IDEAS home Printed from https://ideas.repec.org/p/ete/kbiper/504657.html
   My bibliography  Save this paper

Copula directed acyclic graphs

Author

Listed:
  • Eugen Pircalabelu
  • Gerda Claeskens
  • Irène Gijbels

Abstract

A new methodology for selecting a Bayesian network for continuous data outside the widely used class of multivariate normal distributions is developed. The ‘copula DAGs’ combine directed acyclic graphs and their associated probability models with copula C/D-vines. Bivariate copula densities introduce flexibility in the joint distributions of pairs of nodes in the network. An information criterion is studied for graph selection tailored to the joint modeling of data based on graphs and copulas. Examples and simulation studies show the flexibility and properties of the method.

Suggested Citation

  • Eugen Pircalabelu & Gerda Claeskens & Irène Gijbels, 2015. "Copula directed acyclic graphs," Working Papers of Department of Decision Sciences and Information Management, Leuven 504657, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
    • Handle: RePEc:ete:kbiper:504657
    as

    Download full text from publisher

    File URL: https://lirias.kuleuven.be/retrieve/330114
    File Function: Copula directed acyclic graphs
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ete:kbiper:504657. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: library EBIB (email available below). General contact details of provider: https://feb.kuleuven.be/KBI .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.