Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric estimation of pair-copula constructions with the empirical
  pair-copula   A pair-copula construction is a decomposition of a multivariate copula into a
structured system, called regular vine, of bivariate copulae or pair-copulae.
The standard practice is to model these pair-copulae parametrically, which
comes at the cost of a large model risk, with errors propagating throughout the
vine structure. The empirical pair-copula proposed in the paper provides a
nonparametric alternative still achieving the parametric convergence rate. It
can be used as a basis for inference on dependence measures, for selecting and
pruning the vine structure, and for hypothesis tests concerning the form of the
pair-copulae.

19
The categories of this paper are: eess
3
The categories of this paper are: physics
32
The categories of this paper are: atom-ph
28
The categories of this paper are: alg-geom
9
The categories of this paper are: nlin
21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
25
The categories of this paper are: patt-sol
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
0
The categories of this paper are: hep-ph
7
The categories of this paper are: hep-th
35
The categories of this paper are: mtrl-th
18
The categories of this paper are: econ