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math.ST2011★ 2 cited
Vine copulas as a mean for the construction of high dimensional probability distribution associated to a Markov Network
Edith Kovacs, Tamas Szantai
Building higher-dimensional copulas is generally recognized as a difficult problem. Regular-vines using bivariate copulas provide a flexible class of high-dimensional dependency mo…
math.ST2010★ 1 cited
Multivariate Copula Expressed by Lower Dimensional Copulas
Edith Kovacs, Tamas Szantai
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of…