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
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Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks. [PDF]
Heliyon, 2022 Zeng H, Ahmed AD, Lu R, Dai N.
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Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. [PDF]
Financ Res Lett, 2022 Syuhada K, Suprijanto D, Hakim A.
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Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models. [PDF]
Empir Econ, 2022 Kielmann J, Manner H, Min A.
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A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data. [PDF]
PLoS One, 2021 Sharma C, Sahni N.
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Finansal bağımlılık analizi: Vine ve CD Vine Copula yaklaşımları
, 2021 Bu çalışma giriş, önceki çalışmalar, materyal metod, bulgular ve sonuç olmak üzere beş bölümden oluşmaktadır. Birinci bölümde copula fonksiyonunun bölümleri ve önemi hakkında bilgi verilmiştir. İkinci bölümde copula fonksiyonlarının özellikle finansal alanda yapmış olduğu çalışmalar hakkında bilgi verilmiştir.
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Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Journal of Statistical Software, 2013 Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann +1 more
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Ecological IndicatorsUnderstanding the lagged correlations between regional precipitation and large scale climate indicators (LCI) is crucial for water management and drought risk assessment.
Tianyan Zhang +8 more
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SystemsConsidering the effects of complex correlations between variables and uncertainty of degradation processes in multivariate degradation systems, a system reliability assessment method that integrated Chatterjee correlation coefficient and stochastic ...
Jiayin Tang, Mengjia Jiang, Yamin Mao
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Tail Risk in Weather Derivatives
CommoditiesWeather derivative markets, particularly Chicago Mercantile Exchange (CME) Heating Degree Day (HDD) and Cooling Degree Day (CDD) futures, face challenges from complex temperature dynamics and spatially heterogeneous co-extremes that standard Gaussian ...
Tuoyuan Cheng +2 more
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