% Encoding: windows-1252


@Manual{CRAN:lme4,
  Title                    = {Lme4: Linear mixed-effects models using S4 classes},
  Author                   = {D. Bates and M. Maechler},
  Note                     = {{R} package version 1.2.3},
  Year                     = {2014},
  Url                      = {#CRAN#package=lme4}
}

@Manual{CRAN:minqa,
  Title                    = {Minqa: Derivative-free optimization algorithms by quadratic approximation},
  Author                   = {Douglas Bates and Katharine M. Mullen and John C. Nash and Ravi Varadhan},
  Note                     = {{R} package version 1.2.3},
  Year                     = {2014},

  Url                      = {#CRAN#package=minqa}
}

@Article{bea10,
  Title                    = {Approximate {B}ayesian {C}omputation in Evolution and Ecology},
  Author                   = {Beaumont, M. A.},
  Journal                  = {Annual Review of Ecology, Evolution, and Systematics},
  Year                     = {2010},
  Pages                    = {379-406},
  Volume                   = {41},

  Owner                    = {marco.bee},
  Timestamp                = {2015.05.29}
}

@Article{bea02,
  Title                    = {Approximate {B}ayesian {C}omputation in population genetics},
  Author                   = {Beaumont, M. A. and Zhang, W. and Balding, D. J.},
  Journal                  = {Genetics},
  Year                     = {2002},
  Pages                    = {2025-2035},
  Volume                   = {162},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.09}
}

@Article{bee11,
  Title                    = {Adaptive Importance Sampling for Simulating Copula-based Distributions},
  Author                   = {M. Bee},
  Journal                  = {Insurance: Mathematics \& Economics},
  Year                     = {2011},
  Pages                    = {237-245},
  Volume                   = {48},

  Owner                    = {Bee},
  Timestamp                = {2011.03.20}
}

@Article{bee09,
  Title                    = {Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk},
  Author                   = {Bee, M.},
  Journal                  = {Communications in Statistics - Simulation \& Computation},
  Year                     = {2009},
  Pages                    = {939-960},
  Volume                   = {38},

  Owner                    = {marco.bee},
  Timestamp                = {2013.01.21}
}

@Article{bee13cs,
  Title                    = {On Maximum Likelihood Estimation of a {P}areto Mixture},
  Author                   = {Bee, M. and Espa, G. and Benedetti, R.},
  Journal                  = {Computational Statistics},
  Year                     = {2013},
  Pages                    = {161-178},
  Volume                   = {28},

  Owner                    = {marco.bee},
  Timestamp                = {2014.05.20}
}

@Article{bee11a,
  Title                    = {Pareto versus lognormal: A maximum entropy test},
  Author                   = {Bee, Marco and Riccaboni, Massimo and Schiavo, Stefano},
  Journal                  = {Physical Review E},
  Year                     = {2011},

  Month                    = {Aug},
  Pages                    = {026104},
  Volume                   = {84},

  Doi                      = {10.1103/PhysRevE.84.026104},
  Issue                    = {2},
  Numpages                 = {11},
  Publisher                = {American Physical Society},
  Url                      = {http://link.aps.org/doi/10.1103/PhysRevE.84.026104}
}

@Article{bre13,
  Title                    = {Systematic stress tests with entropic plausibility constraints},
  Author                   = {Breuer, T. and Csisz\'ar, I.},
  Journal                  = {Journal of Banking \& Finance},
  Year                     = {2013},
  Volume                   = {in press},

  Owner                    = {marco.bee},
  Timestamp                = {2013.03.12}
}

@Article{buc96,
  Title                    = {The maximum entropy distribution of an asset inferred from option prices},
  Author                   = {Buchen, P. and Kelly, M.},
  Journal                  = {Journal of Financial and Quantitative Analysis},
  Year                     = {1996},
  Pages                    = {143-159},
  Volume                   = {31}
}

