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Volumn , Issue PART 1, 2013, Pages 669-677

Gaussian process vine copulas for multivariate dependence

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN NETWORKS; GAUSSIAN DISTRIBUTION; LEARNING SYSTEMS;

EID: 84897495502     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (14)

References (28)
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  • 3
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    • Vines - A new graphical model for dependent random variables
    • DOI 10.1214/aos/1031689016
    • Bedford, T. and Cooke, R. M. Vines-a new graphical model for dependent random variables. The Annals of Statistics, 30(4):1031-1068, 2002. (Pubitemid 37095337)
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    • Bedford, T.1    Cooke, R.M.2
  • 4
    • 84873453041 scopus 로고    scopus 로고
    • Modeling dependence with C- and D-vine copulas: The R package CDVine
    • Brechmann, E.C. and Schepsmeier, U. Modeling dependence with C- and D-vine copulas: The R package CDVine. Journal of Statistical Software, 52(3):1-27, 2013.
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    • Brechmann, E.C.1    Schepsmeier, U.2
  • 5
    • 84856920894 scopus 로고    scopus 로고
    • Truncated regular vines in high dimensions with applications to financial data
    • Brechmann, E.C., Czado, C., and Aas, K. Truncated regular vines in high dimensions with applications to financial data. Canadian Journal of Statistics, 40(1):68-85, 2012.
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    • Brechmann, E.C.1    Czado, C.2    Aas, K.3
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    • 0022711313 scopus 로고
    • GENERALIZED BURR-PARETO-LOGISTIC DISTRIBUTIONS WITH APPLICATIONS TO A URANIUM EXPLORATION DATA SET.
    • Cook, R. D. and Johnson, M. E. Generalized burrparetologistic distributions with applications to a uranium exploration data set. Technometrics, 28:123-131, 1986. (Pubitemid 16547094)
    • (1986) Technometrics , vol.28 , Issue.2 , pp. 123-131
    • Cook R.Dennis1    Johnson, M.E.2
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    • (2012) OpenWeatherMap
  • 14
    • 77249111771 scopus 로고    scopus 로고
    • On the simplified pair-copula construction. Simply useful or too simplistic?
    • Hobaek, I., Aas, K., and Frigessi, A. On the simplified pair-copula construction. simply useful or too simplistic? Journal of Multivariate Analysis, 101(5):1296-1310, 2010.
    • (2010) Journal of Multivariate Analysis , vol.101 , Issue.5 , pp. 1296-1310
    • Hobaek, I.1    Aas, K.2    Frigessi, A.3
  • 15
    • 0041611622 scopus 로고    scopus 로고
    • Families of m-variate distributions with given margins and m(m-1)/2 bivariate dependence parameters
    • Joe, H. Families of m-variate distributions with given margins and m(m-1)/2 bivariate dependence parameters. Distributions with Fixed Marginals and Related Topics, 1996.
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    • Joe, H.1
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    • DOI 10.1016/j.jmva.2004.06.003, PII S0047259X04001289
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    • Patton, A.J.1
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    • Sklar, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.