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Document type:
Zeitschriftenaufsatz 
Author(s):
Tepegjozova, Marija; Czado, Claudia 
Title:
Bivariate vine copula based quantile regression 
Abstract:
The statistical analysis of univariate quantiles is a well developed research topic. However, there is a profound need for research in multivariate quantiles. We tackle the topic of bivariate quantiles and bivariate quantile regression using vine copulas. They are graph theoretical models identified by a sequence of linked trees, which allow for separate modelling of marginal distributions and the dependence structure. We introduce a novel graph structure model (given by a tree sequence) specifi...    »
 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Preprint 
Year:
2022 
Year / month:
2022-05 
Quarter:
2. Quartal 
Month:
May 
Language:
en 
WWW:
Publisher:
arXiv 
Semester:
SS 22 
TUM Institution:
Professur für Angewandte Mathematische Statistik 
Format:
Text