State-of-the-art in Modeling Nonlinear Dependence Among Many Random Variables with Copulas and Application to Financial Indexes.
Tomás BacigálMagdaléna KomorníkováJozef KomorníkPublished in: J. Autom. Mob. Robotics Intell. Syst. (2019)
Keyphrases
- random variables
- graphical models
- probability distribution
- bayesian networks
- probabilistic graphical models
- stochastic optimization problems
- conditional probabilities
- additive noise
- latent variables
- directed acyclic graph
- independent and identically distributed
- conditional distribution
- wavelet transform
- joint distribution
- probability density
- dependence structure