48 citations · 73 across the 2 of their papers we have counts for
2 papers
stat.ME2017★ 48 cited
Nonparametric estimation of simplified vine copula models: comparison of methods
Thomas Nagler, Christian Schellhase, Claudia Czado
In the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities an…
stat.ME2016★ 25 cited
Estimating Non-Simplified Vine Copulas Using Penalized Splines
Christian Schellhase, Fabian Spanhel
Vine copulas (or pair-copula constructions) have become an important tool for high-dimensional dependence modeling. Typically, so called simplified vine copula models are estimated…