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Modeling Dependence with C- and D-Vine Copulas: TheRPackageCDVine JOURNAL ARTICLE published 2013 in Journal of Statistical Software |
Derivatives and Fisher information of bivariate copulas JOURNAL ARTICLE published May 2014 in Statistical Papers |
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 JOURNAL ARTICLE published 1 December 2013 in Statistics & Risk Modeling |
Truncation of vine copulas using fit indices JOURNAL ARTICLE published June 2015 in Journal of Multivariate Analysis Research funded by DFG (INST 95/919-1 FUGG) | NSERC Canada Discovery Grant (8698) |
Application of copulas to multivariate control charts JOURNAL ARTICLE published December 2013 in Journal of Statistical Planning and Inference |
Selection of Vine Copulas BOOK CHAPTER published 2013 in Copulae in Mathematical and Quantitative Finance |
Hierarchical Kendall copulas: Properties and inference JOURNAL ARTICLE published March 2014 in Canadian Journal of Statistics |
Some results on shuffles of two-dimensional copulas JOURNAL ARTICLE published February 2013 in Journal of Statistical Planning and Inference |
Lower semiquadratic copulas with a given diagonal section JOURNAL ARTICLE published August 2013 in Journal of Statistical Planning and Inference |
Estimating standard errors in regular vine copula models JOURNAL ARTICLE published December 2013 in Computational Statistics |
On multivariate Gaussian copulas JOURNAL ARTICLE published November 2009 in Journal of Statistical Planning and Inference |
Inference on Archimedean copulas using mixtures of Pólya trees JOURNAL ARTICLE published November 2015 in Journal of Statistical Planning and Inference |
STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY JOURNAL ARTICLE published May 2013 in ASTIN Bulletin |
Generalized information matrix tests for copulas JOURNAL ARTICLE published 21 October 2019 in Econometric Reviews Research funded by DFG (95/919-1 FUGG) | Russian Science Foundation (16-18-,2) |
Non-atomic bivariate copulas and implicitly dependent random variables JOURNAL ARTICLE published July 2017 in Journal of Statistical Planning and Inference Research funded by Commission on Higher Education and the Thailand Research Fund (RSA5680037) |
Nonparametric estimation of multivariate extreme-value copulas JOURNAL ARTICLE published December 2012 in Journal of Statistical Planning and Inference |
Flexible binomial AR(1) processes using copulas JOURNAL ARTICLE published July 2022 in Journal of Statistical Planning and Inference Research funded by National Natural Science Foundation of China (11731015,11871028,11901053,12001229) |
Copulas, degenerate distributions and quantile tests in competing risk problems JOURNAL ARTICLE published May 2006 in Journal of Statistical Planning and Inference |
Idempotent and multivariate copulas with fractal support JOURNAL ARTICLE published December 2012 in Journal of Statistical Planning and Inference |
Vine Copulas for Imputation of Monotone Non‐response JOURNAL ARTICLE published December 2018 in International Statistical Review |