So far, we have given a basic introduction to vine copulas with some applications. The field is rapidly developing and in this chapter we showcase some developments in the area of estimation, model selection, and adaptions to special data structures. Next, we summarize current applications to problems from finance, life and earth sciences. The chapter closes with a section on available software to conduct vine copula based modeling.
CITATION STYLE
Czado, C. (2019). Recent Developments in Vine Copula Based Modeling. In Lecture Notes in Statistics (Vol. 222, pp. 203–226). Springer Science and Business Media, LLC. https://doi.org/10.1007/978-3-030-13785-4_11
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