Dependence properties of conditional distributions of some copula models
From MaRDI portal
Publication:1617331
DOI10.1007/s11009-017-9544-9zbMath1402.60025OpenAlexW2574123442MaRDI QIDQ1617331
Publication date: 8 November 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9544-9
positive dependencefactor modelvinestochastically increasingtotal positivity of order 2Markov treemixture of conditional distributions
Factor analysis and principal components; correspondence analysis (62H25) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- D-vine copula based quantile regression
- Factor copula models for multivariate data
- Tail order and intermediate tail dependence of multivariate copulas
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Further developments on some dependence orderings for continuous bivariate distributions
- Archimedean copulae and positive dependence
- Vines -- a new graphical model for dependent random variables.
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Conditional quantiles and tail dependence
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Partial orderings of permutations and monotonicity of a rank correlation statistic
- Dependence Modeling with Copulas
- Truncated regular vines in high dimensions with application to financial data
- Copula-based nonlinear quantile autoregression
- Families of Multivariate Distributions
- Stochastic Comparison of Random Vectors with a Common Copula
