6 citations · 13 across the 5 of their papers we have counts for
Showing 2015 · stat.MEShow all
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stat.ME2015★ 3 cited
Model distances for vine copulas in high dimensions
Matthias Killiches, Daniel Kraus, Claudia Czado
Vine copulas are a flexible class of dependence models consisting of bivariate building blocks and have proven to be particularly useful in high dimensions. Classical model distanc…
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…