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Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Tepegjozova, Marija; Czado, Claudia
Titel:
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 Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Preprint
Jahr:
2022
Jahr / Monat:
2022-05
Quartal:
2. Quartal
Monat:
May
Sprache:
en
Volltext / DOI:
doi:10.48550/ARXIV.2205.02557
WWW:
arXiv
Verlag / Institution:
arXiv
Eingereicht (bei Zeitschrift):
05.05.2022
Semester:
SS 22
TUM Einrichtung:
Professur für Angewandte Mathematische Statistik
Format:
Text
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