2 citations · 3 across the 5 of their papers we have counts for
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stat.ME2019
Assessing Data Support for the Simplifying Assumption in Bivariate Conditional Copulas
Evgeny Levi, Radu V Craiu
The paper considers the problem of establishing data support for the simplifying assumption (SA) in a bivariate conditional copula model. It is known that SA greatly simplifies the…
stat.ME2016★ 2 cited
Gaussian Process Single Index Models for Conditional Copulas
Evgeny Levi, Radu V. Craiu
Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the…