45 citations · 132 across the 7 of their papers we have counts for
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stat.ME2015★ 16 cited
The partial copula: Properties and associated dependence measures
Fabian Spanhel, Malte S. Kurz
The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial c…
stat.ME2015★ 12 cited
The partial vine copula: A dependence measure and approximation based on the simplifying assumption
Fabian Spanhel, Malte S. Kurz
Simplified vine copulas (SVCs), or pair-copula constructions, have become an important tool in high-dimensional dependence modeling. So far, specification and estimation of SVCs ha…