Multivariate Archimax copulas.
A. CharpentierAnne-Laure FougèresChristian GenestJohanna NeslehováPublished in: J. Multivar. Anal. (2014)
Keyphrases
- dependence structure
- multivariate data
- marginal distributions
- statistical tests
- data structure
- markov networks
- regression model
- data mining
- statistical process control
- graphical models
- database systems
- markov random field
- probabilistic model
- multivariate time series
- multiscale
- control charts
- aggregation functions
- point processes
- handling uncertainty
- empirical bayes
- databases
- multivariate gaussian distribution