2026-04-17T03:09:34Zhttps://recercat.cat/oai/requestoai:recercat.cat:2117/3481132026-01-27T04:08:57Zcom_2072_1033col_2072_452950
RECERCAT
author
Nai Ruscone, Marta
author
Fernández Martínez, Daniel
2021-12
The HDI (Human Development Index) is a widely used index based on the average of measures of health, education, and income. It assesses the progress of countries worldwide. The publicly available data set associated with the HDI can be seen as a table with 3 dimensions (three-way table): countries, indexes regarding progress, and years (from 2010 to 2018). Thus, modeling the serial dependence structure of this type of intricate three-way tables is a challenge. D-vine copulas are a special class of multivariate copulas that are particularly suited for modeling serial dependence. This work aims to assess the evolution of the dependence relationship between the indexes of the HDI data set over time through D-vine copulas, which has not been fully used before in the area, as far as we are concerned. We tested our approach to European and African countries and compare their results.This work has been supported by Marsden grant E2987-3648 administrated by the Royal Society of New Zealand) and by grant 2017 SGR 622 (GRBIO) administrated by the Departament d'Economia i Coneixement de la Generalitat de Catalunya (Spain)Peer ReviewedPostprint (published version)
https://creativecommons.org/licenses/by/4.0/ Open Access Attribution 4.0 International
Àrees temàtiques de la UPC::Desenvolupament humà i sostenible::Desenvolupament humà
Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística aplicada
Social indicators
Statistics
Copulas
Longitudinal data
Human development index
Dependence
Indicadors socials
Estadística
Dynamics of HDI Index: temporal dependence based on D-vine copulas model for three-way data
Article