Novel pruning and truncating of the mixture of vine copula clustering models
Abstract The mixture of the vine copula densities allows selecting the vine structure, the most appropriate type of parametric marginal distributions, and the pair-copulas individually for each cluster. Therefore, complex hidden dependence structures can be fully uncovered and captured by the mixtur...
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| Format: | Article |
| Language: | English |
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Nature Portfolio
2022-11-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-022-24274-7 |