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Document type:
Masterarbeit 
Author(s):
Georg Huber 
Title:
D-vine copula based mean regression and a comparison with gradient boosting 
Abstract:
Over the last years, vine copulas have gained more and more popularity in the statistical community as they allow for very flexible modelling of complex dependence structures. Using so-called pair copula constructions we can construct highdimensional copulas by using bivariate building blocks. In this thesis we use the subclass of D-vine copulas in order to develop a new method for mean regression. We present five different methods for conditional mean estimation using the properties of D-vine c...    »
 
Subject:
MAT Mathematik 
DDC:
510 Mathematik 
Advisor:
Claudia Czado and Nicole Barthel 
Year:
2018 
Quarter:
3. Quartal 
Year / month:
2018-09 
Month:
Sep 
Pages:
153 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text