Vines -- a new graphical model for dependent random variables.

DOI10.1214/aos/1031689016zbMath1101.62339OpenAlexW1994403842WikidataQ56865712 ScholiaQ56865712MaRDI QIDQ1848964

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1031689016

zbMATH Keywords

information Correlation Monte Carlo simulation multivariate normal distribution dependence multivariate probability distribution tree dependence Markov tree belief net

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Trees (05C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of graph theory (05C90)

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