Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
DOI10.1016/j.csda.2015.12.001zbMath1468.62094OpenAlexW2213915069MaRDI QIDQ1659364
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.12.001
Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
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