Selection strategies for regular vine copulae

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Nonparametric estimation of simplified vine copula models: comparison of methods (2017, background): “Several specifications of the edge weight were investigated in a fully parametric context by Czado et al. (2013).”
Pair-Copula Constructions for Financial Applications: A Review (2016, background): “See [24,25] for more comprehensive surveys of the various model selection and estimation methods that have been used for regular vine copulae.”
Probabilistic modeling of flood characterizations with parametric and minimum information pair-copula model (2016, background): “…canonical vines we should specify the relationships between one specific pilot variable and the others, while in the D-vine structure we can select more freely which pairs to model as demonstrated above (see also Czado et al. (2013) for a detailed discussion of regular vine model class selection).”