Results 91 to 100 of about 3,920 (236)
D-vine copula based quantile regression and the simplifying assumption for vine copulas [PDF]
, 2017 In the first part of this thesis we propose a novel semiparametric approach to perform quantile regression using D-vine copulas, a subclass of the flexible class of vine copula models. Various applications and the extension to discrete data are presented.
openaire
Applied Sciences, 2019 This paper concentrates on the capacity credit (CC) evaluation of wind energy, where a new method for constructing the joint distribution of wind speed and load is proposed.
Jilin Cai +3 more
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Modelling international financial returns with a multivariate regime switching copula [PDF]
In order to capture observed asymmetric dependence in international financial returns, we construct a multivariate regime-switching model of copula. We model dependence with one Gaussian and one canonical vine copula regime.
Alfonso , VALDESOGO +2 more
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Copula Modeling of COVID-19 Excess Mortality
RisksCOVID-19’s effects on mortality are hard to quantify. Issues with attribution can cause problems with resulting conclusions. Analyzing excess mortality addresses this concern and allows for the analysis of broader effects of the pandemic.
Jonas Asplund, Arkady Shemyakin
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Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis [PDF]
The investment decision on the placement of wind turbines is, neglecting legal formalities, mainly driven by the aim to maximize the expected annual energy production of single turbines.
Grothe, Oliver, Schnieders, Julius
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Contributions to Vine-Copula Modeling
, 2022 Regular vine-copula models (R-vines) are a powerful statistical tool for modeling thedependence structure of multivariate distribution functions. In particular, they allow modelingdierent types of dependencies among random variables independently of their marginaldistributions, which is deemed the most valued characteristic of these models.
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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 selection a major challenge in development.
Sun, Yi +2 more
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A Bivariate Copula–Driven Multi-State Model for Statistical Analysis in Medical Research
MathematicsWe develop and evaluate a copula-based multistate model for illness–death processes with dependent transition times. The framework couples Cox proportional hazards models for the marginal transition intensities with Archimedean copulas to capture ...
Hugo Brango +2 more
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A D-Vine Copula-Based Model for Repeated Measurements Extending Linear Mixed Models with Homogeneous Correlation Structure [PDF]
, 2018 Matthias Killiches, Claudia Czado
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