{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,9]],"date-time":"2026-07-09T19:59:37Z","timestamp":1783627177057,"version":"3.55.0"},"reference-count":33,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2017,2,11]],"date-time":"2017-02-11T00:00:00Z","timestamp":1486771200000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2018,3]]},"DOI":"10.1007\/s11222-017-9733-y","type":"journal-article","created":{"date-parts":[[2017,2,11]],"date-time":"2017-02-11T13:53:31Z","timestamp":1486821211000},"page":"323-341","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":7,"title":["Model distances for vine copulas in high dimensions"],"prefix":"10.1007","volume":"28","author":[{"given":"Matthias","family":"Killiches","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Daniel","family":"Kraus","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Claudia","family":"Czado","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2017,2,11]]},"reference":[{"key":"9733_CR1","doi-asserted-by":"crossref","first-page":"182","DOI":"10.1016\/j.insmatheco.2007.02.001","volume":"44","author":"K Aas","year":"2009","unstructured":"Aas, K., Czado, C., Frigessi, A., Bakken, H.: Pair-copula constructions of multiple dependence. Insur. Math. Econ. 44, 182\u2013198 (2009)","journal-title":"Insur. Math. Econ."},{"key":"9733_CR2","doi-asserted-by":"crossref","first-page":"74","DOI":"10.1016\/j.jmva.2012.02.001","volume":"110","author":"EF Acar","year":"2012","unstructured":"Acar, E.F., Genest, C., Ne\u0161lehov\u00e1, J.: Beyond simplified pair-copula constructions. J. Multivar. Anal. 110, 74\u201390 (2012)","journal-title":"J. Multivar. Anal."},{"issue":"4","key":"9733_CR3","doi-asserted-by":"crossref","first-page":"1031","DOI":"10.1214\/aos\/1031689016","volume":"30","author":"T Bedford","year":"2002","unstructured":"Bedford, T., Cooke, R.M.: Vines: a new graphical model for dependent random variables. Ann. Stat. 30(4), 1031\u20131068 (2002)","journal-title":"Ann. Stat."},{"issue":"4","key":"9733_CR4","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1524\/strm.2013.2002","volume":"30","author":"EC Brechmann","year":"2013","unstructured":"Brechmann, E.C., Czado, C.: Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50. Stat. Risk Model. 30(4), 307\u2013342 (2013)","journal-title":"Stat. Risk Model."},{"key":"9733_CR5","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1017\/S0962492900002804","volume":"7","author":"RE Caflisch","year":"1998","unstructured":"Caflisch, R.E.: Monte carlo and quasi-monte carlo methods. Acta Numer. 7, 1\u201349 (1998)","journal-title":"Acta Numer."},{"key":"9733_CR6","doi-asserted-by":"crossref","unstructured":"Cooke, R.M., Joe, H., Chang, B.: Vine regression. Resources for the Future Discussion Paper, pp. 15\u201352 (2015)","DOI":"10.2139\/ssrn.2695063"},{"key":"9733_CR7","volume-title":"Elements of Information Theory","author":"TM Cover","year":"2012","unstructured":"Cover, T.M., Thomas, J.A.: Elements of Information Theory. Wiley, Hoboken (2012)"},{"key":"9733_CR8","doi-asserted-by":"crossref","first-page":"52","DOI":"10.1016\/j.csda.2012.08.010","volume":"59","author":"J Di\u00dfmann","year":"2013","unstructured":"Di\u00dfmann, J., Brechmann, E.C., Czado, C., Kurowicka, D.: Selecting and estimating regular vine copulae and application to financial returns. Comput Stat Data Anal 59, 52\u201369 (2013)","journal-title":"Comput Stat Data Anal"},{"issue":"4","key":"9733_CR9","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1109\/LSP.2003.809034","volume":"10","author":"MN Do","year":"2003","unstructured":"Do, M.N.: Fast approximation of Kullback\u2013Leibler distance for dependence trees and hidden Markov models. IEEE Signal Process. Lett. 10(4), 115\u2013118 (2003)","journal-title":"IEEE Signal Process. Lett."},{"issue":"5","key":"9733_CR10","doi-asserted-by":"crossref","first-page":"1296","DOI":"10.1016\/j.jmva.2009.12.001","volume":"101","author":"IH Haff","year":"2010","unstructured":"Haff, I.H., Aas, K., Frigessi, A.: On the simplified pair-copula construction\u2014simply useful or too simplistic? J. Multivar. Anal. 101(5), 1296\u20131310 (2010)","journal-title":"J. Multivar. Anal."