Random Traffic Flow Simulation of Heavy Vehicles Based on R-Vine Copula Model and Improved Latin Hypercube Sampling Method. [PDF]
Sensors (Basel), 2023 Lu H, Sun D, Hao J.
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A D-vine copula-based quantile regression model with spatial dependence for COVID-19 infection rate in Italy. [PDF]
Spat Stat, 2022 D'Urso P, De Giovanni L, Vitale V.
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D-vine copula based quantile regression and the simplifying assumption for vine copulas [PDF]
, 2017 In the first part of this thesis we propose a novel semiparametric approach to perform quantile regression using D-vine copulas, a subclass of the flexible class of vine copula models. Various applications and the extension to discrete data are presented.
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RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL
Jixie qiangdu, 2019 Aiming at mechanical parts for multi-failure modes,the advantages of using Copula functions to describe correlations,a reliability modeling method for multi-failure mode related mechanical parts is proposed.
HU QiGuo, ZHOU Song
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Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks. [PDF]
Heliyon, 2022 Zeng H, Ahmed AD, Lu R, Dai N.
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The Relationship Between ESG Scores and Value-at-Risk: A Vine Copula–GARCH Based Approach
Journal of Risk and Financial ManagementRecently, the introduction of Environmental, Social, and Governance (ESG) scores has become crucial for investment decisions and in minimizing portfolio risk.
Stefano Demartis, Barbara Rogo
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Contributions to Vine-Copula Modeling
, 2022 Regular vine-copula models (R-vines) are a powerful statistical tool for modeling thedependence structure of multivariate distribution functions. In particular, they allow modelingdierent types of dependencies among random variables independently of their marginaldistributions, which is deemed the most valued characteristic of these models.
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Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. [PDF]
Financ Res Lett, 2022 Syuhada K, Suprijanto D, Hakim A.
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A D-Vine Copula-Based Model for Repeated Measurements Extending Linear Mixed Models with Homogeneous Correlation Structure [PDF]
, 2018 Matthias Killiches, Claudia Czado
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