Pair-copula constructions for non-Gaussian DAG models

DOI10.1002/cjs.10131zbMath1236.62044MaRDI QIDQ3225772

Claudia Czado, Thomas Klein, Alexander Max Bauer

Publication date: 22 March 2012

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://mediatum.ub.tum.de/doc/1079263/document.pdf

zbMATH Keywords

Bayesian networks; copulas; graphical models; conditional independence; likelihood inference; regular vines

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

05C20: Directed graphs (digraphs), tournaments

Related Items

Simplified pair copula constructions -- limitations and extensions, Selection of Vine Copulas

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