VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.

References in zbMATH (referenced in 46 articles )

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  1. Cuadras, Carles M.; Greenacre, Michael: A short history of statistical association: from correlation to correspondence analysis to copulas (2022)
  2. Sheikhi, Ayyub; Arad, Fereshteh; Mesiar, Radko: A heteroscedasticity diagnostic of a regression analysis with copula dependent random variables (2022)
  3. Steffen Grønneberg, Njål Foldnes, Katerina M. Marcoulides: covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas (2022) not zbMATH
  4. Zhu, Kailun; Kurowicka, Dorota: Regular vines with strongly chordal pattern of (conditional) independence (2022)
  5. Alanazi, Fadhah Amer: A mixture of regular vines for multiple dependencies (2021)
  6. De Luca, Giovanni; Zuccolotto, Paola: Regime dependent interconnectedness among fuzzy clusters of financial time series (2021)
  7. Deng, Yihao; Chaganty, N. R.: Pair-copula models for analyzing family data (2021)
  8. Maximilian Coblenz: MATVines: A vine copula package for MATLAB (2021) not zbMATH
  9. Yuan, Zhenfei; Hu, Taizhong: pyvine: the Python package for regular vine copula modeling, sampling and testing (2021)
  10. Zhu, Kailun; Kurowicka, Dorota; Nane, Gabriela F.: Simplified R-vine based forward regression (2021)
  11. Bellini, Fabio; Mercuri, Lorenzo; Rroji, Edit: On the dependence structure between S&P500, VIX and implicit interexpectile differences (2020)
  12. Chang, Bo; Joe, Harry: Copula diagnostics for asymmetries and conditional dependence (2020)
  13. Emura, Takeshi; Pan, Chi-Hung: Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (2020)
  14. Li, Huiqiong; Ma, Chenchen; Li, Ni; Sun, Jianguo: A vine copula approach for regression analysis of bivariate current status data with informative censoring (2020)
  15. Xiao, Sinan; Oladyshkin, Sergey; Nowak, Wolfgang: Forward-reverse switch between density-based and regional sensitivity analysis (2020)
  16. Zhuang, Haoxin; Diao, Liqun; Yi, Grace Y.: A Bayesian hierarchical copula model (2020)
  17. Allevi, E.; Boffino, L.; De Giuli, M. E.; Oggioni, G.: Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (2019)
  18. Chang, Bo; Joe, Harry: Prediction based on conditional distributions of vine copulas (2019)
  19. Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)
  20. Foldnes, Njål; Grønneberg, Steffen: On identification and non-normal simulation in ordinal covariance and item response models (2019)

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