Results 61 to 70 of about 292 (177)

Mixed D-vine copula-based conditional quantile model for stochastic monthly streamflow simulation

open access: yesWater Science and Engineering
Copula functions have been widely used in stochastic simulation and prediction of streamflow. However, existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.
Wen-zhuo Wang   +5 more
doaj   +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

Stepwise Variational Inference with Vine Copulas

open access: yesCoRR
We propose stepwise variational inference (VI) with vine copulas: a universal VI procedure that combines vine copulas with a novel stepwise estimation procedure of the variational parameters. Vine copulas consist of a nested sequence of trees built from copulas, where more complex latent dependence can be modeled with increasing number of trees.
Elisabeth Griesbauer   +4 more
openaire   +2 more sources

Truncation of vine copulas using fit indices

open access: yesJournal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eike C. Brechmann, Harry Joe
openaire   +1 more source

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

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

Predicting times to event based on vine copula models

open access: yesComputational Statistics & Data Analysis, 2022
In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula models to make point and interval predictions for a right-censored response variable given mixed discrete-continuous ...
Shenyi Pan, Harry Joe
openaire   +3 more sources

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

Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference.

open access: yesPLoS ONE, 2020
An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference.
Bram Thijssen, Lodewyk F A Wessels
doaj   +1 more source

THE INTEGRATION OF PIGMEAT MARKETS IN THE EU. EVIDENCE FROM A REGULAR MIXED VINE COPULA [PDF]

open access: yesReview of Agricultural and Applied Economics, 2016
The objective of this work is to investigate the degree of integration of national pigmeat markets in the EU. This is pursued using monthly wholesale prices from seven major markets and the statistical tool of mixed R-vine copulas.
Vasilis GRIGORIADIS   +2 more
doaj   +1 more source

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