A Comparison of Vine and Hierarchical Copulas as Discriminants


  •  A. Nanthakumar    

Abstract

Here, we are investigating the possible association among three stochastic variables X, Y, Z. We compare the performance under two separate variants of the copula models; Vine based copula and the hierarchical copula in the context of discrimination.



This work is licensed under a Creative Commons Attribution 4.0 License.
  • ISSN(Print): 1927-7032
  • ISSN(Online): 1927-7040
  • Started: 2012
  • Frequency: bimonthly

Journal Metrics

  • h-index (December 2021): 20
  • i10-index (December 2021): 51
  • h5-index (December 2021): N/A
  • h5-median(December 2021): N/A

( The data was calculated based on Google Scholar Citations. Click Here to Learn More. )

Index

Contact