A Mixture of Regular Vines for Multiple Dependencies
To uncover complex hidden dependency structures among variables, researchers have used a mixture of vine copula constructions. To date, these have been limited to a subclass of regular vine models, the so-called drawable vine, fitting only one type of bivariate copula for all variable pairs. However...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2021-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2021/5559518 |