Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
11010052 | Econometrics and Statistics | 2018 | 37 Pages |
Abstract
Zenpaths and zenplots are useful tools for exploring dependence in high-dimensional data, for example, from the realm of finance, insurance and quantitative risk management. All presented algorithms are implemented using the R package zenplots and all examples and graphics in the paper can be reproduced using the accompanying demo SP500.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Marius Hofert, Wayne Oldford,