research
∙
03/02/2023
Vine dependence graphs with latent variables as summaries for gene expression data
The advent of high-throughput sequencing technologies has lead to vast c...
share
research
∙
11/21/2022
Margin-closed vector autoregressive time series models
Conditions are obtained for a Gaussian vector autoregressive time series...
research
∙
05/28/2022
High-dimensional factor copula models with estimation of latent variables
Factor models are a parsimonious way to explain the dependence of variab...
research
∙
11/13/2021
Predicting Times to Event Based on Vine Copula Models
In statistics, time-to-event analysis methods traditionally focus on the...
research
∙
08/12/2020
Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds
Understanding the dependence relationship of credit spreads of corporate...
research
∙
07/23/2018