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Dokumenttyp:
Zeitungsartikel 
Autor(en):
Bauer, A. and Czado, C. 
Titel:
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 (DAGs). 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 of the DAG...    »
 
Stichworte:
Conditional independence test, Copulas, Directed acyclic graphs, Graphical models, PC algorithm, Regular vines 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Journal of Computational and Graphical Statistics 
Jahr:
2016 
Band / Volume:
25 
Jahr / Monat:
2016-11 
Quartal:
4. Quartal 
Monat:
Nov 
Heft / Issue:
Seitenangaben Beitrag:
1248–1271 
Sprache:
en 
WWW:
_blank 
Verlag / Institution:
Taylor & Francis Group 
Hinweise:
published online 
Status:
Verlagsversion / published 
Publikationsdatum:
10.11.2016 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text