Vine copulas with asymmetric tail dependence and applications to financial return data.
Aristidis K. NikoloulopoulosHarry JoeHaijun LiPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- data sets
- data analysis
- data mining techniques
- raw data
- experimental data
- data sources
- knowledge discovery
- data structure
- data collection
- image data
- databases
- spatial data
- sensor data
- high dimensional data
- high quality
- training data
- decision making
- data points
- input data
- end users
- relational databases
- decision trees
- data distribution
- noisy data