of vine copulas
- Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios
- Sampling, conditionalizing, counting, merging, searching regular vines
- Modeling influenza-like illness activity in the United States
- Selection of sparse vine copulas in high dimensions with the Lasso
- R package to handle Archimax or any user-defined continuous copula construction: \texttt{acopula}
- A multivariate frequency-severity framework for healthcare data breaches
- Dynamic asset correlations based on vines
- Bayesian sequential design for copula models
- A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
- Dependence structure between world crude oil prices: evidence from NYMEX, ICE, and DME markets
- A copula-based method of classifying individuals into binary disease categories using dependent biomarkers
- Modeling malicious hacking data breach risks
- Copula modelling of nurses' agitation-sedation rating of ICU patients
- Vine copula graphical models in the construction of biological networks
- CD-vine model for capturing complex dependence
- Construction of leading economic index for recession prediction using vine copulas
- scientific article; zbMATH DE number 7246956 (Why is no real title available?)
- Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach
- A method for constructing asymmetric pair-copula and its application
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