4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.ME2017
A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure
Matthias Killiches, Claudia Czado
We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine co…
stat.ME2015★ 4 cited
Block-Maxima of Vines
Matthias Killiches, Claudia Czado
We examine the dependence structure of finite block-maxima of multivariate distributions. We provide a closed form expression for the copula density of the vector of the block-maxi…