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Document type:
Masterarbeit 
Author(s):
Leopold Anton Mareis 
Title:
Vine copula based quantile regression including discrete components 
Abstract:
With d(d - 1)=2 bivariate copulas and d one-dimensional distribution functions, a simplified R-vine copula model construction uniquely specifies a d-dimensional distribution function. The wider known theory of continuous R-vine copula models can easily be adapted to cover discrete components as well. This approach is convenient for quantile regression, because if the response variable only appears in leaf notes of the corresponding trees, its conditional quantile function given the covariates ca...    »
 
Subject:
MAT Mathematik 
DDC:
510 Mathematik 
Advisor:
Claudia Czado, Marija Tepegjozova 
Date of acceptation:
14.06.2021 
Year:
2021 
Quarter:
2. Quartal 
Year / month:
2021-06 
Month:
Jun 
Pages:
102 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik 
TUM Institution:
Professur für Angewandte Mathematische Statistik 
Format:
Text