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Dokumenttyp:
Zeitungsartikel 
Autor(en):
Müller, D. and Czado, D. 
Titel:
Representing Sparse Gaussian DAGs as Sparse R-vines Allowing for Non-Gaussian Dependence 
Abstract:
Modeling dependence in high dimensional systems has become an increasingly important topic. Most approaches rely on the assumption of a multivariate Gaussian distribution such as statistical models on directed acyclic graphs (DAGs). They are based on modeling conditional independencies and are scalable to high dimensions. In contrast, vine copula models accommodate more elaborate features like tail dependence and asymmetry, as well as independent modeling of the marginals. This flexibility comes...    »
 
Stichworte:
Graphical Model, Dependence Modeling, Vine Copula, Directed Acyclic Graph 
Zeitschriftentitel:
Journal of Computational and Graphical Statistics 
Jahr:
2017 
Sprache:
en 
WWW:
_blank 
Verlag / Institution:
Taylor & Francis 
Status:
Erstveröffentlichung 
Publikationsdatum:
14.08.2017 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text