@Article{cap08,
  author  = {Capp{\'{e}}, O. and Douc, R. and Guillin, A. and Robert, C.P.},
  title   = {Adaptive Importance Sampling in General Mixture Classes},
  journal = {Statistics and Computing},
  year    = {2008},
  volume  = {18},
  pages   = {447-459},
}

@Article{cap04,
  Title                    = {Population {M}onte {C}arlo},
  Author                   = {Capp?, O. and Guillin, A. and Marin, J. and Robert, C.P.},
  Journal                  = {Journal of Computational and Graphical Statistics},
  Year                     = {2004},
  Pages                    = {907-929},
  Volume                   = {13}
}

@Book{cas04,
  Title                    = {Monte Carlo Statistical Methods},
  Author                   = {G. Casella and C.P. Robert},
  Publisher                = {Springer},
  Year                     = {2004},
  Edition                  = {second}
}

@Manual{CRAN:meanshift,
  Title                    = {MeanShift},
  Author                   = {M. Ciollaro and D. Wang},
  Note                     = {{R} package version 1.1-1},
  Year                     = {2016},

  Url                      = {http://CRAN.R-project.org/package=MeanShift}
}

@Article{cla09,
  Title                    = {Power-law distributions in empirical data},
  Author                   = {A. Clauset and C.R. Shalizi and M. E. J. Newman},
  Journal                  = {SIAM Review},
  Year                     = {2009},
  Pages                    = {661-673},
  Volume                   = {51}
}

@Article{cor12,
  Title                    = {Adaptive Multiple Importance Sampling},
  Author                   = {Cornuet, J.-M. and Marin, J.-M. and Mira, A. and Robert, C.P.},
  Journal                  = {Scandinavian Journal of Statistics},
  Year                     = {2012},
  Pages                    = {798-812},
  Volume                   = {39},

  Owner                    = {Bee},
  Timestamp                = {2012.12.24}
}

@Manual{CRAN:kde,
  Title                    = {Kde: Kernel smoothing},
  Author                   = {T. Duong},
  Note                     = {{R} package version 1.9.2},
  Year                     = {2014},

  Url                      = {http://CRAN.R-project.org/package=kde}
}

@Book{efr93,
  Title                    = {An introduction to the bootstrap},
  Author                   = {Efron, B. and Tibshirani, R. J.},
  Publisher                = {Chapman and Hall},
  Year                     = {1993},

  Owner                    = {marco.bee},
  Timestamp                = {2015.05.22}
}

@Article{faa57,
  Title                    = {Note sur une nouvelle formule de calcul differentiel},
  Author                   = {Fa? di Bruno, F.},
  Journal                  = {The Quarterly Journal of Pure and Applied Mathematics},
  Year                     = {1857},
  Pages                    = {359-360},
  Volume                   = {1},

  Owner                    = {marco.bee},
  Timestamp                = {2013.10.22}
}

@Article{faa55,
  Title                    = {Sullo sviluppo delle Funzioni},
  Author                   = {Fa? di Bruno, F.},
  Journal                  = {Annali di Scienze Matematiche e Fisiche},
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  Pages                    = {479-480},
  Volume                   = {6},

  Owner                    = {marco.bee},
  Timestamp                = {2013.10.22}
}

@Article{fei15,
  Title                    = {Analysis of dependent competing risks in the presence of progressive hybrid censoring using {M}arshall-{O}lkin bivariate {W}eibull distribution},
  Author                   = {Feizjavadian, S.H. and Hashemi, R.},
  Journal                  = {Computational Statistics and Data Analysis},
  Year                     = {2015},
  Pages                    = {19-34},
  Volume                   = {82},

  Owner                    = {marco.bee},
  Timestamp                = {2014.09.04}
}

@Article{gem84,
  Title                    = {Stochastic relaxation, {G}ibbs distributions, and the {B}ayesian restoration of images},
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  Year                     = {1984},
  Pages                    = {721-741},
  Volume                   = {6}
}

@Article{gey92,
  Title                    = {Constrained {M}onte {C}arlo maximum likelihood for dependent data (with discussion)},
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  Year                     = {1992},
  Pages                    = {657-699},
  Volume                   = {54},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.14}
}

