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.
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- DOI:10.5539/ijsp.v11n4p13
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