Pair-copula constructions for non-Gaussian DAG models

Canadian Journal of Statistics

Volumn 40, Issue 1, 2012, Pages 86-109

  Bauer, Alexander ^a   Czado, Claudia ^a   Klein, Thomas ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Bayesian networks; Conditional independence; Copulas; Graphical models; Likelihood inference; Regular vines

Indexed keywords

EID: 84856877036     PISSN: 03195724     EISSN: 1708945X     Source Type: Journal    
DOI: 10.1002/cjs.10131     Document Type: Article

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