References

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• 2010Dependence Modeling: Vine Copula Handbook325 cited
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• 2013Simplified pair copula constructions—Limitations and extensions151 cited
• 2012Beyond simplified pair-copula constructions140 cited
• 2010Conditional copulas, association measures and their applications113 cited
• 2010Dependence Calibration in Conditional Copulas: A Nonparametric Approach103 cited
• 2011Estimation of a Conditional Copula and Association Measures98 cited
• 2008Tests of independence among continuous random vectors based on Cramér–von Mises functionals of the empirical copula process74 cited
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• 2007Archimedean copula estimation using Bayesian splines smoothing techniques57 cited
• 2013Statistical testing of covariate effects in conditional copula models45 cited
• 2010Nonparametric Testing of Conditional Independence by Means of the Partial Copula