Results 161 to 170 of about 462 (184)
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Selection of Regular Vine Copula Models

2019
The full specification of a vine copula model requires the choice of a vine tree structure, copula families for each pair copula term and their corresponding parameters. In this chapter, we discuss different frequentist selection and estimation approaches.
openaire   +1 more source

Vine copula Granger causality in quantiles

Applied Economics, 2023
Hyuna Jang, Jong-Min Kim, Hohsuk Noh
openaire   +1 more source

Vine disease detection in UAV multispectral images using optimized image registration and deep learning segmentation approach

Computers and Electronics in Agriculture, 2020
Mohamed Kerkech   +2 more
exaly  

Copula and Vine Modeling for Finance

2017
This article gives an introduction to copulas, pair copula constructions, and vines and presents some examples of their applications to financial problems.
openaire   +1 more source

Pair-copula constructions of multiple dependence

Insurance: Mathematics and Economics, 2009
Claudia Czado, Arnoldo Frigessi
exaly  

Copula-based reliability analysis of degrading systems with dependent failures

Reliability Engineering and System Safety, 2020
Guanqi Fang, Rong Pan, Yili Hong
exaly  

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