Dorota Kurowicka

Finance · 2003–2012

A researcher in the Science corpus: 10 papers; trusts 19 researchers and is trusted by 43 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it; #1,609 of 10,518 by trust here, #3,280 by citations
• Statistics and Probability — 22 citations into it; #9,591 of 12,932 by trust here, #5,857 by citations
• Economics and Econometrics — 17 citations into it; #7,429 of 23,481 by trust here, #9,444 by citations
• Artificial Intelligence — 13 citations into it; #4,345 of 35,345 by trust here, #11,750 by citations
• Global and Planetary Change — 8 citations into it
• Electrical and Electronic Engineering — 5 citations into it; #3,305 of 16,539 by trust here, #8,802 by citations

Whom Dorota Kurowicka trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bedford
2. Xingzhi Zhan
3. Roger M. Cooke
4. Claudia Czado
5. Kjersti Aas
6. Aleksey Min
7. Eike C. Brechmann
8. R. Rebonato
9. J. Kiviluoma
10. George Papaefthymiou

Who trusts Dorota Kurowicka overall

1. Claudia Czado
2. Eike C. Brechmann
3. Kjersti Aas
4. Lutz F. Gruber
5. David Lopez-Paz
6. Longbing Cao
7. Aleksey Min
8. Jeffrey F. Dißmann
9. Brendan K. Beare
10. Yanqin Fan

Papers from Dorota Kurowicka's perspective

Ordered by how strongly the researchers Dorota Kurowicka trusts endorse each paper. Same corpus, a different order for every researcher.

1. Vines: A new graphical model for dependent random variables
2. Pair-copula constructions of multiple dependence
3. The t Copula and Related Copulas
4. Fonctions de repartition a n dimensions et leurs marges
5. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines (Annals of Mathematics and Artificial Intelligence)
6. Bayesian inference for multivariate copulas using pair-copula constructions.
7. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
8. Uncertainty Analysis With High Dimensional Dependence Modelling (Technometrics)
9. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
10. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

Their papers

• Generating random correlation matrices based on vines and extended onion method (2009) — 1,052 citations
• Selecting and estimating regular vine copulae and application to financial returns (2012) — 757 citations
• Uncertainty Analysis with High Dimensional Dependence Modelling: Kurowicka/Uncertainty Analysis with High Dimensional Dependence Modelling (2006) — 309 citations
• Using Copulas for Modeling Stochastic Dependence in Power System Uncertainty Analysis (2009) — 438 citations
• A parameterization of positive definite matrices in terms of partial correlation vines (2003) — 66 citations
• Completion problem with partial correlation vines (2006) — 51 citations
• Stochastic Modeling of Power Demand Due to EVs Using Copula (2012) — 208 citations
• Optimal Truncation of Vines (2010) — 66 citations
• About the number of vines and regular vines on n nodes (2010) — 66 citations
• Dependence Modeling: Vine Copula Handbook (2010) — 356 citations