Vine copula approximation: a generic method for coping with conditional dependence

DOI10.1007/s11222-017-9727-9zbMath1384.62171OpenAlexW2581651976MaRDI QIDQ1702298

Tim Bedford, Mi-Mi Zhang

Publication date: 28 February 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-017-9727-9

zbMATH Keywords

locally weighted regressioncross-validationcompact setKullback-Leibler divergence\(k\)-means clusteringweighted average

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

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Uses Software

• AS 136
• CopulaModel

Cites Work

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