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stat.ME2026
Calibrating simplified vine copulas with a noise contrastive estimation approach
Michael Denis Kraus, David Huk, Claudia Czado
Vine copulas provide a flexible framework for modeling complex multivariate dependence structures using only bivariate building blocks. Their practical success relies heavily on th…
stat.ME2025
Sampling from Conditional Distributions of Simplified Vines
Ariane Hanebeck, Ãzge Åahin, Petra HavlÃÄková +1
Simplified vine copulas are flexible tools over standard multivariate distributions for modeling and understanding different dependence properties in high-dimensional data. Their c…