Results 61 to 70 of about 462 (184)

RESEARCH ON DYNAMIC SYSTEM RELIABILITY MODEL OF HIGH DIMENSIONAL COPULA FUNCTION

Jixie qiangdu, 2022
Aiming at the dynamic mechanical system with multiple failure correlation, the copula function is used to describe the correlation of failure modes among units, and a reliability model of dynamic mechanical system with multiple failure correlations is ...
FENG Jun, LIU Wei, TAN Long, LI Yi
doaj  

Multivariate modeling of flood characteristics using Vine copulas

Environmental Earth Sciences, 2020
Vine copulas provide a great deal of flexibility in modeling complex dependence structures between the variables. In spite of its importance, very limited attention has been paid in hydrology field. In the present study, multivariate modelling of flood characteristics was performed using traditional Archimedean and Elliptical and Vine copulas.
Fatih Tosunoglu, Faruk Gürbüz, Muhammet Nuri İspirli   +2 more
openaire   +3 more sources

Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and Cryptocurrencies

The Manchester School, Volume 94, Issue 1, Page 75-89, January 2026.
ABSTRACT This study aims to conduct an in‐depth analysis of the complex nonlinear dependence relationships between cryptocurrencies and gold within the stocks of BRICS countries. The study employs a GARCH‐EVT‐Vine‐Copula and wavelet coherence models to evaluate the interconnectedness, tail risk and Co‐movement pattern of these assets before and after ...
Jiale Yan
wiley   +1 more source

Seismic Reliability Analysis of Reinforced Concrete Arch Bridges Considering Component Correlation

Buildings
To more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, based
Jianjun Liu, Jijin Zhang, Hanzhao Zhang, Hongping Ye, Xuemin Wang   +4 more
doaj   +1 more source

Vine copulas structures modeling on Russian stock market

Discrete and Continuous Models and Applied Computational Science, 2019
Pair-copula constructions have proven to be a useful tool in statistical modeling, particularly in the field of finance. The copula-based approach can be used to choose a model that describes the dependence structure and marginal behaviour of the data in
Eugeny Yu. Shchetinin
doaj   +1 more source

A class of directed acyclic graphs with mixed data types in mediation analysis

Canadian Journal of Statistics, Volume 53, Issue 4, December 2025.
Abstract We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear structural equation model to accommodate many data types arising from the application of mediation analysis ...
Wei Hao, Canyi Chen, Peter X.‐K. Song
wiley   +1 more source

D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns

IEEE Access
Flight dynamic-based physical models are employed to assess the risk of runway overruns, predicting risk based on the metric given by the distance to a controllable speed of 80 knots after landing.
Hassan Alnasser, Marco Pfahler, Ariane Hanebeck, Lukas Beller, Claudia Czado   +4 more
doaj   +1 more source

Forecasted Scenarios of Regional Wind Farms Based on Regular Vine Copulas

Journal of Modern Power Systems and Clean Energy, 2020
Owing to the uncertainty and volatility of wind energy, forecasted wind power scenarios with proper spatio-temporal correlations are needed in various decision-making problems involving power systems.
Zhao Wang, Weisheng Wang, Chun Liu, Bo Wang   +3 more
doaj   +1 more source

A Novel Flexible Kernel Density Estimator for Multimodal Probability Density Functions

CAAI Transactions on Intelligence Technology, Volume 10, Issue 6, Page 1759-1782, December 2025.
ABSTRACT Estimating probability density functions (PDFs) is critical in data analysis, particularly for complex multimodal distributions. traditional kernel density estimator (KDE) methods often face challenges in accurately capturing multimodal structures due to their uniform weighting scheme, leading to mode loss and degraded estimation accuracy ...
Jia‐Qi Chen, Yu‐Lin He, Ying‐Chao Cheng, Philippe Fournier‐Viger, Ponnuthurai Nagaratnam Suganthan, Joshua Zhexue Huang   +5 more
wiley   +1 more source

Simplified vine copula models: State of science and affairs

Risk Sciences
Vine copula models have become highly popular practical tools for modeling multivariate dependencies. To maintain tractability, a commonly employed simplifying assumption is that conditional copulas remain unchanged by the conditioning variables.
Thomas Nagler
doaj   +1 more source