Results 121 to 130 of about 70,213 (199)
Copulas in finance and insurance [PDF]
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
core
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
doaj +1 more source
Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
europepmc +1 more source
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
Discovering Low-Dimensional Descriptions of Multineuronal Dependencies. [PDF]
Entropy (Basel), 2023 Mitskopoulos L, Onken A.
europepmc +1 more source
Specification of Informative Prior Distributions for Multinomial Models Using Vine Copulas [PDF]
We consider the specification of an informative prior distribution for the probabilities in a multinomial model. We utilise vine copulas: flexible multivariate distributions built using bivariate copulas stacked in a tree structure.
Wilson KJ
core +1 more source
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
doaj
Chimera: An atlas of regular vines on up to 8 nodes. [PDF]
Sci Data, 2023 Morales-Nápoles O +3 more
europepmc +1 more source
A new data integration framework for Covid-19 social media information. [PDF]
Sci Rep, 2023 Ansell L, Dalla Valle L.
europepmc +1 more source
The Impact of Model Misspecification on the Individual Causal Association in Surrogate Endpoint Evaluation. [PDF]
Pharm StatDeliorman G +4 more
europepmc +1 more source