Results 51 to 60 of about 2,966 (203)

D-vine copula based quantile regression [PDF]

open access: yesComputational Statistics & Data Analysis, 2017
Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on sequentially fitting a likelihood optimal D-vine copula to given data resulting in highly flexible models with easily ...
Daniel Kraus, Claudia Czado
openaire   +3 more sources

Copulas for Covariate Simulation in Pharmacometrics

open access: yesCPT: Pharmacometrics &Systems Pharmacology, Volume 15, Issue 4, April 2026.
ABSTRACT Patient‐specific covariates are commonly incorporated in pharmacometric and quantitative system pharmacology models to predict differences in pharmacokinetic or pharmacodynamic profiles between patients. When simulating new virtual populations of patients, generating realistic covariate sets that accurately reflect the correlation structures ...
Yuchen Guo   +3 more
wiley   +1 more source

R-vine Models for Spatial Time Series with an Application to Daily Mean Temperature [PDF]

open access: yes, 2014
We introduce an extension of R-vine copula models for the purpose of spatial dependency modeling and model based prediction at unobserved locations.
Czado, Claudia   +2 more
core  

Vine Copula-Based Classifiers with Applications

open access: yesJournal of Classification
Abstract The vine pair-copula construction can be used to fit flexible non-Gaussian multivariate distributions to a mix of continuous and discrete variables. With multiple classes, fitting univariate distributions and a vine to each class lead to posterior probabilities over classes that can be used for discriminant analysis.
Özge Şahin, Harry Joe
openaire   +3 more sources

Patient‐reported outcomes, postoperative pain and pain relief after day‐case surgery (POPPY): chronic post‐surgical pain prevalence and associations*

open access: yesAnaesthesia, Volume 81, Issue 4, Page 489-499, April 2026.
Summary Introduction Day‐case surgical activity is increasing in the UK yet there is a lack of data on the prevalence of chronic post‐surgical pain in this population. This study uses data from the POPPY study to estimate the prevalence of chronic post‐surgical pain after day‐case surgery, its relationship with quality of life and also explores ...
Adam B. Brayne   +2177 more
wiley   +1 more source

Discovering Low-Dimensional Descriptions of Multineuronal Dependencies

open access: yesEntropy, 2023
Coordinated activity in neural populations is crucial for information processing. Shedding light on the multivariate dependencies that shape multineuronal responses is important to understand neural codes.
Lazaros Mitskopoulos, Arno Onken
doaj   +1 more source

Alternative Approaches for Estimating Highest‐Density Regions

open access: yesInternational Statistical Review, Volume 94, Issue 1, Page 97-120, April 2026.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine

open access: yesJournal of Statistical Software, 2013
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann   +1 more
doaj  

Tail Risk in Weather Derivatives

open access: yesCommodities
Weather derivative markets, particularly Chicago Mercantile Exchange (CME) Heating Degree Day (HDD) and Cooling Degree Day (CDD) futures, face challenges from complex temperature dynamics and spatially heterogeneous co-extremes that standard Gaussian ...
Tuoyuan Cheng   +2 more
doaj   +1 more source

Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method

open access: yesInternational Journal of Financial Studies, 2022
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India ...
Benjamin Mudiangombe Mudiangombe   +1 more
doaj   +1 more source

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