},{"key":"9733_CR11","doi-asserted-by":"crossref","unstructured":"Hershey, J.R., Olsen, P.A.: Approximating the Kullback Leibler divergence between Gaussian mixture models. In: IEEE International Conference on Acoustics, Speech and Signal Processing, 2007. ICASSP 2007, vol. 4, pp. IV\u2013317. IEEE (2007)","DOI":"10.1109\/ICASSP.2007.366913"},{"key":"9733_CR12","doi-asserted-by":"crossref","unstructured":"Jeffreys, H.: An invariant form for the prior probability in estimation problems. In: Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, vol. 186, pp. 453\u2013461. The Royal Society (1946)","DOI":"10.1098\/rspa.1946.0056"},{"key":"9733_CR13","doi-asserted-by":"crossref","DOI":"10.1201\/b13150","volume-title":"Multivariate Models and Multivariate Dependence Concepts","author":"H Joe","year":"1997","unstructured":"Joe, H.: Multivariate Models and Multivariate Dependence Concepts. CRC Press, Boca Raton (1997)"},{"issue":"10","key":"9733_CR14","doi-asserted-by":"crossref","first-page":"2177","DOI":"10.1016\/j.jmva.2005.05.010","volume":"97","author":"H Joe","year":"2006","unstructured":"Joe, H.: Generating random correlation matrices based on partial correlations. J. Multivar. Anal. 97(10), 2177\u20132189 (2006)","journal-title":"J. Multivar. Anal."},{"key":"9733_CR15","doi-asserted-by":"crossref","DOI":"10.1201\/b17116","volume-title":"Dependence Modeling with Copulas","author":"H Joe","year":"2014","unstructured":"Joe, H.: Dependence Modeling with Copulas. CRC Press, Boca Raton (2014)"},{"key":"9733_CR16","doi-asserted-by":"crossref","first-page":"109","DOI":"10.1201\/b19721-7","volume-title":"Extreme Value Modelling and Risk Analysis: Methods and Applications","author":"M Killiches","year":"2015","unstructured":"Killiches, M., Czado, C.: Block-maxima of vines. In: Dey, D., Yan, J. (eds.) Extreme Value Modelling and Risk Analysis: Methods and Applications, pp. 109\u2013130. CRC Press, Boca Raton (2015)"},{"key":"9733_CR17","doi-asserted-by":"publisher","DOI":"10.1111\/anzs.12182","author":"M Killiches","year":"2016","unstructured":"Killiches, M., Kraus, D., Czado, C.: Examination and visualisation of the simplifying assumption for vine copulas in three dimensions. Aust. N. Z. J. Stat. (2016). doi: 10.1111\/anzs.12182","journal-title":"Aust. N. Z. J. Stat."},{"key":"9733_CR18","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/j.csda.2016.12.009","volume":"110C","author":"D Kraus","year":"2017","unstructured":"Kraus, D., Czado, C.: D-vine copula based quantile regression. Comput. Stat. Data Anal. 110C, 1\u201318 (2017)","journal-title":"Comput. Stat. Data Anal."},{"issue":"1","key":"9733_CR19","doi-asserted-by":"crossref","first-page":"79","DOI":"10.1214\/aoms\/1177729694","volume":"22","author":"S Kullback","year":"1951","unstructured":"Kullback, S., Leibler, R.A.: On information and sufficiency. Ann. Math. Stat. 22(1), 79\u201386 (1951)","journal-title":"Ann. Math. Stat."},{"issue":"3","key":"9733_CR20","doi-asserted-by":"crossref","first-page":"535","DOI":"10.1111\/coep.12091","volume":"33","author":"L Maya","year":"2015","unstructured":"Maya, L., Albeiro, R., Gomez-Gonzalez, J.E., Melo Velandia, L.F.: Latin american exchange rate dependencies: a regular vine copula approach. Contemp. Econ. Policy 33(3), 535\u2013549 (2015)","journal-title":"Contemp. Econ. Policy"},{"key":"9733_CR21","first-page":"239","volume":"21","author":"MD McKay","year":"1979","unstructured":"McKay, M.D., Beckman, R.J., Conover, W.J.: Comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21, 239\u2013245 (1979)","journal-title":"Technometrics"},{"key":"9733_CR22","volume-title":"Dependence Modeling: Vine Copula Handbook","author":"O Morales-N\u00e1poles","year":"2011","unstructured":"Morales-N\u00e1poles, O.: Counting vines. In: Kurowicka, D., Joe, H. (eds.) Dependence Modeling: Vine Copula Handbook. World Scientific Publishing Co, Singapore (2011)"},{"key":"9733_CR23","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1016\/j.jmva.2016.07.003","volume":"151","author":"T Nagler","year":"2016","unstructured":"Nagler, T., Czado, C.: Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas. J. Multivar. Anal. 151, 69\u201389 (2016)","journal-title":"J. Multivar. Anal."