Representing Sparse Gaussian DAGs as Sparse R-Vines Allowing for Non-Gaussian Dependence

DOI10.1080/10618600.2017.1366911OpenAlexW2964300389MaRDI QIDQ3391116

Dominik Müller, Claudia Czado

Publication date: 28 March 2022

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

Full work available at URL: https://arxiv.org/abs/1604.04202

zbMATH Keywords

directed acyclic graphgraphical modeldependence modelingvine copula

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Regular vines with strongly chordal pattern of (conditional) independence, Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso, Selection of sparse vine copulas in high dimensions with the Lasso

Uses Software

• R
• ggplot2
• igraph
• VineCopula
• bnlearn

Cites Work

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