Introduction to vine models: Reading material and slides

  • Czado, C. (2014)
    Model selection of vine copulas with applications
    Presentation at Fifth vine copula workshop "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", January 4-5, 2014, Beijing, China.
    [pdf]
  • Schepsmeier, U. (2014)
    Efficient goodness-of- fit tests in multi-dimensional vine copula models
    Presentation at Fifth vine copula workshop "International Workshop on High-Dimensional Dependence and Copulas: Theory, Modeling, and Applications", January 4-5, 2014, Beijing, China.
    [pdf]
  • Czado, C. (2013)
    Vine copulas and their applications to fi nancial data
    Presentation at AFMathConf 2013, Brussels
    [pdf]
  • Czado, C. (2011)
    The World of Vines
    Presentation at the 4th Workshop on Vine Copula Distributions and Applications, TU München
    [pdf]
  • Krämer, N., Schepsmeier, U. (2011)
    Introduction to Vine Copulas
    Tutorial at the NIPS'11 Workshop on Copulas in Machine Learning, Sierra Nevada
    [pdf]
  • Cooke, R. M. (2007)
    Vines in Overview
    Invited Paper: Third Brazilian Conference on Statistical Modeling in Insurance and Finance, Maresias 
    [pdf]