Results 1 to 10 of about 2,966 (203)
Novel pruning and truncating of the mixture of vine copula clustering models [PDF]
Scientific Reports, 2022 The mixture of the vine copula densities allows selecting the vine structure, the most appropriate type of parametric marginal distributions, and the pair-copulas individually for each cluster. Therefore, complex hidden dependence structures can be fully
Fadhah Amer Alanazi
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PLoS ONE, 2020 An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference.
Bram Thijssen, Lodewyk F A Wessels
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A Synthetic European Weather Dataset Based on Spatiotemporal Vine Copulas [PDF]
Scientific DataA stochastic weather generator provides data by capturing statistical properties of observed weather patterns, enabling the simulation of realistic time series beyond the historic record.
Judith N. Claassen +4 more
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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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Streamflow estimation at partially gaged sites using multiple-dependence conditions via vine copulas [PDF]
Hydrology and Earth System Sciences, 2021 Reliable estimates of missing streamflow values are relevant for water resource planning and management. This study proposes a multiple-dependence condition model via vine copulas for the purpose of estimating streamflow at partially gaged sites.
K.-H. Ahn
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Smooth nonparametric Bernstein vine copulas [PDF]
Quantitative Finance, 2012 We propose to use nonparametric Bernstein copulas as bivariate pair-copulas in high-dimensional vine models. The resulting smooth and nonparametric vine copulas completely obviate the error-prone need for choosing the pair-copulas from parametric copula families. By means of a simulation study and an empirical analysis of financial market data, we show
Gregor Wei{\ss}, Marcus Scheffer
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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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Simulation of potential evapotranspiration values based on vine copula
Meteorological Applications, 2021 Vine copula had a great impact on the study and analysis of dependence structures in various sciences. In multivariate analyses with dimensions of more than two variables, it is associated with computational complexities that solve vine copulas and these
Abbas Khashei‐Siuki +3 more
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MATVines: A vine copula package for MATLAB
SoftwareX, 2021 Vine copulas provide a way to model a d-dimensional copula with bivariate building blocks and have been applied to a wide range of research topics. The MATVines package is presented, which implements vine copula functionalities for MATLAB. In particular,
Maximilian Coblenz
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