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Dorota Kurowicka · Study
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Author
Dorota Kurowicka
11 works
· latest 2016
· 1 institutions
cluster: provisional
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11
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11
Citations
3,104
Works here
11
06
07
08
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12
16
Most cited in this library
Generating random correlation matrices based on vines and extended onion method
2009 · 1,057 citations
Selecting and estimating regular vine copulae and application to financial returns
2012 · 743 citations
Uncertainty Analysis with High Dimensional Dependence Modelling
2006 · 665 citations
Dependence Modeling: Vine Copula Handbook
2010 · 325 citations
Further development of a Causal model for Air Transport Safety (CATS): Building the mathematical heart
2009 · 97 citations
Works
11 shown
Copula in a multivariate mixed discrete–continuous model
Computational Statistics & Data Analysis
·
2016
·
2 authors
31
citations
Selecting and estimating regular vine copulae and application to financial returns
Computational Statistics & Data Analysis
·
2012
·
4 authors
·
Open access
743
citations
Selecting and estimating regular vine copulae and application to financial returns
arXiv (Cornell University)
·
2012
·
4 authors
·
preprint
·
Open access
31
citations
Dependence Modeling: Vine Copula Handbook
RePEc: Research Papers in Economics
·
2010
·
2 authors
·
book
325
citations
Optimal Truncation of Vines
WORLD SCIENTIFIC eBooks
·
2010
·
1 author
·
chapter
37
citations
Analysis of the crash of TK 1951 using CATS
Reliability Engineering & System Safety
·
2010
·
6 authors
20
citations
Generating random correlation matrices based on vines and extended onion method
Journal of Multivariate Analysis
·
2009
·
2 authors
·
Open access
1,057
citations
Further development of a Causal model for Air Transport Safety (CATS): Building the mathematical heart
Reliability Engineering & System Safety
·
2009
·
10 authors
97
citations
Causal Model for Air Transport Safety: Final report
Strathprints: The University of Strathclyde institutional repository (University of Strathclyde)
·
2008
·
8 authors
·
report
·
Open access
27
citations
Sampling algorithms for generating joint uniform distributions using the vine-copula method
Computational Statistics & Data Analysis
·
2007
·
2 authors
71
citations
Uncertainty Analysis with High Dimensional Dependence Modelling
Wiley series in probability and statistics
·
2006
·
2 authors
·
book
665
citations