Results 151 to 160 of about 289 (177)
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On copula-based collective risk models: from elliptical copulas to vine copulas
Scandinavian Actuarial Journal, 2020Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity.
Rosy Oh, Jae Youn Ahn, Woojoo Lee
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Mixture of D-vine copulas for modeling dependence
Computational Statistics & Data Analysis, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daeyoung Kim 0003 +3 more
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Vine copula classifiers for the mind reading problem
Progress in Artificial Intelligence, 2016In this paper we introduce vine copulas to model probabilistic dependencies in supervised classification problems. Vine copulas allow the representation of the dependence structure of multidimensional distributions as a factorization of bivariate pair-copulas.
Diana Carrera +2 more
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Model selection for discrete regular vine copulas
Computational Statistics & Data Analysis, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anastasios Panagiotelis +3 more
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Vine copula regression for observational studies
AStA Advances in Statistical Analysis, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roger M. Cooke, Harry Joe, Bo Chang
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Vine-copula GARCH model with dynamic conditional dependence
Computational Statistics & Data Analysis, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mike K. P. So, Cherry Y. T. Yeung
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Multi-model D-vine copula regression model with vine copula-based dependence description
Computers & Chemical Engineering, 2022Shisong Liu, Shaojun Li
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2010
Empirical researches in financial literature have shown evidence of a skewness and a time conditioning in the univariate behaviour of stock returns and, overall, in their dependence structure. The inadequacy of the elliptical and, in general, symmetrical multivariate constant model assumptions, when this type of dependence occurs, is an almost stylized
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Empirical researches in financial literature have shown evidence of a skewness and a time conditioning in the univariate behaviour of stock returns and, overall, in their dependence structure. The inadequacy of the elliptical and, in general, symmetrical multivariate constant model assumptions, when this type of dependence occurs, is an almost stylized
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Multivariate analysis of rainfall and its deficiency signatures using vine copulas
International Journal of Climatology, 2022Mohammad Nazeri Tahroudi +2 more
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Agricultural Drought Prediction Based on Conditional Distributions of Vine Copulas
Water Resources Research, 2021Haijiang Wu, Xiaoling Su
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