Pair-copula constructions for non-Gaussian DAG models
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Publication:3225772
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
Bayesian networks; copulas; graphical models; conditional independence; likelihood inference; regular vines
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
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