@Manual{CRAN:GB2,
  Title                    = {GB2: Generalized Beta Distribution of the Second Kind: properties, likelihood, estimation},
  Author                   = {M. Graf and D. Nedyalkova},
  Note                     = {R package version 1.2},
  Year                     = {2014}
}

@Book{har90,
  Title                    = {Applied nonparametric regression},
  Author                   = {H\"ardle, W.},
  Publisher                = {Cambridge University Press},
  Year                     = {1990},

  Owner                    = {marco.bee},
  Timestamp                = {2012.02.08}
}

@Manual{CRAN:nleqslv,
  Title                    = {Nleqslv: Solve systems of non linear equations},
  Author                   = {B. Hasselman},
  Note                     = {R package version 2.4},
  Year                     = {2014}
}

@Article{haw97,
  Title                    = {Maximum entropy and derivative securities},
  Author                   = {Hawkins, R.},
  Journal                  = {Advances in Econometrics},
  Year                     = {1997},
  Pages                    = {277-301},
  Volume                   = {12}
}

@Article{hes95,
  Title                    = {Weighted average importance sampling and defensive mixture distributions},
  Author                   = {Hesterberg, T.},
  Journal                  = {Technometrics},
  Year                     = {1995},
  Pages                    = {185-194},
  Volume                   = {37},

  Owner                    = {marco.bee},
  Timestamp                = {2013.01.21}
}

@Book{ish89,
  Title                    = {{DALL}: {D}avidon's algorithm for log-likelihood maximization - {A FORTRAN} subroutine for statistical model builders},
  Author                   = {Ishiguro, M. and Akaike, H.},
  Publisher                = {The Instittute of Statistical Mathematics},
  Year                     = {1989},

  Address                  = {Tokyo},
  Series                   = {Computer Science Monographs},
  Volume                   = {25},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.09}
}

@Article{jay57,
  Title                    = {Information Theory and Statistical Mechanics},
  Author                   = {E. T. Jaynes},
  Journal                  = {Physics Review},
  Year                     = {1957},
  Pages                    = {620-630},
  Volume                   = {106}
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@Article{joh89,
  Title                    = {Optimization by simulated annealing: an experimental evaluation, part {I}, graph partitioning},
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  Journal                  = {Operations Research},
  Year                     = {1989},
  Pages                    = {865-892},
  Volume                   = {37}
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@Book{kap89,
  Title                    = {Maximum entropy models in science and engineering},
  Author                   = {J.N. Kapur},
  Publisher                = {Wiley},
  Year                     = {1989}
}

@Article{kir83,
  Title                    = {Optimization by simulated annealing},
  Author                   = {S. Kirkpatrick and C.D. Gelatt and M.P. Vecchi},
  Journal                  = {Science},
  Year                     = {1983},
  Pages                    = {671-680},
  Volume                   = {220}
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@Article{kro06,
  Title                    = {The Cross-Entropy Method for Continuous Multi-Extremal Optimization},
  Author                   = {D.P. Kroese and S. Porotsky and R.Y. Rubinstein},
  Journal                  = {Methodology and Computing in Applied Probability},
  Year                     = {2006},
  Pages                    = {383-407},
  Volume                   = {8},

  Owner                    = {Bee},
  Timestamp                = {2011.10.21}
}

@Manual{CRAN:ghyp,
  title  = {ghyp: A package on the generalized hyperbolic distribution and its special cases},
  author = {Luethi, D. and Breymann, W.},
  year   = {2016},
  note   = {{R} package version 1.5.7},
  url    = {https://cran.r-project.org/web/packages/ghyp/index.html},
}

@TechReport{mul91,
  Title                    = {A Generic Approach to Posterior Integration and {G}ibbs Sampling},
  Author                   = {M\"uller, P.},
  Institution              = {Purdue University},
  Year                     = {1991},
  Type                     = {working paper},

