Beyond simplified pair-copula constructions

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Refrences
Title Journal Journal Categories Citations Publication Date
Comparison of estimators for pair-copula constructions Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 23 2012
Dependence Calibration in Conditional Copulas: A Nonparametric Approach Biometrics
  • Science: Biology (General)
  • Medicine: Medicine (General): Computer applications to medicine. Medical informatics
  • Science: Biology (General)
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 61 2011
On the simplified pair-copula construction — Simply useful or too simplistic? Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 160 2010
Pair-copula constructions of multiple dependence Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 969 2009
On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence

 Canadian Journal of Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 30 2009
Citations
Title Journal Journal Categories Citations Publication Date
Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2024
Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises

 Journal of Forecasting
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2 2023
Predicting binary outcomes based on the pair-copula construction Empirical Economics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Non-linear correlation analysis in financial markets using hierarchical clustering

 Journal of Physics Communications
  • Science: Physics
  • Science: Physics
 2 2023
When copulas and smoothing met: An interview with Irène Gijbels Dependence Modeling
  • Science: Science (General)
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
 1 2023
Citations Analysis
Category Category Repetition
Science: Mathematics55
Science: Mathematics: Probabilities. Mathematical statistics51
Social Sciences: Economic theory. Demography: Economics as a science19
Social Sciences: Commerce: Business17
Social Sciences: Finance16
Science: Mathematics: Instruments and machines: Electronic computers. Computer science11
Social Sciences: Commerce: Business: Accounting. Bookkeeping11
Social Sciences: Statistics10
Technology: Environmental technology. Sanitary engineering7
Technology: Engineering (General). Civil engineering (General)6
Science: Science (General)6
Geography. Anthropology. Recreation: Environmental sciences5
Science: Biology (General): Ecology5
Science: Geology5
Technology: Hydraulic engineering: River, lake, and water-supply engineering (General)5
Technology: Manufactures: Production management. Operations management4
Medicine: Medicine (General): Computer applications to medicine. Medical informatics3
Science: Biology (General)3
Medicine: Internal medicine: Special situations and conditions: Industrial medicine. Industrial hygiene2
Social Sciences: Sociology (General)2
Social Sciences2
Agriculture: Agriculture (General)2
Agriculture: Plant culture2
Science: Physics2
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry1
Medicine: Medicine (General): Medical physics. Medical radiology. Nuclear medicine1
Technology: Mechanical engineering and machinery: Renewable energy sources1
Technology: Technology (General): Industrial engineering. Management engineering1
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases1
Science: Chemistry: Physical and theoretical chemistry1
Technology: Engineering (General). Civil engineering (General): Transportation engineering1
Science: Chemistry: Organic chemistry: Biochemistry1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Technology: Mechanical engineering and machinery1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Technology: Engineering (General). Civil engineering (General): Environmental engineering1
Medicine: Medicine (General): Medical technology1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Science: Physics: Meteorology. Climatology1
Science: Science (General): Cybernetics: Information theory1
The category Science: Mathematics 55 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Semiparametric estimation of conditional copulas and was published in 2012. The most recent citation comes from a 2024 study titled Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves. This article reached its peak citation in 2017, with 13 citations. It has been cited in 60 different journals, 15% of which are open access. Among related journals, the Journal of Multivariate Analysis cited this research the most, with 11 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year