Vines inference
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Publication:367569
zbMATH Open1272.62040MaRDI QIDQ367569FDOQ367569
Authors: R. M. Cooke, U. Callies, D. Kurowicka 
Publication date: 16 September 2013
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
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Multivariate analysis (62H99) Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Trees (05C05) Graphical methods in statistics (62A09)
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- Vines -- a new graphical model for dependent random variables.
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Robust dependence modeling for high-dimensional covariance matrices with financial applications
- Completion problem with partial correlation vines
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