A Mixture of Regular Vines for Multiple Dependencies
To uncover complex hidden dependency structures among variables, researchers have used a mixture of vine copula constructions. To date, these have been limited to a subclass of regular vine models, the so-called drawable vine, fitting only one type of bivariate copula for all variable pairs. However...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2021/5559518 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|