Model selection for discrete regular vine copulas

DOI10.1016/j.csda.2016.09.007zbMath1466.62171OpenAlexW2525445790MaRDI QIDQ1658513

Claudia Czado, Anastasios Panagiotelis, Jakob Stöber, Joe, Harry

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.09.007

zbMATH Keywords

model selectioncount datatail dependencetail asymmetry

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Bayesian sequential design for copula models, Bayesian design for minimizing prediction uncertainty in bivariate spatial responses with applications to air quality monitoring, Data-driven polynomial chaos expansion for machine learning regression, Pair-copula models for analyzing family data, Pair Copula Constructions for Insurance Experience Rating, Multivariate distributions of correlated binary variables generated by pair-copulas, Informative goodness-of-fit for multivariate distributions, Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins

Uses Software

• CopulaModel

Cites Work

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