- Hincks, T., Aspinall, W., Cooke, R., Gernon, T. (2018)
Oklahoma’s induced seismicity strongly linked to wastewater injection depth.
- Nagler, T., Bumann, C., Czado, C. (2018)
Model selection in sparse high-dimensional vine copula models with application to portfolio risk.
- Barthel, N., Geerdens, C., Killiches, M., Janssen, P. and Czado, C. (2017)
Vine copula based likelihood estimation of dependence patterns in multivariate event time data.
Computational Statistics & Data Analysis, doi.org/10.1016/j.csda.2017.07.010.
- Schallhorn, N., Kraus, D., Nagler, T. and Czado, C. (2017)
D-vine quantile regression with discrete variables
- Killiches, M. and Czado, C. (2017)
A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure.
Workshops and Conferences
- Web application for visualizing three-dimesional vines
This page provides an extensive overview of research on vine copula models.
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