Vines--a new graphical model for dependent random variables
نویسندگان
چکیده
منابع مشابه
Vines -a New Graphical Model for Dependent Random Variables
A new graphical model, called a vine, for dependent random variables is introduced. Vines generalize the Markov trees often used in modelling high-dimensional distributions. They diier from Markov trees and Bayesian belief nets in that the concept of conditional independence is weakened to allow for various forms of conditional dependence. Vines can be used to specify multivariate distributions...
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملOn the Complete Convergence ofWeighted Sums for Dependent Random Variables
We study the limiting behavior of weighted sums for negatively associated (NA) random variables. We extend results in Wu (1999) and a theorem in Chow and Lai (1973) for NA random variables.
متن کاملRosenthal’s Type Inequalities for Negatively Orthant Dependent Random Variables
In this paper, we obtain some Rosenthal’s type inequalities for negatively orthant dependent (NOD) random variables.
متن کاملEstimation of the Survival Function for Negatively Dependent Random Variables
Let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nXn?F(x)=P[X>x]. The empirical survival function ()nFx based on 12,,...,nXXX is proposed as an estimator for ()nFx. Strong consistency and point wise as well as uniform of ()nFx are discussed
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2002
ISSN: 0090-5364
DOI: 10.1214/aos/1031689016