The vine copula method for representing high dimensional dependent distributions: Application to continuous belief nets

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2002, Pages 270-278

  Kurowicka, Dorota ^a   Cooke, Roger M ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; EXPERT SYSTEMS; GRAPH THEORY; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY; SET THEORY;

BELIEF NETS (BN);

DISTRIBUTED COMPUTER SYSTEMS;

EID: 0036932468     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

1. T.J. Bedford and R.M. Cooke, 2002, Vines - a new graphical model for dependent random variables, Accepted to Ann. of Statistics.
2. R.M. Cooke, 1997, Markov and entropy properties of tree and vines-dependent variables, Proceedings of the ASA Section of Bayesian Statistical Science.
3. D. Kurowicka, J. Misiewicz, and R.M.Cooke, 2000, Elliptical copulae, Proc. of International Conference on Simulations- Monte Carlo, 201-214.
4. D. Kurowicka, and R.M. Cooke, 2001, Conditional, Partial and Rank Correlation for Elliptical Copula; Dependence Modeling in Uncertainty Analysis, Proc. of ESREL 2001.
5. S.L. Lauritzen, 1996, Graphical Models, Clarendon Press, Oxford.
6. S.L. Lauritzen, D.J. Spiegelhalter, 1988, Local computations with probabilities on graphical structures and their application to expert systems, Journal of the Royal Statistical Society, Series B, vol. 50, pp. 157-224.
7. J.Q. Smith, 1988, Statistical principals on graphs, in Proceedings Influence Diagrams for Decision Analysis, Inference and Prediction, Smith and Oliver eds, Wiley, Chichester.