Dependence properties of conditional distributions of some copula models

DOI10.1007/s11009-017-9544-9zbMath1402.60025OpenAlexW2574123442MaRDI QIDQ1617331

Joe, Harry

Publication date: 8 November 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9544-9

zbMATH Keywords

positive dependencefactor modelvinestochastically increasingtotal positivity of order 2Markov treemixture of conditional distributions

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (1)

Vine copula regression for observational studies

Uses Software

• CopulaModel

Cites Work

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