Results 101 to 110 of about 89,598 (168)
An Econometric Study of 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
core
Vine copula based knockoff generation for high-dimensional controlled variable selection
, 2022 Vine copulas are a flexible tool for high-dimensional dependence modeling. In this article, we discuss the generation of approximate model-X knockoffs with vine copulas.
Kurz, Malte S.
core
Copula Modeling of COVID-19 Excess Mortality
RisksCOVID-19’s effects on mortality are hard to quantify. Issues with attribution can cause problems with resulting conclusions. Analyzing excess mortality addresses this concern and allows for the analysis of broader effects of the pandemic.
Jonas Asplund, Arkady Shemyakin
doaj +1 more source
Vine copula-based data generation for machine learning with an application to industrial processes
, 2022 Synthetic data generation of industrial processes exhibiting non-stationarity and complex, non-linear dependencies between their inputs and outputs is a challenging task.
Gaudreault, Jonathan +2 more
core
Learning Vine Copula Models for Synthetic Data Generation
Proceedings of the AAAI Conference on Artificial Intelligence, 2019 A vine copula model is a flexible high-dimensional dependence model which uses only bivariate building blocks. However, the number of possible configurations of a vine copula grows exponentially as the number of variables increases, making model selection a major challenge in development.
Yi Sun +2 more
openaire +4 more sources
An application of vine copula to the portfolio optimisation problem [PDF]
, 2015 : It is often very difficult to accurately measure dependence structure in multivariate distributions that exhibit asymmetry and heavy tail dependence. Hence, the use of copula models which have become popular nowadays because they take into account the ...
Sithole, Pansy Rumbidzai
core
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
doaj
Applied SciencesThis paper investigates the epistemic uncertainty associated with dependence modeling and its impact on structural reliability analysis when data for vine structure selection is limited.
Qiang Li, Gang Li, Yan Zeng, Wanxin He
doaj +1 more source
Partial correlation with copula modeling
, 2011 We propose a new partial correlation approach using Gaussian copula. Our empirical study found that the Gaussian copula partial correlation has the same value as that which is obtained by performing a Pearson\u27s partial correlation.
Jung, Yoon Sung +7 more
core +1 more source
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.
openaire +1 more source