Research Article

A Mixture of Regular Vines for Multiple Dependencies

Table 5

Summary of the estimation results of the mixture of R-vine density model fitted to nonmixture simulated datasets for the simulated data of size 300 and 1500.

EdgeType ()SD

1st tree
G2.911 (0.656)0.046
F3.022 (0.309)0.0172
J2.499 (0.449)0.040
C1.802 (0.474)0.042
2nd tree
G3.020 (0.668)0.115
F3.975 (0.386)0.246
J3.531 (0.574)0.119
3rd tree
J3.568 (0.577)0.226
C3.103 (0.607)0.245
4th tree
F2.638 (0.274)0.401
1st tree
G2.899 (0.655)0.020
F3.027 (0.310)0.054
J2.501 (0.449)0.014
C1.8 (0.474)0.017
2nd tree
G3.018 (0.669)0.043
F3.909 (0.381)0.117
J3.512 (0.572)0.058
3rd tree
J3.517 (0.573)0.083
C3.006 (0.600)0.099
4th tree
F2.508 (0.263)0.158