… This gives rise to highly flexible models that still allow for computationally tractable … Since
vine copulas are built out of bivariate copulas, we now discuss properties of bivariate copulas. …

… inference of canonical vine (C-vine) and D-vine copulas. It contains … copula selection as well
as for selection of pair-copula … vine copulas, constitute very flexible models, since bivariate …

… (i) the vine copula-GARCH models to incorporate time-varying dependencies in a flexible
way, … such initial checks, we take a model-based approach and present dynamic vine copula …

… Discrete vine copulas provide a flexible modeling framework for high-dimensional data and
… A vine-based multivariate probability mass function is constructed from bivariate copula …

… sensible bivariate copula models to data are developed. Bivariate conditional copulas are
also introduced since the vine copula approach requires the specification of such copulas. In …

… to use vine copulas to model this structure, since this type allows us to visualize and model
… In particular, we will use the class of regular vine copulas which offers the desired flexibility. …

… Our aim is to estimate the copula density c(⋅) in a flexible, that is semi-parametric way by …
CDVineCopSelect thereby fits a D-vine copula model, selecting appropriate copula families …

… of vine copulas over conventional copulas when modeling the … of replacing conventional
copulas by vine copulas for a … , we introduce vine copulas (also referred to as pair-copula …

… In this paper, we adopt regular vine copula to model mortality dependence. Regular vine (R-vine),
defined in Bedford and Cooke, 2001, Bedford and Cooke, 2002, is a graphical …

… family (ie, Gaussian or nonparametric) have an impact of the synthetic samples, as sharper
details are expected from more flexible models. Note that one can adjust the characteristics …