},{"key":"9733_CR24","volume-title":"An Introduction to Copulas","author":"R Nelsen","year":"2006","unstructured":"Nelsen, R.: An Introduction to Copulas, 2nd edn. Springer-Science Business Media, New York (2006)","edition":"2"},{"issue":"499","key":"9733_CR25","doi-asserted-by":"crossref","first-page":"1063","DOI":"10.1080\/01621459.2012.682850","volume":"107","author":"A Panagiotelis","year":"2012","unstructured":"Panagiotelis, A., Czado, C., Joe, H.: Pair copula constructions for multivariate discrete data. J. Am. Stat. Assoc. 107(499), 1063\u20131072 (2012)","journal-title":"J. Am. Stat. Assoc."},{"key":"9733_CR26","unstructured":"R Core Team: R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna (2017)"},{"issue":"3","key":"9733_CR27","doi-asserted-by":"crossref","first-page":"470","DOI":"10.1214\/aoms\/1177729394","volume":"23","author":"M Rosenblatt","year":"1952","unstructured":"Rosenblatt, M.: Remarks on a Multivariate Transformation. Ann. Math. Stat. 23(3), 470\u2013472 (1952)","journal-title":"Ann. Math. Stat."},{"key":"9733_CR28","doi-asserted-by":"crossref","first-page":"34","DOI":"10.1016\/j.jmva.2015.01.001","volume":"138","author":"U Schepsmeier","year":"2015","unstructured":"Schepsmeier, U.: Efficient information based goodness-of-fit tests for vine copula models with fixed margins. J. Multivar. Anal. 138, 34\u201352 (2015)","journal-title":"J. Multivar. Anal."},{"issue":"1","key":"9733_CR29","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1515\/pacres-2017-0001","volume":"2","author":"U Schepsmeier","year":"2017","unstructured":"Schepsmeier, U., Stoeber, J., Brechmann, E.C., Graeler, B., Nagler, T., Erhardt, T.: VineCopula: statistical inference of vine copulas. R Package Version 2(1), 1 (2017)","journal-title":"R Package Version"},{"key":"9733_CR30","first-page":"229","volume":"8","author":"A Sklar","year":"1959","unstructured":"Sklar, A.: Fonctions d\u00e9 Repartition \u00e1 n Dimensions et leurs Marges. Publ. Inst. Stat. Univ. Paris 8, 229\u2013231 (1959)","journal-title":"Publ. Inst. Stat. Univ. Paris"},{"key":"9733_CR31","volume-title":"Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications","author":"J St\u00f6ber","year":"2012","unstructured":"St\u00f6ber, J., Czado, C.: Pair copula constructions. In: Mai, J.-F., Scherer, M. (eds.) Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications. World Scientific, Singapore (2012)"},{"key":"9733_CR32","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1016\/j.jmva.2013.04.014","volume":"119","author":"J St\u00f6ber","year":"2013","unstructured":"St\u00f6ber, J., Joe, H., Czado, C.: Simplified pair copula constructions\u2014limitations and extensions. J. Multivar. Anal. 119, 101\u2013118 (2013)","journal-title":"J. Multivar. Anal."},{"issue":"1","key":"9733_CR33","doi-asserted-by":"crossref","first-page":"31","DOI":"10.1007\/s10994-006-6889-7","volume":"65","author":"I Tsamardinos","year":"2006","unstructured":"Tsamardinos, I., Brown, L.E., Aliferis, C.F.: The max\u2013min hill-climbing Bayesian network structure learning algorithm. Mach. Learn. 65(1), 31\u201378 (2006)","journal-title":"Mach. Learn."}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-017-9733-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-017-9733-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-017-9733-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,7,24]],"date-time":"2022-07-24T01:13:06Z","timestamp":1658625186000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-017-9733-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,2,11]]},"references-count":33,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2018,3]]}},"alternative-id":["9733"],"URL":"https:\/\/doi.org\/10.1007\/s11222-017-9733-y","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,2,11]]}}}