Sampling, conditionalizing, counting, merging, searching regular vines
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Publication:2350035
DOI10.1016/j.jmva.2015.02.001zbMath1321.62052OpenAlexW1975187527WikidataQ56865720 ScholiaQ56865720MaRDI QIDQ2350035
Dorota Kurowicka, Kevin James Wilson, Roger M. Cooke
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.02.001
Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05)
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Simplified R-vine based forward regression ⋮ Specification of informative prior distributions for multinomial models using vine copulas ⋮ Regular vines with strongly chordal pattern of (conditional) independence ⋮ Copula in a multivariate mixed discrete-continuous model ⋮ Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas ⋮ The vine philosopher ⋮ Vine copula regression for observational studies ⋮ Explaining predictive models using Shapley values and non-parametric vine copulas ⋮ Common sampling orders of regular vines with application to model selection
Uses Software
Cites Work
- Pair-copula constructions of multiple dependence
- Simplified pair copula constructions -- limitations and extensions
- Completion problem with partial correlation vines
- On the simplified pair-copula construction -- simply useful or too simplistic?
- Vines -- a new graphical model for dependent random variables.
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Dependence Modeling with Copulas
- Multivariate extreme‐value distributions with applications to environmental data
