Parsimonious graphical dependence models constructed from vines

DOI10.1002/CJS.11481zbMath1492.62108OpenAlexW2907014691MaRDI QIDQ4960932

Joe, Harry

Publication date: 24 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11481

zbMATH Keywords

copulalatent variablesfactor modelBayesian networkinverse correlation matrixMarkov treemixture of conditional distributionsparsimonious dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic graphical models (62H22)

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