Results 21 to 30 of about 3,920 (236)
Simulation of potential evapotranspiration values based on vine copula
Meteorological Applications, 2021 Vine copula had a great impact on the study and analysis of dependence structures in various sciences. In multivariate analyses with dimensions of more than two variables, it is associated with computational complexities that solve vine copulas and these
Abbas Khashei‐Siuki +3 more
doaj +1 more source
A continuous rainfall model based on vine copulas [PDF]
Hydrology and Earth System Sciences, 2015 Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence.
H. Vernieuwe +3 more
doaj +1 more source
Pairs Trading; A Comparison between Student-t and Vine Copulas [PDF]
تحقیقات مالی, 2022 Objective: The main purpose of the present research was to compare the performance of pairs trading based on the Vine Copula, Student's t Copula, and Distance approaches. This was done for the first time on the Tehran Stock Exchange (TSE).
Maryam Davallou, Ardavan Yazdi
doaj +1 more source
A Mixture of Regular Vines for Multiple Dependencies
Journal of Probability and Statistics, 2021 To uncover complex hidden dependency structures among variables, researchers have used a mixture of vine copula constructions. To date, these have been limited to a subclass of regular vine models, the so-called drawable vine, fitting only one type of ...
Fadhah Amer Alanazi
doaj +1 more source
Comparison between canonical vine copulas and a meta-Gaussian model for forecasting agricultural drought over China [PDF]
Hydrology and Earth System Sciences, 2022 Agricultural drought mainly stems from reduced soil moisture and precipitation, and it causes adverse impacts on the growth of crops and vegetation, thereby affecting agricultural production and food security.
H. Wu +9 more
doaj +1 more source
Financial dependence analysis: applications of vine copulas [PDF]
Statistica Neerlandica, 2013 This paper features the application of a novel and recently developed method of statistical and mathematical analysis to the assessment of financial risk, namely regular vine copulas. Dependence modelling using copulas is a popular tool in financial applications but is usually applied to pairs of securities.
Allen, David E. +4 more
openaire +8 more sources
Technical and allocative inefficiency in production systems: a vine copula approach
Dependence Modeling, 2022 Modeling the error terms in stochastic frontier models of production systems requires multivariate distributions with certain characteristics. We argue that canonical vine copulas offer a natural way to model the pairwise dependence between the two main ...
Zhai Jian, James Robert, Prokhorov Artem
doaj +1 more source
Ecological Indicators, 2023 Best management practices (BMPs) have wide application in non-point source (NPS) pollution abatement in agricultural watersheds. Multivariate analysis of BMPs reduction effects taking their randomness and correlations into account is significant to ...
Wenlu Ding +6 more
doaj +1 more source
A Framework for Generating Realistic Synthetic Tabular Data in a Randomized Controlled Trial Setting [PDF]
Stat MedABSTRACT Generation of realistic synthetic data has garnered considerable attention in recent years, particularly in the health research domain due to its utility in, for instance, sharing data while protecting patient privacy or determining optimal clinical trial design.
Petrakos N, Moodie E, Savy N.
europepmc +2 more sources
covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas
Journal of Statistical Software, 2022 In factor analysis and structural equation modeling non-normal data simulation is traditionally performed by specifying univariate skewness and kurtosis together with the target covariance matrix.
Steffen Grønneberg +2 more
doaj +1 more source