Research Article

A Mixture of Regular Vines for Multiple Dependencies

Table 1

Summary of the mixture of R-vine density model (simulated data of size 300).

EdgeType (1st component) ()Type (2nd component) ()

1st tree
G2.9 (0.66)F3.5 (0.35)
F3 (0.31)C2 (0.5)
J2.5 (0.45)C2.5 (0.56)
C1.8 (0.47)F3.5 (0.36)
2nd tree
G3 (0.67)C1.5 (0.43)
F3.9 (0.38)G2.5 (0.6)
J3.5 (0.57)C3 (0.6)
3rd tree
J3.5 (0.57)F3.5 (0.43)
C3 (0.6)J3.9 (0.6)
4th tree
F2.5 (0.26)C2.5 (0.56)