Vine copula structure representations using graphs and matrices
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Publication:6495088
DOI10.1016/J.INS.2024.120151WikidataQ129964623 ScholiaQ129964623MaRDI QIDQ6495088FDOQ6495088
Authors: Daniel Pfeifer, Edith Alice Kovács 
Publication date: 30 April 2024
Published in: Information Sciences (Search for Journal in Brave)
matrix representationchordal graphsgraphical representationtruncated vinesCherry tree graphsvine copula structure
Cites Work
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- Algorithmic graph theory and perfect graphs
- The intersection graphs of subtrees in trees are exactly the chordal graphs
- Triangulated graphs and the elimination process
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- Multivariate extreme‐value distributions with applications to environmental data
- Structure learning in Bayesian networks using regular vines
- Regular vines with strongly chordal pattern of (conditional) independence
- On the connection between cherry-tree copulas and truncated R-vine copulas.
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