Sampling from conditional distributions of simplified vines

DOI10.1007/S11222-025-10652-4MaRDI QIDQ6956204zbMATH OpenFDO

Authors Ariane Hanebeck, Ozge Sahin, Petra Havlíčková, Claudia Czado

Publication date 18 July 2025

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10652-4

zbMATH Keywords

conditional distributiondistributional regressionHamiltonian Monte Carlopredictionvine distributions and copulas

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(1)

• Interval-conditioned quantiles of bivariate copulas

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