A Vine Copula Model for Climate Trend Analysis using Canadian Temperature Data

[1]  Xiaolan L. Wang,et al.  A second generation of homogenized Canadian monthly surface air temperature for climate trend analysis , 2012 .

[2]  E. Frees,et al.  Copula credibility for aggregate loss models , 2006 .

[3]  T. Bedford,et al.  Vines: A new graphical model for dependent random variables , 2002 .

[4]  M. Smith,et al.  Copula Modelling of Dependence in Multivariate Time Series , 2013 .

[5]  C. Czado,et al.  Truncated regular vines in high dimensions with application to financial data , 2012 .

[6]  C. Czado,et al.  Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence , 2010 .

[7]  A. Frigessi,et al.  Pair-copula constructions of multiple dependence , 2009 .

[8]  Changyu Shen,et al.  A copula model for repeated measurements with non‐ignorable non‐monotone missing outcome , 2006, Statistics in medicine.

[9]  Philippe Lambert,et al.  A copula‐based model for multivariate non‐normal longitudinal data: analysis of a dose titration safety study on a new antidepressant , 2002, Statistics in medicine.

[10]  Harry Joe,et al.  Composite Likelihood Methods , 2012 .

[11]  Claudia Czado,et al.  Selecting and estimating regular vine copulae and application to financial returns , 2012, Comput. Stat. Data Anal..

[12]  Pier Francesco Perri,et al.  Please Scroll down for Article Communications in Statistics -simulation and Computation Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function , 2022 .

[13]  Lu Yang,et al.  Pair Copula Constructions for Insurance Experience Rating , 2018 .

[14]  L Madsen,et al.  Joint regression analysis for discrete longitudinal data. , 2011, Biometrics.

[15]  C. Varin On composite marginal likelihoods , 2008 .

[16]  Geert Molenberghs,et al.  The analysis of multivariate longitudinal data: A review , 2014, Statistical methods in medical research.

[17]  G. Yohe,et al.  A globally coherent fingerprint of climate change impacts across natural systems , 2003, Nature.

[18]  J. von Braun,et al.  Climate Change Impacts on Global Food Security , 2013, Science.

[19]  K. S. Tan,et al.  Sustainable portfolio management under climate change , 2018, Journal of Sustainable Finance & Investment.

[20]  N. Reid,et al.  AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS , 2011 .

[21]  Bruce G. Lindsay,et al.  ISSUES AND STRATEGIES IN THE SELECTION OF COMPOSITE LIKELIHOODS , 2011 .

[22]  Claudia Czado,et al.  A D‐vine copula‐based model for repeated measurements extending linear mixed models with homogeneous correlation structure , 2017, Biometrics.