Cargando…
Novel pruning and truncating of the mixture of vine copula clustering models
The mixture of the vine copula densities allows selecting the vine structure, the most appropriate type of parametric marginal distributions, and the pair-copulas individually for each cluster. Therefore, complex hidden dependence structures can be fully uncovered and captured by the mixture of vine...
Autor principal: | Alanazi, Fadhah Amer |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9671921/ https://www.ncbi.nlm.nih.gov/pubmed/36396705 http://dx.doi.org/10.1038/s41598-022-24274-7 |
Ejemplares similares
-
Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas
por: Bedford, Tim, et al.
Publicado: (2015) -
Mixed vine copula flows for flexible modeling of neural dependencies
por: Mitskopoulos, Lazaros, et al.
Publicado: (2022) -
Analyzing dependent data with vine copulas: a practical guide with R
por: Czado, Claudia
Publicado: (2019) -
Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies
por: Syuhada, Khreshna, et al.
Publicado: (2020) -
Investigation of Corticomuscular Functional Coupling during Hand Movements Using Vine Copula
por: Ye, Fei, et al.
Publicado: (2022)