Vines inference

MaRDI QIDQ367569zbMATH OpenFDO

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)

zbMATH Keywords

vinesgraphical modelsinferenceindependence graphs

Mathematics Subject Classification ID

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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(5)

• Regular vines with strongly chordal pattern of (conditional) independence
• Vines -- a new graphical model for dependent random variables.
• Robust dependence modeling for high-dimensional covariance matrices with financial applications
• Completion problem with partial correlation vines
• Probability density decomposition for conditionally dependent random variables modeled by vines

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