Czado, Claudia Analyzing dependent data with vine copulas. A practical guide with R. (English) Zbl 1425.62001 Lecture Notes in Statistics 222. Cham: Springer (ISBN 978-3-030-13784-7/pbk; 978-3-030-13785-4/ebook). xxix, 242 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 62-02 62H05 62H12 62P05 PDFBibTeX XMLCite \textit{C. Czado}, Analyzing dependent data with vine copulas. A practical guide with R. Cham: Springer (2019; Zbl 1425.62001) Full Text: DOI
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan A continuous updating weighted least squares estimator of tail dependence in high dimensions. (English) Zbl 1402.62088 Extremes 21, No. 2, 205-233 (2018). Reviewer: Frank Werner (Göttingen) MSC: 62G32 62G05 62G10 62G20 60F05 60G70 62P05 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Extremes 21, No. 2, 205--233 (2018; Zbl 1402.62088) Full Text: DOI arXiv
Fasiolo, Matteo; Wood, Simon N.; Hartig, Florian; Bravington, Mark V. An extended empirical saddlepoint approximation for intractable likelihoods. (English) Zbl 1395.62338 Electron. J. Stat. 12, No. 1, 1544-1578 (2018). MSC: 62P10 62H12 PDFBibTeX XMLCite \textit{M. Fasiolo} et al., Electron. J. Stat. 12, No. 1, 1544--1578 (2018; Zbl 1395.62338) Full Text: DOI arXiv Euclid
Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. A comparison of dependence function estimators in multivariate extremes. (English) Zbl 1384.62163 Stat. Comput. 28, No. 3, 525-538 (2018). MSC: 62G32 62H12 62H20 62J12 PDFBibTeX XMLCite \textit{S. Vettori} et al., Stat. Comput. 28, No. 3, 525--538 (2018; Zbl 1384.62163) Full Text: DOI Link
Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. Likelihood estimators for multivariate extremes. (English) Zbl 1381.62067 Extremes 19, No. 1, 79-103 (2016). MSC: 62G32 62H12 60G70 60G55 62P12 PDFBibTeX XMLCite \textit{R. Huser} et al., Extremes 19, No. 1, 79--103 (2016; Zbl 1381.62067) Full Text: DOI arXiv
Wadsworth, Jennifer L. On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions. (English) Zbl 1452.62612 Biometrika 102, No. 3, 705-711 (2015). MSC: 62M09 60E07 60G70 62H12 62J12 PDFBibTeX XMLCite \textit{J. L. Wadsworth}, Biometrika 102, No. 3, 705--711 (2015; Zbl 1452.62612) Full Text: DOI arXiv Link
Schomaker, Michael; Heumann, Christian Model selection and model averaging after multiple imputation. (English) Zbl 1471.62181 Comput. Stat. Data Anal. 71, 758-770 (2014). MSC: 62-08 62J05 62D10 62F10 PDFBibTeX XMLCite \textit{M. Schomaker} and \textit{C. Heumann}, Comput. Stat. Data Anal. 71, 758--770 (2014; Zbl 1471.62181) Full Text: DOI