Results 161 to 170 of about 70,213 (199)

Credible capacity evaluation of virtual power plants considering wind and PV uncertainties. [PDF]

Sci Rep
Li C, Dai J, Zhu S, Guo R, Liu Z, Jiang Y, Tian S, Wen Y.   +7 more
europepmc   +1 more source

A novel generalized Weibull Poisson G class of continuous probabilistic distributions with some copulas, properties and applications to real-life datasets. [PDF]

Sci Rep
Hashem AF, Abdelkawy MA, Muse AH, Yousof HM.   +3 more
europepmc   +1 more source

Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition

, 2019
PETITJEAN, Simon Paul, SCHILTZ, Jang
openaire   +1 more source

Attribution of flood impacts shows strong benefits of adaptation in Europe since 1950. [PDF]

Sci Adv
Paprotny D, Tilloy A, Treu S, Buch A, Vousdoukas MI, Feyen L, Kreibich H, Merz B, Frieler K, Mengel M.   +9 more
europepmc   +1 more source

Profile-aided distillation framework for personalized sleep analysis with compact models using LLM-guided synthetic data. [PDF]

Front Physiol
Zheng H, Ai X, Liu X, Xing X, Xu X.
europepmc   +1 more source

Vine copula based structural equation models

Computational Statistics & Data Analysis
openaire   +3 more sources

Mixture of D-Vine Copulas for Modeling Dependence

Computational Statistics and Data Analysis, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daeyoung Kim, Yoonsung Jung, Jong-Min Kim   +2 more
exaly   +4 more sources

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Vine Copula Based Modeling

Annual Review of Statistics and Its Application, 2022
Statistics
Claudia Czado, Thomas Nagler
exaly   +5 more sources

Gradient-Boosted Generalized Linear Models for Conditional Vine Copulas [PDF]

Environmetrics
Jobst D, Möller AC, Groß J. Gradient-Boosted Generalized Linear Models for Conditional Vine Copulas. Environmetrics . 2024.Vine copulas are flexible dependence models using bivariate copulas as building blocks.
Annette Möller, Jürgen Gross, David Jobst   +2 more
exaly   +4 more sources

Application of Vine Copulas to Credit Portfolio Risk Modeling

Journal of Risk and Financial Management, 2016
In this paper, we demonstrate the superiority of vine copulas over conventional copulas when modeling the dependence structure of a credit portfolio. We show statistical and economic implications of replacing conventional copulas by vine copulas for a ...
Marco Geidosch, Fischer, Matthias, Geidosch, Marco, Matthias Fischer   +3 more
exaly   +2 more sources