Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches

Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen 0002. Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 169-184, Springer, 2014. [doi]

@inproceedings{SriboonchittaLK14,
  title = {Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches},
  author = {Songsak Sriboonchitta and Jianxu Liu and Vladik Kreinovich and Hung T. Nguyen 0002},
  year = {2014},
  doi = {10.1007/978-3-319-03395-2_11},
  url = {https://doi.org/10.1007/978-3-319-03395-2_11},
  researchr = {https://researchr.org/publication/SriboonchittaLK14},
  cites = {0},
  citedby = {0},
  pages = {169-184},
  booktitle = {Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014},
  editor = {Van-Nam Huynh and Vladik Kreinovich and Songsak Sriboonchitta},
  volume = {251},
  series = {Advances in Intelligent Systems and Computing},
  publisher = {Springer},
  isbn = {978-3-319-03394-5},
}