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The estimation of copulas : theory and practice

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References

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Cited by

2017Probit transformation for nonparametric kernel estimation of the copula density100 cited
2008Estimating copula densities through wavelets83 cited
2014Long memory dynamics for multivariate dependence under heavy tails64 cited
2017Hedging downside risk of oil refineries: A vine copula approach50 cited
2017Nonparametric estimation of simplified vine copula models: comparison of methods50 cited
2017Nonparametric estimation of simplified vine copula models: comparison of methods

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47 cited

2018kdecopula: An R Package for the Kernel Estimation of Bivariate Copula Densities42 cited

2023Improved dynamic design method of ballasted high-speed railway bridges using surrogate-assisted reliability-based design optimization of dependent variables41 cited

2010On the covariance of the asymptotic empirical copula process40 cited

2012Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications31 cited

2013Bernstein estimator for unbounded copula densities29 cited

2024Comparison of probabilistic multivariate wind environment between typhoon and synoptic climate and its propagation in buffeting response for a long-span bridge12 cited