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Vines inference

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Publication:367569
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zbMath1272.62040MaRDI QIDQ367569

U. Callies, Roger M. Cooke, Dorota Kurowicka

Publication date: 16 September 2013

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


zbMATH Keywords

vinesinferencegraphical modelsindependence graphs


Mathematics Subject Classification ID

Multivariate analysis (62H99) Trees (05C05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of graph theory (05C90) Graphical methods in statistics (62A09)


Related Items (1)

Robust dependence modeling for high-dimensional covariance matrices with financial applications




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