The vine philosopher

DOI10.1515/DEMO-2017-0015MaRDI QIDQ1696999zbMATH OpenOpenAlexFDO

Authors Fabrizio Durante, Giovanni Puccetti, Matthias Scherer, Steven Vanduffel

Publication date 15 February 2018

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2017-0015

zbMATH Keywords

vine copula model

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites work

• scientific article; zbMATH DE number 3434895 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• An elementary proof of Gleason's theorem
• Competing risk and the Cox proportional hazard model
• Fuzzy sets
• Generating random correlation matrices based on partial correlations
• Generating random correlation matrices based on vines and extended onion method
• Multivariate extreme‐value distributions with applications to environmental data
• Pair-copula constructions of multiple dependence
• Probabilistic risk analysis: Foundations and methods
• Sampling, conditionalizing, counting, merging, searching regular vines
• The total time on test statistic and age-dependent censoring
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Vine copula regression for observational studies
• Vines -- a new graphical model for dependent random variables.

Cited in

(1)

• A journey beyond the Gaussian world. An interview with Harry Joe

This page was built for publication: The vine philosopher

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1696999)