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Daniel Kraus

Technische Universität München

12

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189

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Vine copula based post-processing of ensemble forecasts for temperature.

2018 arXiv: Applications
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Citations (4)
Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression

2017 arXiv: Applications
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Citations (2)
D-vine copula based quantile regression

2017 Computational Statistics & Data Analysis
- Daniel Kraus
- Claudia Czado
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Citations (30)
Growing simplified vine copula trees: improving Dißmann's algorithm

2017 arXiv: Methodology
- Daniel Kraus
- Claudia Czado
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Examination and visualisation of the simplifying assumption for vine copulas in three dimensions

2017 Australian & New Zealand Journal of Statistics
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Using model distances to investigate the simplifying assumption, goodness-of-fit and truncation levels for vine copulas

2016 arXiv: Methodology
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Model distances for vine copulas in high dimensions with application to testing the simplifying assumption

2015 arXiv: Methodology
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Citations (2)