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Cooke, R.M. (author), Joe, Harry (author), Chang, Bo (author)
Regular vines (R-vines) copulas build high dimensional joint densities from arbitrary one-dimensional margins and (conditional) bivariate copula densities. Vine densities enable the computation of all conditional distributions, though the calculations can be numerically intensive. Saturated continuous nonparametric Bayes nets (CNPBN) are...
journal article 2021