Vine copula approximation: a generic method for coping with conditional dependence

DOI10.1007/S11222-017-9727-9zbMATH Open1384.62171OpenAlexW2581651976MaRDI QIDQ1702298FDOQ1702298

Authors Mimi Zhang, Tim Bedford 

Publication date 28 February 2018

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-017-9727-9

zbMATH Keywords

cross-validationKullback-Leibler divergence\(k\)-means clusteringcompact setweighted averagelocally weighted regression

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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Cited in

(13)

• Prediction based on conditional distributions of vine copulas
• Multivariate dynamic copula construction based on a vine structure
• Analyzing dependent data with vine copulas. A practical guide with R
• Estimating standard errors in regular vine copula models
• Specification of informative prior distributions for multinomial models using vine copulas
• Title not available (Why is no real title available?)
• Copulae: an overview and recent developments
• Univariate conditioning of vine copulas
• Approximation multivariate distribution with pair copula using the orthonormal polynomial and Legendre multiwavelets basis functions
• A vine copula approach for regression analysis of bivariate current status data with informative censoring
• Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
• Dependence properties of conditional distributions of some copula models
• Title not available (Why is no real title available?)

Describes a project that uses

Uses Software

• AS 136
• CopulaModel

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