Selection of sparse vine copulas in high dimensions with the Lasso
Statistics and Computing
2018
29
2
Mar
269-287
Vine copula based likelihood estimation of dependence patterns in multivariate event time data
Computational Statistics & Data Analysis
2018
117
Jan
109-127
Standardized drought indices: A novel uni- and multivariate approach
Journal of the Royal Statistical Society: Series C (Applied Statistics)
2018
67
3
Apr
643-664