Results 111 to 120 of about 70,213 (199)

Pruning and Truncating the Mixture R-Vine Model Using the Mixture Weight

Journal of Probability and Statistics
Vine copula mixture models are highly flexible and can handle complex hidden dependencies among variables without restricting the parametric shape of the margins or the type of dependency structure.
Fadhah Alanazi
doaj   +1 more source

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.
openaire   +1 more source

Tail dependence functions and vine copulas

Tail dependence and conditional tail dependence functions describe, respectively, the tail probabilities and conditional tail probabilities of a copula at various relative scales.
Joe, Harry, Nikoloulopoulos, Aristidis K., Li, Haijun   +2 more
core  

An econometric Study for Vine Copulas

, 2010
International audienceWe 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.
Guegan, Dominique, Maugis, Pierre-André
core  

Copula Modeling of COVID-19 Excess Mortality

Risks
COVID-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
doaj   +1 more source

A Bivariate Copula–Driven Multi-State Model for Statistical Analysis in Medical Research

Mathematics
We 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, Roger Tovar-Falón, Guillermo Martínez-Flórez   +2 more
doaj   +1 more source

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.
openaire   +3 more sources

Note on new prospects on vines [PDF]

In this paper, we present a new methodology based on vine copulas to estimate multivariate distributions in high dimensions, taking advantage of the diversity of vine copulas.
Dominique Guegan, Pierre-André Maugis
core  

Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-m Fading Channels

IEEE Open Journal of the Communications Society
Outage 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
doaj   +1 more source

Design flood estimation of cascade reservoirs based on vine-copula flood regional composition

Journal of Hydrology: Regional Studies
Study 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, Yanfeng He, Shenglian Guo, Yuzuo Xie, Chong-Yu Xu   +4 more
doaj   +1 more source