Research Article
A Mixture of Regular Vines for Multiple Dependencies
Table 2
Summary of the estimation results of the mixture of R-vine density model (simulation data of size 300), where SD stands for the standard deviation.
| | | Edge | Type (1st component) | () (SD) | Type (2nd component) | () (SD) |
| | 1st tree | | | | | | | | | G | 2.895 (0.655) (0.061) | F | 3.494 (0.348) (0.262) | | | | F | 3.013 (0.308) (0.250) | C | 1.981 (0.497) (0.086) | | | | J | 2.510 (0.450) (0.056) | C | 2.480 (0.553) (0.088) | | | | C | 1.799 (0.473) (0.063) | F | 3.496 (0.349) (0.143) | | 2nd tree | | | | | | | | | G | 3.013 (0.670) (0.164) | C | 1.494 (0.427) (0.150) | | | | F | 3.915 (0.381) (0.403) | G | 2.509 (0.601) (0.098) | | | | J | 3.528 (0.573) (0.186) | C | 3.022 (0.602) (0.188) | | 3rd tree | | | | | | | | | J | 3.569 (0.575) (0.342) | F | 3.600 (0.355) (0.616) | | | | C | 3.031 (0.601) (0.300) | J | 3.980 (0.610) (0.369) | | 4th tree | | | | | | | | | F | 2.520 (0.262) (0.508) | C | 2.629 (0.565) (0.382) |
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