On copula-based conditional quantile estimators

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

Business, Biostatistics, Statistical Modeling +12

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +8

Vines--a new graphical model for dependent random variables

Tim Bedford, Roger Cooke · The Annals of Statistics · 2002 · 1.4K citations · Full text

Natural Sciences, Decision Sciences, Statistical Modeling +16

A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

Christian Genest, Kilani Ghoudi, Louis‐Paul Rivest · Biometrika · 1995 · 1.2K citations

Business, Biostatistics, Econometrics +16

Weak Convergence and Empirical Processes

Thomas Mikosch, Aad van der Vaart, Jon A. Wellner · Journal of the American Statistical Association · 1997 · 775 citations

Natural Sciences, Mathematics, Stochastic Processes +10