Bayesian model selection for D-vine pair-copula constructions

Multivariate Archimedean copulas, d -monotone functions and ℓ 1 -norm symmetric distributions

(2009) Alexander J. McNeil et al.   ANNALS OF STATISTICS

On the simplified pair-copula construction — Simply useful or too simplistic?

(2009) Ingrid Hobæk Haff et al.   JOURNAL OF MULTIVARIATE ANALYSIS

An empirical analysis of multivariate copula models

(2009) Matthias Fischer et al.   QUANTITATIVE FINANCE

Bayesian Copulae Distributions, with Application to Operational Risk Management

(2008) Luciana Dalla Valle   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

Copula, marginal distributions and model selection: a Bayesian note

(2008) Ralph dos Santos Silva et al.   STATISTICS AND COMPUTING

Pair-copula constructions of multiple dependence

(2007) Kjersti Aas et al.   INSURANCE MATHEMATICS & ECONOMICS