Results 91 to 100 of about 89,598 (168)
Copulas for Covariate Simulation in Pharmacometrics
CPT: Pharmacometrics &Systems Pharmacology, Volume 15, Issue 4, April 2026.ABSTRACT Patient‐specific covariates are commonly incorporated in pharmacometric and quantitative system pharmacology models to predict differences in pharmacokinetic or pharmacodynamic profiles between patients. When simulating new virtual populations of patients, generating realistic covariate sets that accurately reflect the correlation structures ...
Yuchen Guo +3 more
wiley +1 more source
, 2020 Skillful probabilistic seasonal rainfall forecasts play a vital role in supporting water resource users, developing agricultural risk-management plans, and improving decision-making processes.
Deo, Ravinesh C. +3 more
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METODE GARCH-VINE COPULA UNTUK ESTIMASI VALUE AT RISK (VaR) PADA PORTOFOLIO [PDF]
, 2018 Pengukuran risiko merupakan hal yang sangat penting pada suatu portofolio. Salah satu alat ukur yang dapat digunakan untuk menghitung risiko pada portofolio adalah Value at Risk (VaR), yaitu estimasi kerugian terbesar yang akan diperoleh.
Subekti, Retno, Pintari, Herida Okta
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Nichtparametrische Schätzung in vereinfachten Vine-Copula Modellen [PDF]
, 2018 Nonparametric estimators of multivariate functions typically converge more slowly as dimension increases. We show that one can evade this curse of dimensionality by assuming a simplified vine copula model for the dependence between variables and compare ...
Nagler, Thomas
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Vine-copula GARCH model with dynamic conditional dependence
, 2014 Constructing multivariate conditional distributions for non-Gaussian return series has been a major research agenda recently. Copula GARCH models combine the use of GARCH models and a copula function to allow flexibility on the choice of marginal ...
So, Mike K.P., Yeung, Cherry Y.T.
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D-vine-copula-based postprocessing of wind speed ensemble forecasts
, 2023 Jobst D, Möller AC, Gross J. D-vine-copula-based postprocessing of wind speed ensemble forecasts. Quarterly Journal of the Royal Meteorological Society.
Möller, Annette Christine ; https://orcid.org/ +2 more
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Simplified vine copula models: State of science and affairs
Risk SciencesVine copula models have become highly popular practical tools for modeling multivariate dependencies. To maintain tractability, a commonly employed simplifying assumption is that conditional copulas remain unchanged by the conditioning variables.
Thomas Nagler
doaj +1 more source
Vine copulas structures modeling on Russian stock market
Discrete and Continuous Models and Applied Computational Science, 2019 Pair-copula constructions have proven to be a useful tool in statistical modeling, particularly in the field of finance. The copula-based approach can be used to choose a model that describes the dependence structure and marginal behaviour of the data in
Eugeny Yu. Shchetinin
doaj +1 more source
Gaussian Process Vine Copulas for Multivariate Dependence
, 2013 Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of
Lopez-Paz, D. +2 more
openaire +4 more sources
An econometric Study for Vine Copulas [PDF]
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables.
Dominique Guegan, Pierre-André Maugis
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