Results 91 to 100 of about 292 (177)
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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Value-at-Risk with Vine Copulas
, 2023 Especially when considering a portfolio with multiple assets the dependence structure in-between them is crucial regarding the grade of diversification and risk assessment. Models which consist of the multivariate normal distribution are popular because of their simplicity and fast calculation time.
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An econometric Study for Vine Copulas
, 2011 We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable ...
Guegan, Dominique, Maugis, Pierre-André
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Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-
IEEE Open Journal of the Communications SocietyOutage performance in multi-port fluid antenna (FA) systems is governed by the tail dependence between correlated ports, which Gaussian-copula models cannot capture.
Mohammad Al Bataineh, Zaid Albataineh
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Design flood estimation of cascade reservoirs based on vine-copula flood regional composition
Journal of Hydrology: Regional StudiesStudy region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong +4 more
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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
europepmc +1 more source
IEEE AccessAccurate modeling of multiband spectrum utilization is essential for data-driven spectrum management and refarming in mobile communication systems. However, the bounded and non-Gaussian nature of Resource Block (RB) utilization, together with complex ...
Yunbae Kim +3 more
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Factor Copula through a vine structure
, 2012 Copula functions have been widely used in actuarial science, finance and econometrics. Though multivariate copulas allow for a flexible specification of the dependence structure of economic variables, they are not particularly tempting in high dimensional contexts.
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Investigating the probabilistic behavior of reference evapotranspiration using Vine tree sequence
Applied Water ScienceReference evapotranspiration, which includes the contribution of climatic conditions in potential evapotranspiration, is considered as an important and strategic criterion in water resources management and irrigation designs.
Aliheidar Nasrolahi +2 more
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Chimera: An atlas of regular vines on up to 8 nodes. [PDF]
Sci Data, 2023 Morales-Nápoles O +3 more
europepmc +1 more source