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Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso., and . Computational Statistics & Data Analysis, (2019)SCOMDY models based on pair-copula constructions with application to exchange rates., and . Computational Statistics & Data Analysis, (2014)Model distances for vine copulas in high dimensions., , and . Statistics and Computing, 28 (2): 323-341 (2018)Selecting and estimating regular vine copulae and application to financial returns., , , and . Computational Statistics & Data Analysis, (2013)D-vine copula based quantile regression., and . Computational Statistics & Data Analysis, (2017)Preface to special issue on high-dimensional dependence and copulas., , , and . J. Multivariate Analysis, (2015)Model selection in sparse high-dimensional vine copula models with an application to portfolio risk., , and . J. Multivariate Analysis, (2019)Efficient Bayesian inference for stochastic time-varying copula models., and . Computational Statistics & Data Analysis, 56 (6): 1511-1527 (2012)Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses., , , and . Computational Statistics & Data Analysis, (2015)Model selection strategies for identifying most relevant covariates in homoscedastic linear models., , and . Computational Statistics & Data Analysis, 54 (12): 3194-3211 (2010)