  Owner                    = {marco.bee},
  Timestamp                = {2014.05.30}
}

@Article{mar12,
  Title                    = {Approximate {B}ayesian computational methods},
  Author                   = {Marin, J.-M. and Pudlo, P. and Robert, C. P. and Ryder, R. J.},
  Journal                  = {Statistics and Computing},
  Year                     = {2012},
  Pages                    = {1167-1180},
  Volume                   = {22},

  Owner                    = {marco.bee},
  Timestamp                = {2015.06.08}
}

@InProceedings{maj03,
  Title                    = {Markov {C}hain {M}onte {C}arlo without likelihoods},
  Author                   = {Marjoram, P. and Molitor, J. and Plagnol, V. and S. Tavar?, S.},
  Booktitle                = {Proceedings of the National Academy of Sciences (U.S.A.)},
  Year                     = {2003},
  Month                    = {December},
  Pages                    = {15324-15328},
  Volume                   = {100},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.03}
}

@Article{mea84,
  Title                    = {Maximum entropy in the problem of moments},
  Author                   = {C.R. Mead and N. Papanicolau},
  Journal                  = {Journal of Mathematical Physics},
  Year                     = {1984},
  Pages                    = {2404-2417},

  Owner                    = {Bee},
  Timestamp                = {2011.01.21}
}

@Article{met53,
  Title                    = {Equations of state calculations by fast computing machines},
  Author                   = {N. Metropolis and A.W. Rosenbluth and N.M. Rosenbluth and A.H. Teller and E. Teller},
  Journal                  = {Journal of Chemical Physics},
  Year                     = {1953},
  Pages                    = {1087-1092},
  Volume                   = {21}
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@Article{mor12,
  Title                    = {Extreme quantile estimation with nonparametric adaptive importance sampling},
  Author                   = {Morio, J.},
  Journal                  = {Simulation Modelling Practice and Theory},
  Year                     = {2012},
  Pages                    = {76-89},
  Volume                   = {27},

  Owner                    = {marco.bee},
  Timestamp                = {2013.03.12}
}

@Article{oh13,
  Title                    = {Simulated Method of Moments Estimation for Copula-Based Multivariate Models},
  Author                   = {Oh, D.H. and Patton, A.J.},
  Journal                  = {Journal of the American Statistical Association},
  Year                     = {2013},
  Pages                    = {689-700},
  Volume                   = {108},

  Owner                    = {marco.bee},
  Timestamp                = {2015.10.26}
}

@Manual{CRAN:evir,
  title  = {Evir: Extreme Values in R},
  author = {B. Pfaff and A. McNeil and Alec Stephenson},
  year   = {2018},
  note   = {{R} package version 1.7.4},
}

@Article{pin70,
  Title                    = {A {M}onte {C}arlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems},
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  Journal                  = {Operations Research},
  Year                     = {1970},
  Pages                    = {1225-1228},
  Volume                   = {18}
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@Article{pin68,
  Title                    = {A Closed Form Solution of Certain Programming Problems},
  Author                   = {M. Pincus},
  Journal                  = {Operations Research},
  Year                     = {1968},
  Pages                    = {690-694},
  Volume                   = {16}
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@Article{pin06,
  Title                    = {Efficient {L}aplacian and Adaptive {G}aussian Quadrature Algorithms for Multilevel Generalized Linear Mixed Models},
  Author                   = {Pinheiro, J.C. and Chao, E. C.},
  Journal                  = {Journal of Computational and Graphical Statistics},
  Year                     = {2006},
  Pages                    = {58-81},
  Volume                   = {15},

  Owner                    = {marco.bee},
  Timestamp                = {2014.04.28}
}

@PhdThesis{pra99,
  Title                    = {The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures},
  Author                   = {Prause, K.},
  School                   = {Albert-Ludwigs-Universit\"{a}t Freiburg},
  Year                     = {1999},

  Owner                    = {marco.bee},
  Timestamp                = {2016.07.13}
}

