Müller, Dominik;Czado, Claudia
Selection of sparse vine copulas in high dimensions with the Lasso
Statistics and Computing
2018
29
2
Mar
269-287

Barthel, Nicole;Geerdens, Candida;Killiches, Matthias;Janssen, Paul;Czado, Claudia
Vine copula based likelihood estimation of dependence patterns in multivariate event time data
Computational Statistics & Data Analysis
2018
117
Jan
109-127

Nagler, Thomas
Nonparametric estimation in simplified vine copula models
2018
Dissertation
171 p.

Erhardt, T.M. and Czado, C.
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