Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets
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Publication:1980359
DOI10.1155/2021/3214262zbMath1486.62144OpenAlexW3188529971MaRDI QIDQ1980359
Publication date: 8 September 2021
Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/3214262
Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Uses Software
Cites Work
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