A mixture of regular vines for multiple dependencies

DOI10.1155/2021/5559518zbMath1468.62287OpenAlexW3157247810WikidataQ114069969 ScholiaQ114069969MaRDI QIDQ2039146

Fadhah Amer Alanazi

Publication date: 2 July 2021

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/5559518

zbMATH Keywords

glass datamixture of vine copula constructions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (1)

Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets

Uses Software

• R
• JStatCom
• nacopula
• KEEL
• copula
• VineCopula
• copula
• CopulaModel

Cites Work

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• Uncertainty Analysis with High Dimensional Dependence Modelling
• R‐vine models for spatial time series with an application to daily mean temperature
• Model-based clustering of Gaussian copulas for mixed data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

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