Official Statistics Data Integration Using Copulas
نویسندگان
چکیده
منابع مشابه
Official Statistics Data Integration Using Copulas
The aim of this paper is to propose a novel approach to integrate financial information, incorporating the dependence structure among the variables. The approach is based on two types of graphical models: vines and non parametric Bayesian belief nets (NPBBNs). Vines are undirected graphs, representing pair copula constructions, which are used to model the dependence structure of a set of variab...
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ژورنال
عنوان ژورنال: Quality Technology & Quantitative Management
سال: 2014
ISSN: 1684-3703
DOI: 10.1080/16843703.2014.11673329