Concepedia

Copula Density Estimation

Copula Density Estimation is a statistical method that models the joint probability density of multivariate data by separating the marginal distributions from the dependence structure, enabling flexible and nonparametric inference of the underlying copula function.

102

Publications

5.3K

Citations

218

Authors

160

Institutions

Publications per year

2017–2026

38

Parents

Publications

102

Selecting and estimating regular vine copulae and application to financial returns

Eike Brechmann, Claudia Czado, Dorota Kurowicka · Computational Statistics & Data Analysis · 2012 · 713 citations · Full text

, , +15

Enjoy the Joy of Copulas: With a Package<b>copula</b>

Jun Yan · Journal of Statistical Software · 2007 · 490 citations · Full text

, , +13

Estimation of multivariate models for time series of possibly different lengths

Andrew J. Patton · Journal of Applied Econometrics · 2006 · 428 citations

, , +15

THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

Alessio Sancetta, Stephen Satchell · Econometric Theory · 2004 · 271 citations

, , +14

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

Thomas Nagler, Claudia Czado · Journal of Multivariate Analysis · 2016 · 146 citations · Full text

, , +11

1–5 of 102

Authors

218

  1. HM
    Haitham M. Yousof

    Benha University, Egypt

    5 publications · 174 citations

    5

    h-index

  2. TB
    Taoufik Bouezmarni

    Université de Sherbrooke, Canada

    4 publications · 131 citations

    4

    h-index

  3. CC
    Claudia Czado

    Technical University of Munich, Germany

    3 publications · 886 citations

    3

    h-index

  4. MI
    Mohamed Ibrahim

    Damietta University, Egypt

    3 publications · 107 citations

    3

    h-index

  5. CD
    Cees Diks

    University of Amsterdam, Netherlands

    3 publications · 98 citations

    3

    h-index

1–5 of 218

Institutions

160

  1. UNSW Sydney

    Sydney, Australia

    8 h-index

    11 publications

    360 citations

  2. Benha University

    Banhā, Egypt

    5 h-index

    5 publications

    174 citations

  3. UCLouvain

    Louvain-la-Neuve, Belgium

    4 h-index

    7 publications

    157 citations

  4. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    3 h-index

    3 publications

    123 citations

  5. University of Amsterdam

    Amsterdam, The Netherlands

    3 h-index

    3 publications

    98 citations

  6. Damietta University

    Damietta, Egypt

    3 h-index

    4 publications

    120 citations

  7. Technical University of Munich

    Munich, Germany

    3 h-index

    5 publications

    1.8K citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    3 h-index

    6 publications

    118 citations

1–8 of 160

Venues

  1. Journal of Multivariate Analysis

    10 publications · 453 citations

    10

    h-index

  2. Computational Statistics & Data Analysis

    CSDA · 5 publications · 825 citations

    5

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 5 publications · 134 citations

    5

    h-index

  4. arXiv (Cornell University)

    Repository · 4 publications · 90 citations

    4

    h-index

  5. SSRN Electronic Journal

    Repository · 4 publications · 136 citations

    4

    h-index

1–5