Dependence structure estimation using Copula Recursive Trees
نویسندگان
چکیده
منابع مشابه
Dependence Structure Estimation via Copula
We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2021
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2021.104776