Conditional Inferences Based on Vine Copulas with Applications to Credit\n Spread Data of Corporate Bonds [PDF]
, 2020 Shenyi Pan, Harry Joe, Guo‐Fu Li
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Beyond linear dynamic functional connectivity: a vine copula change point model [PDF]
, 2021 Xin Xiong, Ivor Cribben
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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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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
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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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Truncating Regular Vine Copula Based on Mutual Information: An Efficient Parsimonious Model for High-Dimensional Data [PDF]
, 2021 Fadhah Amer Alanazi
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Chimera: An atlas of regular vines on up to 8 nodes. [PDF]
Sci Data, 2023 Morales-Nápoles O +3 more
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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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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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Canonical Vine Copulas in the Context of Modern Portfolio Management
, 2018 Rand Kwong Yew Low +3 more
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