论文信息 - Optimal Truncation of Vines - 字舞流文

Optimal Truncation of Vines

Dorota Kurowicka | D. Kurowicka

[1] K. Aas,et al. Models for construction of multivariate dependence – a comparison study , 2009 .

[2] A. Frigessi,et al. Pair-copula constructions of multiple dependence , 2009 .

[3] R. Cooke,et al. Completion problem with partial correlation vines , 2006 .

[4] Roger M. Cooke,et al. Uncertainty Analysis with High Dimensional Dependence Modelling , 2006 .

[5] Roger M. Cooke,et al. Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines , 2001, Annals of Mathematics and Artificial Intelligence.

[6] H. Joe. Multivariate models and dependence concepts , 1998 .

[7] Shimon Even,et al. Graph Algorithms , 1979 .