Latest Publications

  • Schallhorn, N., Kraus, D., Nagler, T. and Czado, C. (2017)
    D-vine quantile regression with discrete variables
    [preprint]
  • Killiches, M. and Czado, C. (2017)
    A D-vine copula based model for repeated measurements extending linear mixed models with homogeneous correlation structure.
    [preprint]
  • Kraus, D. and Czado, C. (2017)
    Growing simplified vine copula trees: improving Dißmann's algorithm
    [preprint]

Workshops and Conferences

News

  • Web application for visualizing three-dimesional vines
    [link]

Disclaimer

This page provides an extensive overview of research on vine copula models.
Please note that all manuscript files are for private use only and may not be distributed without permission of the respective copyright owners.