Sequential Truncation of R-Vine Copula Mixture Model for High-Dimensional Datasets
Uncovering hidden mixture dependencies among variables has been investigated in the literature using mixture R-vine copula models. They provide considerable flexibility for modeling multivariate data. As the dimensions increase, the number of the model parameters that need to be estimated is increas...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2021-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2021/3214262 |