Results 141 to 150 of about 493 (178)

Vine copula based structural equation models

open access: yesComputational Statistics & Data Analysis
openaire   +2 more sources

Vine Copula Based Modeling

Annual Review of Statistics and Its Application, 2022
With the availability of massive multivariate data comes a need to develop flexible multivariate distribution classes. The copula approach allows marginal models to be constructed for each variable separately and joined with a dependence structure characterized by a copula.
Claudia Czado, Thomas Nagler
exaly   +5 more sources

Vine Copula Models with GLM and Sparsity

SSRN Electronic Journal, 2016
Vine copula provides a flexible tool to capture asymmetry in modelling multivariate distributions. Nevertheless, its flexibility is achieved at the expense of exponentially increasing complexity of the model. To alleviate this issue, the simplifying assumption (SA) is commonly adapted in specific applications of vine copula models.
Dezhao Han, Ken Seng Tan, Chengguo Weng
openaire   +1 more source

Selection of Vine Copulas

2013
Vine copula models have proven themselves as a very flexible class of multivariate copula models with regard to symmetry and tail dependence for pairs of variables. The full specification of a vine model requires the choice of a vine tree structure, the copula families for each pair copula term and their corresponding parameters.
Claudia Czado   +2 more
openaire   +1 more source

Modeling vine-production function: An approach based on Vine Copula

Physica A: Statistical Mechanics and its Applications, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Constantino, Michel   +4 more
openaire   +1 more source

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