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Veröffentlichungsdatum
Anzahl der Publikationen: 4
2022
Kurz, Malte S. und Spanhel, Fabian
(2022):
Testing the simplifying assumption in high-dimensional vine copulas.
In: Electronic Journal of Statistics, Bd. 16, Nr. 2: S. 5226-5276
2019
Spanhel, Fabian und Kurz, Malte S.
(2019):
Simplified vine copula models: Approximations based on the simplifying assumption.
In: Electronic Journal of Statistics, Bd. 13, Nr. 1: S. 1254-1291
2018
Kurz, Malte S.
(2018):
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation.
In: Economics Letters, Bd. 168: S. 42-45
2016
Spanhel, Fabian und Kurz, Malte S.
(2016):
The partial copula: Properties and associated dependence measures.
In: Statistics & Probability Letters, Bd. 119: S. 76-83