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Document type:
Zeitschriftenaufsatz 
Author(s):
Bauer, A. and Czado, C. 
Title:
Pair-copula Bayesian networks 
Abstract:
Pair-copula Bayesian networks (PCBNs) are a novel class of multivariate statistical models, which combine the distributional flexibility of pair-copula constructions (PCCs) with the parsimony of conditional independence models associated with directed acyclic graphs (DAG). We are first to provide generic algorithms for random sampling and likelihood inference in arbitrary PCBNs as well as for selecting orderings of the parents of the vertices in the underlying graphs. Model selection...    »
 
Keywords:
conditional independence test; copulas; directed acyclic graphs; graphical models; PC algorithm; regular vines 
Journal title:
Preprint 
Year:
2012 
Reviewed:
ja 
Language:
de 
Status:
Preprint / submitted 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text