Optimizing minimum information pair-copula using genetic algorithm to select optimal basis functions

DOI10.1080/03610918.2017.1387660OpenAlexW2762612005MaRDI QIDQ5086165

A. Daneshkhah, O. Chatrabgoun, Mohsen Esmaeilbeigi

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1387660

zbMATH Keywords

genetic algorithmspair-copulaminimum information method

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

Uses Software

• fminsearch

Cites Work

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• Pair-copula constructions of multiple dependence
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• An introduction to copulas.
• Vines -- a new graphical model for dependent random variables.
• Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Theory of genetic algorithms

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