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Dependence structure estimation using Copula Recursive Trees

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Academic year: 2021

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Fig. 1: (Dataset 1) Running example. Data points are in red, and darker zones mean boxes with higher weights (black is the maximum possible in each leaf)
Fig. 3: (Dataset 2) (a) The estimated tree: in black, lower left, the input data. In red, upper-right, a simulation from the estimated tree
Fig. 4: (Dataset 3) (a) Representation from the tree: in black, lower left, the input data
Table 4: Obtained dependence measures of several models on Dataset 3. The first column is the goal, others are concurrent models.
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