A Comparison of Vine and Hierarchical Copulas as Discriminants

  •  A. Nanthakumar    


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

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