4 papers
Bootstrapping not under the null?
Alexis Derumigny, Miltiadis Galanis, Wieger Schipper +1
We propose a bootstrap testing framework for a general class of hypothesis tests, which allows resampling under the null hypothesis as well as other forms of bootstrapping. We iden…
Restrictions of PCBNs for integration-free computations
Alexis Derumigny, Niels Horsman, Dorota Kurowicka
The pair-copula Bayesian Networks (PCBN) are graphical models composed of a directed acyclic graph (DAG) that represents (conditional) independence in a joint distribution. The nod…
Minimal Trails in Restricted DAGs
Alexis Derumigny, Niels Horsman, Dorota Kurowicka
In this paper, the properties of minimal trails in a directed acyclic graph that is restricted not to contain an active cycle are studied. We are motivated by an application of the…
Measures of non-simplifyingness for conditional copulas and vines
Alexis Derumigny
In copula modeling, the simplifying assumption has recently been the object of much interest. Although it is very useful to reduce the computational burden, it remains far from obv…