5 citations · 5 across the 2 of their papers we have counts for
3 papers
stat.ML2022
Matrix and graph representations of vine copula structures
Dániel Pfeifer, Edith Alice Kovács
Vine copulas can efficiently model multivariate probability distributions. This paper focuses on a more thorough understanding of their structures, since in the literature, vine co…
cs.LG2019
Copula-based anomaly scoring and localization for large-scale, high-dimensional continuous data
Gábor Horváth, Edith Kovács, Roland Molontay +1
The anomaly detection method presented by this paper has a special feature: it does not only indicate whether an observation is anomalous or not but also tells what exactly makes a…
stat.ME2016★ 5 cited
Hypergraphs in the characterization of regular vine copula structures
Edith Kovács, Tamás Szántai
Vine copulas constitute a flexible way for modeling of dependences using only pair copulas as building blocks. The pair-copula constructions introduced by Joe (1997) are able to en…