Copula directed acyclic graphs

Pircalabelu, Eugen;Claeskens, Gerda;Gijbels, Irène
(2017) Statistics and Computing — Vol. 27, n° 1, p. 55-78 (2015)

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Authors
  • Pircalabelu, Eugenorcid-logoUCLouvain
    Author
  • Claeskens, GerdaKU Leuven
    Author
  • Gijbels, IrèneKU Leuven
    Author
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.
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  • KU LeuvenORSTAT

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Pircalabelu, E., Claeskens, G., & Gijbels, I. (2017). Copula directed acyclic graphs. Statistics and Computing, 27(1), 55-78. https://doi.org/10.1007/s11222-015-9599-9 (Original work published 2015)