Regular vines with strongly chordal pattern of (conditional) independence

DOI10.1016/j.csda.2022.107461OpenAlexW4220958750MaRDI QIDQ2142996

Dorota Kurowicka, Kailun Zhu

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107461

zbMATH Keywords

conditional independencestrongly chordal graphregular vine copula

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• igraph
• glasso
• VineCopula
• GGMselect
• pacotest
• gamCopula

Cites Work

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