Results 21 to 30 of about 1,223 (165)
Synchronization frequency analysis and stochastic simulation of multi-site flood flows based on the complicated vine copula structure [PDF]
Hydrology and Earth System SciencesAccurately modeling and predicting flood flows across multiple sites within a watershed presents significant challenges due to potential issues of insufficient accuracy and excessive computational demands in existing methodologies.
X. Yu, Y.-P. Xu, Y. Guo, S. Chen, H. Gu
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Joint Probability Distribution of Wind–Wave Actions Based on Vine Copula Function
Journal of Marine Science and EngineeringDuring its service life, a deep-sea floating structure is likely to encounter extreme marine disasters. The combined action of wind and wave loads poses a threat to its structural safety.
Yongtuo Wu +3 more
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Nonparametric estimation of simplified vine copula models: comparison of methods
Dependence Modeling, 2017 Nagler T, Schellhase C, Czado C. Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling. 2017;5(1):99-120.In the last decade, simplified vine copula models have been an active area of research.
Thomas Nagler +2 more
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Application of a Vine Copula for Multi-Line Insurance Reserving
Risks, 2020 This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
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Bayesian model selection for D-vine pair-copula constructions
Canadian Journal of Statistics, 2011 In recent years analyses of dependence structures using copulas have become more popular than the standard correlation analysis. Starting from Aas, Czado, Frigessi, and Bakken (2009) regular vine pair-copula constructions (PCCs) are considered the most ...
Aleksey Min, Claudia Czado
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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 ...
Cuesta-Infante, Alfredo +2 more
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Pairs Trading; A Comparison between Student-t and Vine Copulas [PDF]
تحقیقات مالی, 2022 Objective: The main purpose of the present research was to compare the performance of pairs trading based on the Vine Copula, Student's t Copula, and Distance approaches. This was done for the first time on the Tehran Stock Exchange (TSE).
Maryam Davallou, Ardavan Yazdi
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Application of vine copulas to dependence analysis of water quality data [PDF]
Journal of Applied Research in Water and Wastewater, 2022 In this study, using vine copulas and tree sequences, dependence analysis of groundwater quality variables (Total hardness (TH), Sodium adsorption ratio (SAR), Sodium percentage (Na %) and magnesium (Mg)) was performed.
Mohammad Nazeri Tahroudi +3 more
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Textile effluent treatment using Avocado seeds based activated carbon [PDF]
Journal of Applied Research in Water and Wastewater, 2022 In this study, using vine copulas and tree sequences, dependence analysis of groundwater quality variables (Total hardness (TH), Sodium adsorption ratio (SAR), Sodium percentage (Na %) and magnesium (Mg)) was performed.
Jacques Munyegaju +4 more
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Vine constructions of Lévy copulas [PDF]
Journal of Multivariate Analysis, 2013 Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional and Levy copulas, is to find flexible but still applicable models for higher dimensions. To overcome this problem,
Grothe, Oliver, Nicklas, Stephan
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