Keywords
Vine copulaJoint probability distributionMathematicsCopula (linguistics)Elliptical distributionMarginal distributionConditional probability distributionMultivariate normal distributionBivariate analysisAlgorithmStatisticsCombinatoricsApplied mathematicsRandom variableMultivariate statisticsEconometrics
Affiliated Institutions
Related Publications
Inference from Iterative Simulation Using Multiple Sequences
The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, ho...
Bayesian Phylogenetic Inference via Markov Chain Monte Carlo Methods
Summary. We derive a Markov chain to sample from the posterior distribution for a phylogenetic tree given sequence information from the corresponding set of organisms, a stochas...
Introduction to Multivariate Analysis
Part One. Multivariate distributions. Preliminary data analysis. Part Two: Finding new underlying variables. Principal component analysis. Factor analysis. Part Three: Procedure...
Calibrated Tree Priors for Relaxed Phylogenetics and Divergence Time Estimation
The use of fossil evidence to calibrate divergence time estimation has a long history. More recently, Bayesian Markov chain Monte Carlo has become the dominant method of diverge...
Some Concepts of Dependence
Problems involving dependent pairs of variables $(X, Y)$ have been studied most intensively in the case of bivariate normal distributions and of $2 \\times 2$ tables. This is du...
Publication Info
- Year
- 2007
- Type
- article
- Volume
- 51
- Issue
- 6
- Pages
- 2889-2906
- Citations
- 73
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
73
OpenAlex
Cite This
Dorota Kurowicka,
Roger Cooke
(2007).
Sampling algorithms for generating joint uniform distributions using the vine-copula method.
Computational Statistics & Data Analysis
, 51
(6)
, 2889-2906.
https://doi.org/10.1016/j.csda.2006.11.043
Identifiers
- DOI
- 10.1016/j.csda.2006.11.043