Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Conditional Inferences Based on Vine Copulas with Applications to Credit
  Spread Data of Corporate Bonds   Understanding the dependence relationship of credit spreads of corporate
bonds is important for risk management. Vine copula models with tail dependence
are used to analyze a credit spread dataset of Chinese corporate bonds,
understand the dependence among different sectors and perform conditional
inferences. It is shown how the effect of tail dependence affects risk
transfer, or the conditional distributions given one variable is extreme. Vine
copula models also provide more accurate cross prediction results compared with
linear regressions. These conditional inference techniques are a statistical
contribution for analysis of bond credit spreads of investment portfolios
consisting of corporate bonds from various sectors.

24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
7
The categories of this paper are: hep-th
22
The categories of this paper are: chao-dyn
28
The categories of this paper are: alg-geom
36
The categories of this paper are: cmp-lg
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
8
The categories of this paper are: hep-ex