TY - CHAP
T1 - Recent Developments in Vine Copula Based Modeling
AU - Czado, Claudia
N1 - Publisher Copyright:
© 2019, Springer Nature Switzerland AG.
PY - 2019
Y1 - 2019
N2 - So far, we have given a basic introduction to vine copulas with some applications. The field is rapidly developing and in this chapter we showcase some developments in the area of estimation, model selection, and adaptions to special data structures. Next, we summarize current applications to problems from finance, life and earth sciences. The chapter closes with a section on available software to conduct vine copula based modeling.
AB - So far, we have given a basic introduction to vine copulas with some applications. The field is rapidly developing and in this chapter we showcase some developments in the area of estimation, model selection, and adaptions to special data structures. Next, we summarize current applications to problems from finance, life and earth sciences. The chapter closes with a section on available software to conduct vine copula based modeling.
UR - http://www.scopus.com/inward/record.url?scp=85065766899&partnerID=8YFLogxK
U2 - 10.1007/978-3-030-13785-4_11
DO - 10.1007/978-3-030-13785-4_11
M3 - Chapter
AN - SCOPUS:85065766899
T3 - Lecture Notes in Statistics
SP - 203
EP - 226
BT - Lecture Notes in Statistics
PB - Springer Science and Business Media, LLC
ER -