@Article{pri99,
  Title                    = {Population Growth of Human {Y} Chromosomes: A Study of {Y} Chromosome Microsatellites},
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  Journal                  = {Molecular Biology and Evolution},
  Year                     = {1999},
  Pages                    = {1791-1798.},
  Volume                   = {16},

  Owner                    = {marco.bee},
  Timestamp                = {2013.06.13}
}

@Article{pro96,
  Title                    = {Exact sampling with coupled {M}arkov chains and applications to statistical mechanics},
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  Year                     = {1996},
  Pages                    = {223-252},
  Volume                   = {9},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.11}
}

@Manual{rcit,
  Title                    = {R: A Language and Environment for Statistical Computing},

  Address                  = {Vienna, Austria},
  Author                   = {{R Core Team}},
  Organization             = {R Foundation for Statistical Computing},
  Year                     = {2016},

  Url                      = {http://www.R-project.org/}
}

@Article{rub99,
  Title                    = {The Cross-Entropy method for combinatorial and continuous optimization},
  Author                   = {Rubinstein, R. Y.},
  Journal                  = {Methodology and Computing in Applied Probability},
  Year                     = {1999},
  Pages                    = {127-190},
  Volume                   = {2}
}

@Article{rub97,
  Title                    = {Optimization of computer simulation models with rare events},
  Author                   = {Rubinstein, R. Y.},
  Journal                  = {European Journal of Operational Research},
  Year                     = {1997},
  Pages                    = {89-112},
  Volume                   = {99}
}

@Book{rubio4,
  Title                    = {The Cross-Entropy Method},
  Author                   = {Rubinstein, R. Y. and Kroese, D.P.},
  Publisher                = {Springer},
  Year                     = {2004}
}

@Book{sch97,
  Title                    = {Analysis of Incomplete multivariate data},
  Author                   = {J.L. Schafer},
  Publisher                = {Chapman and Hall},
  Year                     = {1997}
}

@Manual{CRAN:VarianceGamma,
  title  = {VarianceGamma: The Variance Gamma distribution},
  author = {Scott, D. and Yang Dong, C.},
  year   = {2015},
  note   = {{R} package version 0.3-1},
  url    = {https://cran.r-project.org/web/packages/VarianceGamma/index.html},
}

@Article{soo95,
  Title                    = {Information Distinguishability with Application to Analysis of Failure Data},
  Author                   = {Soofi, E.S. and Ebrahimi, N. and Habibullah, M.},
  Journal                  = {Journal of the American Statistical Association},
  Year                     = {1995},
  Pages                    = {657-668},
  Volume                   = {90}
}

@Article{sou09,
  Title                    = {Approximate {B}ayesian {C}omputation Without Summary Statistics: The Case of Admixture},
  Author                   = {Sousa, V. C. and Fritz, M. and Beaumont, M. A. and Chikhi, L.},
  Journal                  = {Genetics},
  Year                     = {2009},
  Pages                    = {1507-1519},
  Volume                   = {181},

  Owner                    = {marco.bee},
  Timestamp                = {2015.04.23}
}

@Article{stu96,
  Title                    = {A simple nonparametric approach to derivative security valuation},
  Author                   = {Stutzer, M.},
  Journal                  = {Journal of Finance},
  Year                     = {1996},
  Pages                    = {1633-1652},
  Volume                   = {51}
}

@Manual{CRAN:hgm,
  Title                    = {Hgm: Holonomic Gradient Method and Gradient Descent},
  Author                   = {N. Takayama and T. Koyama and T. Sei and H. Nakayama and K. Nishiyama},
  Note                     = {{R} package version 1.11},
  Year                     = {2015}
}

@Manual{CRAN:ins,
  Title                    = {insuranceData},
  Author                   = {A. Wolny-Dominiak and M. Trzesiok},
  Note                     = {{R} package version 1.0},
  Year                     = {2014}
}

