Structure learning for hierarchical Archimedean copulas
碩士 === 國立中央大學 === 統計研究所 === 101 === Copulas decompose a joint distribution into a dependence structure and its marginal distri¬butions, and thus provide a great deal of flexibility in modelling multivariate distributions. Elliptical and exchangeable Archimedean copulas have constrained dependence str...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/m9am8z |