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Document type:
Zeitungsartikel 
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 (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...    »
 
Keywords:
Conditional independence test, Copulas, Directed acyclic graphs, Graphical models, PC algorithm, Regular vines 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Journal of Computational and Graphical Statistics 
Year:
2016 
Journal volume:
25 
Year / month:
2016-11 
Quarter:
4. Quartal 
Month:
Nov 
Journal issue:
Pages contribution:
1248–1271 
Language:
en 
WWW:
_blank 
Publisher:
Taylor & Francis Group 
Notes:
published online 
Status:
Verlagsversion / published 
Date of publication:
10.11.2016 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text