@Article{wra09,
  Title                    = {Estimation of cosmological parameters using adaptive importance sampling},
  Author                   = {Wraith, D. and Kilbinger, M. and Benabed, K. and Capp?, O. and Cardoso, J.-F. and Fort, G. and Prunet, S. and Robert, C.P.},
  Journal                  = {Physical Review D},
  Year                     = {2009},
  Pages                    = {023502},
  Volume                   = {80},

  Owner                    = {Bee},
  Timestamp                = {2011.03.20}
}

@Article{wu03,
  Title                    = {Calculation of Maximum Entropy Densities with Application to Income Distribution},
  Author                   = {X. Wu},
  Journal                  = {Journal of Econometrics},
  Year                     = {2003},
  Pages                    = {347-354},
  Volume                   = {115}
}

@Article{zha96,
  Title                    = {Nonparametric importance sampling},
  Author                   = {Zhang, P.},
  Journal                  = {Journal of the American Statistical Association},
  Year                     = {1996},
  Pages                    = {1245-1253},
  Volume                   = {91},

  Owner                    = {marco.bee},
  Timestamp                = {2013.03.12}
}

@Article{zhe08,
  Title                    = {{M}arkov {C}hain {M}onte {C}arlo for a spatial-temporal autologistic regression model.},
  Author                   = {Zheng, Y. and Zhu, J.},
  Journal                  = {Journal of Computational and Graphical Statistics},
  Year                     = {2008},
  Pages                    = {123-137},
  Volume                   = {17},

  Owner                    = {marco.bee},
  Timestamp                = {2014.06.11}
}

@Article{liu95,
  author  = {Liu, C. and Rubin, D. B.},
  title   = {{ML estimation of the t distribution using EM and its extensions, ECM and ECME}},
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  year    = {1995},
  volume  = {5},
  pages   = {19-39},
}

@Article{men94,
  author  = {Meng, X.-L.},
  title   = {On the rate of convergence of the {ECM} algorithm},
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  year    = {1994},
  volume  = {22},
  pages   = {326-339},
}

@Book{lin89,
  title     = {Microcomputers in Numerical Analysis},
  publisher = {New York, Halsted Press},
  year      = {1989},
  author    = {Linfield, G. R. and Penny, J. E. T.},
}

@Manual{CRAN:numDeriv,
  title  = {numDeriv: Accurate Numerical Derivatives},
  author = {Gilbert, P. and Varadhan, R.},
  year   = {2016},
  note   = {{R} package version 2016.8-1},
  url    = {https://cran.r-project.org/web/packages/numDeriv/index.html},
}

@Manual{brey13,
  title  = {ghyp: a package on generalized hyperbolic distributions},
  author = {Breymann, W. and L\"uthi, D. L.},
  month  = feb,
  year   = {2013},
}

@Manual{CRAN:fGarch,
  title  = {fGarch: GARCH modelling package},
  author = {D. Wuertz},
  year   = {2016},
  note   = {{R} package version 3010.82.1},
}

@Manual{CRAN:rugarch,
  title  = {rugarch: Univariate GARCH models.},
  author = {Alexios Ghalanos},
  year   = {2015},
  note   = {R package version 1.3-6.},
}

@TechReport{pow09,
  author      = {M. J. D. Powell},
  title       = {The {BOBYQA} algorithm for bound constrained optimization without derivatives},
  institution = {Centre for Mathematical Sciences, University of Cambridge, UK},
  year        = {2009},
  number      = {Report No. DAMTP 2009/NA06},
}

@Manual{CRAN:Rsolnp,
  title  = {Rsolnp: General Non-linear Optimization Using Augmented Lagrange Multiplier Method},
  author = {Alexios Ghalanos and Stefan Theussl},
  year   = {2015},
  note   = {{R} package version 1.16},
  url    = { https://CRAN.R-project.org/package=Rsolnp},
}

@Manual{CRAN:stabledist,
  title  = {stabledist: Stable Distribution Functions},
  author = {Wuertz, D. and Maechler, M. and Rmetrics core team members},
  year   = {2016},
  note   = {{R} package version 0.7-1},
  url    = {#CRAN#package=stabledist},
}

