Results 41 to 50 of about 3,920 (236)

A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence [PDF]

, 2015
A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context.
Aas K, Aristidis K Nikoloulopoulos, Brenner H, Chu H, Chu H, Demidenko E, Genest C, Genest C, Genest C, Hamza TH, Hoyer A, Hua L, Hult H, Joe H, Joe H, Joe H, Joe H, Joe H, Karageorgopoulos DE, Kurowicka D, Kuss O, Leeflang MMG, Leeflang MMG, Ma X, Mavridis D, McNeil AJ, Nash JC, Nelsen RB, Nikoloulopoulos AK, Nikoloulopoulos AK, Nikoloulopoulos AK, Nikoloulopoulos AK, Nikoloulopoulos AK, Nikoloulopoulos AK, Nikoloulopoulos AK, Panagiotelis A, Paul M, Serfling RJ, Shen C, Stroud AH, Vuong QH, Ye Y   +41 more
core   +2 more sources

The relationship between WIG-subindexes: evidence from the Warsaw Stock Exchange

Managerial Economics, 2015
Evidence on links among the major Warsaw Stock Exchange subindexes using daily data from the period of 2011.03.01 to 2014.07.21 is provided in the paper. The empirical study for eleven WIG-sectoral subindexes with 844 observations was conducted by means
Henryk Gurgul, Robert Syrek
doaj   +1 more source

Application of a Vine Copula for Multi-Line Insurance Reserving

Risks, 2020
This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
doaj   +1 more source

A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution [PDF]

, 2015
Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives, because studies that
Arends, Aristidis K. Nikoloulopoulos, Brechmann, Chu, Chu, Chu, Chu, Demidenko, Genest, Genest, Genest, Genest, Glas, Hamza, Harbord, Harbord, Heffernan, Hua, Hult, Jackson, Jackson, Joe, Joe, Joe, Joe, Kurowicka, Kuss, Lee, Ma, Mavridis, Mavridis, Nash, Nelsen, Nikoloulopoulos, Nikoloulopoulos, Nikoloulopoulos, Nikoloulopoulos, Nikoloulopoulos, Nikoloulopoulos, Normand, Paul, Reitsma, Riley R, Rutter, Rücker, Sarmanov, Scheidler, Serfling, Shen, Sklar, Stroud, Vuong   +51 more
core   +2 more sources

An Econometric Study of Vine Copulas [PDF]

SSRN Electronic Journal, 2010
We 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. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable ...
Dominique Guegan, Pierre-André Maugis
openaire   +3 more sources

Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series

, 2018
We propose a new variational Bayes estimator for high-dimensional copulas with discrete, or a combination of discrete and continuous, margins. The method is based on a variational approximation to a tractable augmented posterior, and is faster than ...
Loaiza-Maya, Ruben, Smith, Michael Stanley   +1 more
core   +1 more source

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders

, 2019
We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional representation. Second, the multivariate distribution of the encoded data is estimated with vine copulas.
Tagasovska, Natasa, Ackerer, Damien, Vatter, Thibault   +2 more
openaire   +3 more sources

Modeling International Financial Returns with a Multivariate Regime Switching Copula [PDF]

In order to capture observed asymmetric dependence in international financial returns, we construct a multivariate regime-switching model of copulas. We model dependence with one Gaussian and one canonical vine copula regime.
Chollete, Loran, Heinen, Andreas, Valdesogo, Alfonso   +2 more
core   +7 more sources

Explaining predictive models using Shapley values and non-parametric vine copulas

Dependence Modeling, 2021
In this paper the goal is to explain predictions from complex machine learning models. One method that has become very popular during the last few years is Shapley values.
Aas Kjersti, Nagler Thomas, Jullum Martin, Løland Anders   +3 more
doaj   +1 more source

Flexible methods for species distribution modeling with small samples

Ecography, EarlyView.
Species distribution models (SDMs) predict where species live or could potentially live and are a key resource for ecological research and conservation decision‐making. However, current SDM methods often perform poorly for rare or inadequately sampled species, which include most species on earth, as well as most of those of the greatest conservation ...
Brian S. Maitner, Robert L. Richards, Ben S. Carlson, John M. Drake, Cory Merow   +4 more
wiley   +1 more source