Results 81 to 90 of about 276 (185)

A Bivariate Copula–Driven Multi-State Model for Statistical Analysis in Medical Research

Mathematics
We develop and evaluate a copula-based multistate model for illness–death processes with dependent transition times. The framework couples Cox proportional hazards models for the marginal transition intensities with Archimedean copulas to capture ...
Hugo Brango, Roger Tovar-Falón, Guillermo Martínez-Flórez   +2 more
doaj   +1 more source

Finansal bağımlılık analizi: Vine ve CD Vine Copula yaklaşımları

, 2021
Bu çalışma giriş, önceki çalışmalar, materyal metod, bulgular ve sonuç olmak üzere beş bölümden oluşmaktadır. Birinci bölümde copula fonksiyonunun bölümleri ve önemi hakkında bilgi verilmiştir. İkinci bölümde copula fonksiyonlarının özellikle finansal alanda yapmış olduğu çalışmalar hakkında bilgi verilmiştir.
openaire   +1 more source

Design flood estimation of cascade reservoirs based on vine-copula flood regional composition

Journal of Hydrology: Regional Studies
Study region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong, Yanfeng He, Shenglian Guo, Yuzuo Xie, Chong-Yu Xu   +4 more
doaj   +1 more source

Factor Tree Copula Models for Item Response Data. [PDF]

Psychometrika, 2023
Kadhem SH, Nikoloulopoulos AK.
europepmc   +1 more source

Exhaustive Structure Learning of R-Vine Copula Models for Analyzing Multiband Spectrum Utilization in Mobile Communications

IEEE Access
Accurate modeling of multiband spectrum utilization is essential for data-driven spectrum management and refarming in mobile communication systems. However, the bounded and non-Gaussian nature of Resource Block (RB) utilization, together with complex ...
Yunbae Kim, Jonghun Yoon, Hyeyeon Kwon, and Seungkeun Park   +3 more
doaj   +1 more source

Factor Copula through a vine structure

, 2012
Copula functions have been widely used in actuarial science, finance and econometrics. Though multivariate copulas allow for a flexible specification of the dependence structure of economic variables, they are not particularly tempting in high dimensional contexts.
openaire   +3 more sources

Chimera: An atlas of regular vines on up to 8 nodes. [PDF]

Sci Data, 2023
Morales-Nápoles O, Rajabi-Bahaabadi M, Torres-Alves GA, 't Hart CMP.   +3 more
europepmc   +1 more source

Investigating the probabilistic behavior of reference evapotranspiration using Vine tree sequence

Applied Water Science
Reference evapotranspiration, which includes the contribution of climatic conditions in potential evapotranspiration, is considered as an important and strategic criterion in water resources management and irrigation designs.
Aliheidar Nasrolahi, Mohammad Nazeri Tahroudi, Yaser Sabzevari   +2 more
doaj   +1 more source

Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas. [PDF]

Risk Anal, 2016
Bedford T, Daneshkhah A, Wilson KJ.
europepmc   +1 more source

An econometric Study for Vine Copulas

, 2011
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 ...
Guegan, Dominique, Maugis, Pierre-André
openaire   +2 more sources