@Article{nit15,
  author        = {{Nitithumbundit}, T. and {Chan}, J.~S.~K.},
  title         = {{gk: An R Package for the g-and-k and generalised g-and-h Distributions}},
  journal       = {ArXiv e-prints},
  year          = {2015},
  archiveprefix = {arXiv},
  eprint        = {1504.01239},
}

@Article{byr95,
	Title                    = {A limited memory algorithm for bound constrained optimization},
	Author                   = {Byrd, R. H. and Lu, P. and Nocedal, J. and Zhu, C.},
	Journal                  = {SIAM Journal on Scientific Computing},
	Year                     = {1995},
	Pages                    = {1190-1208},
	Volume                   = {16},
}

@Manual{CRAN:rWind,
  Title                    = {rWind: Download, Edit and Include Wind and Sea Currents Data in Ecological and Evolutionary Analysis},
  Author                   = {J. Fern\'{a}ndez-L\'{o}pez and K. Schliep},
  Note                     = {{R} package version 1.1.3},
  Year                     = {2019},
}

@Manual{CRAN:copula,
	title = {copula: Multivariate Dependence with Copulas},
	author = {Marius Hofert and Ivan Kojadinovic and Martin Maechler and Jun Yan},
	year = {2018},
	note = {R package version 0.999-19.1},
	url = {https://CRAN.R-project.org/package=copula},
}

@Manual{CRAN:kdecopula,
	Title                    = {kdecopula: Kernel Smoothing for Bivariate Copula Densities},
	Author                   = {T. Nagler and K. Wen},
	Note                     = {{R} package version 0.9.2},
	Year                     = {2018},
	Url                      = {#CRAN#package=kdecopula}
}

@Manual{CRAN:vinecopula,
	Title                    = {VineCopula: Statistical Inference of Vine Copulas},
	Author                   = {T. Nagler and Ulf Schepsmeier and Jakob Stoeber and Eike Christian Brechmann and Benedikt Graeler and Tobias Erhardt and Carlos Almeida and Aleksey Min and Claudia Czado and Mathias Hofmann and Matthias Killiches and Harry Joe and Thibault Vatter},
	Note                     = {{R} package version 2.2.0},
	Year                     = {2019},
	Url                      = {#CRAN#package=VineCopula}
}

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  volume  = {1706.06889v1},
}

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author = { Dinghai   Xu  and  John   Knight },
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  Journal                  = {Journal of Statistical Software},
  Year                     = {2006},
  Volume                   = {16},
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@Book{koe05,
  Title                    = {Quantile regression},
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  Publisher                = {Cambridge University Press},
  Year                     = {2005},
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@InCollection{pra15,
  Title                    = {Summary Statistics},
  Author                   = {Prangle, D.},
  Booktitle                = {Handbook of {A}pproximate {B}ayesian {C}omputation},
  Publisher                = {Chapman and Hall},
  Year                     = {2015},
  Editor                   = {Sisson, S. A. and Fan, Y. and Beaumont, M.A.},
  Pages                    = {125-152},
}

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author = {Peter Hall and Joel Horowitz},
title = {{A simple bootstrap method for constructing nonparametric confidence bands for functions}},
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publisher = {Institute of Mathematical Statistics},
pages = {1892 -- 1921},
year = {2013},
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@article{sun13,
	author = {Sunn\text{\aa}ker, M and Busetto, AG and Numminen, E and Corander, J and Foll, M and Dessimoz, C},
	title = {{Approximate Bayesian Computation}},
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	author = {Beaumont, Mark A.},
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author = {Marco Bee},
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@Book{rub14,
  Title                    = {The Cross-Entropy Method},
  Author                   = {Rubinstein, R.Y. and Kroese, D.P.},
  Publisher                = {Springer},
  Year                     = {2004},
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@article{bee22,
author = {Bee, M.},
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doi = {10.1007/s11634-022-00497-4},
}

