Results 101 to 110 of about 2,966 (203)
Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
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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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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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Chimera: An atlas of regular vines on up to 8 nodes. [PDF]
Sci Data, 2023 Morales-Nápoles O +3 more
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Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas. [PDF]
Risk Anal, 2016 Bedford T, Daneshkhah A, Wilson KJ.
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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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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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A new data integration framework for Covid-19 social media information. [PDF]
Sci Rep, 2023 Ansell L, Dalla Valle L.
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Dependence analysis of ethanol, suga, oil, BRL/USD exchange rate and Bovespa: a vine copula approach
Economia Aplicada, 2015 The aim of this study is to assess the dependence relationship of the sugarcane sector (represented by Ethanol and Sugar), Oil, BRL/USD Exchange Rate and Brazilian stock market (represented by the BOVESPA – Bolsa de Valores de São Paulo – Index).
Anderson Gomes Resende, Osvaldo Candido
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Mixed vine copula flows for flexible modeling of neural dependencies. [PDF]
Front Neurosci, 2022 Mitskopoulos L, Amvrosiadis T, Onken A.
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