A multinomial quadrivariate D-vine copula mixed model for meta-analysis of diagnostic studies in the presence of non-evaluable subjects. [PDF]
Stat Methods Med Res, 2020 Diagnostic test accuracy studies observe the result of a gold standard procedure that defines the presence or absence of a disease and the result of a diagnostic test.
Nikoloulopoulos AK.
europepmc +6 more sources
Modeling Asymmetric Dependence Structure of Air Pollution Characteristics: A Vine Copula Approach [PDF]
MathematicsContaminated air is unhealthy for people to breathe and live in. To maintain the sustainability of clean air, air pollution must be analyzed and controlled, especially after unhealthy events.
Mohd Sabri Ismail +3 more
doaj +3 more sources
Novel pruning and truncating of the mixture of vine copula clustering models [PDF]
Scientific Reports, 2022 The mixture of the vine copula densities allows selecting the vine structure, the most appropriate type of parametric marginal distributions, and the pair-copulas individually for each cluster. Therefore, complex hidden dependence structures can be fully
Fadhah Amer Alanazi
doaj +2 more sources
Synchronization frequency analysis and stochastic simulation of multi-site flood flows based on the complicated vine copula structure [PDF]
Hydrology and Earth System SciencesAccurately modeling and predicting flood flows across multiple sites within a watershed presents significant challenges due to potential issues of insufficient accuracy and excessive computational demands in existing methodologies.
X. Yu, Y.-P. Xu, Y. Guo, S. Chen, H. Gu
doaj +2 more sources
Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies. [PDF]
PLoS ONE, 2020 Risk in finance may come from (negative) asset returns whilst payment loss is a typical risk in insurance. It is often that we encounter several risks, in practice, instead of single risk.
Khreshna Syuhada, Arief Hakim
doaj +2 more sources
A New Wind Speed Scenario Generation Method Based on Principal Component and R-Vine Copula Theories [PDF]
Energies, 2022 The intermittent and uncertain properties of wind power have presented enormous obstacles to the planning and steady operation of power systems. In this context, as an effective technique to study wind power uncertainty, the development of an accurate ...
Hui Hwang Goh +6 more
doaj +2 more sources
ESTIMASI CVAR PADA PORTOFOLIO SAHAM MENGGUNAKAN METODE GJR-EVT DENGAN PENDEKATAN D-VINE COPULA
E-Jurnal Matematika, 2022 Risk measure using Conditional Value at Risk can be calculate if values that exceeds the p-quantile is known in VaR. The models used to accommodate characteristics of the stock portfolio in this research are EVT-GARCH-D-vine copula and EVT-GJR-D-vine ...
DERY MAULANA +2 more
doaj +3 more sources
Forecasted Scenarios of Regional Wind Farms Based on Regular Vine Copulas [PDF]
Journal of Modern Power Systems and Clean Energy, 2020 Owing to the uncertainty and volatility of wind energy, forecasted wind power scenarios with proper spatio-temporal correlations are needed in various decision-making problems involving power systems.
Zhao Wang +3 more
doaj +2 more sources
Vine Copula-Based Multivariate Distribution of Rainfall Intensity, Wind Speed, and Wind Direction for Optimizing Qatari Meteorological Stations [PDF]
WaterThis study employs copula functions to establish the dependency structure of the joint distribution among rainfall intensity, wind speed, and wind direction in Qatar.
Hassan Qasem +5 more
openalex +2 more sources
Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]
HeliyonAfzal F, Pan H, Afzal F, Gul RF.
europepmc +2 more sources