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Package ‘VineCopula’ February 15, 2013 Type Package Title Statistical inference of vine copulas Version 1.1-1 Date 2013-02-07 Author Ulf Schepsmeier, Jakob Stoeber, Eike…

DISSERTATIONLehrstuhl fur Mathematische Statistik Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity Tobias Michael

Social Media Integration of Flood Data: A Vine Copula-Based Approach Lauren Ansell and Luciana Dalla Valle University of Plymouth October 7, 2021 Abstract Floods are the

Stationary vine copula models for multivariate time series Thomas Nagler∗ Daniel Krüger and Aleksey Min August 14 2020 Abstract Multivariate time series exhibit two types…

Assessing the VaR of a portfolio using D-vine copula based multivariate GARCH models Mathias Hofmanna,∗, Claudia Czadob aTechnische Universität München Zentrum Mathematik…

Introduction Quantification techniques for bowtie models in WORM project Workgroup for developing the Occupational Risk Model by Beata Kaczałko Master’s Thesis Risk and…

Model selection in sparse high-dimensional vine copula models with application to portfolio risk Thomas Nagler∗ , Christian Bumann†, Claudia Czado‡ November 20, 2018…

Stat Comput 2018 28:219–237 https:doi.org10.1007s11222-017-9727-9 Vine copula approximation: a generic method for coping with conditional dependence Mimi Zhang1 · Tim…

8152019 exchange rates: A vine copula based GARCH method Relationship between oil, stock prices and 114 1 3   Relationship between oil, stock prices and 4   exchange rates:…

Modelling Dependence in Space and Time with Vine Copulas Benedikt Gräler Problem Solution Vine-Copulas Bivariate Spatial Copula Spatio-Temporal Vine-Copula interpolation…

Package ‘VineCopula’ November 9, 2015 Type Package Title Statistical Inference of Vine Copulas Version 1.6-1 Date 2015-11-09 Author Ulf Schepsmeier, Jakob Stoeber, Eike…

Efficient goodness-of-fit tests in multi-dimensional vine copula models Ulf Schepsmeier Technische Universität München Lehrstuhl für Mathematische Statistik January…

Models for construction of multivariate dependence 2nd Vine Copula Workshop, Delft, 16. December 2008 Kjersti Aas, Norwegian Computing Center Joint work with Daniel Berg…

Learning Vine Copula Models For Synthetic Data Generation Yi Sun MIT Cambridge, MA Alfredo Cuesta-Infante Universidad Rey Juan Carlos Madrid, Spain Kalyan Veeramachaneni…

Working Paper Series Disentangling the role of the exchange rate in oil-related scenarios for the European stock market Javier Ojea Ferreiro Disclaimer: This paper should…

Learning Vine Copula Models For Synthetic Data Generation Yi Sun MIT Cambridge, MA Alfredo Cuesta-Infante Universidad Rey Juan Carlos Madrid, Spain Kalyan Veeramachaneni…

5/22/2018 Copula Regression 1/26BYRAHUL A. PARSADRAKE UNIVERSITY&STUART A. KLUGMANSOCIETY OF ACTUARIESCopula Regression5/22/2018 Copula Regression 2/26Outline of TalkOLS…

Package ‘copula’ February 14, 2012 Version 0.9-9 Date 2011-12-01 Title Multivariate dependence with copulas Author Jun Yan and Ivan Kojadinovic Maintainer Ivan Kojadinovic…

BY RAHUL A. PARSA DRAKE UNIVERSITY & STUART A. KLUGMAN SOCIETY OF ACTUARIES Copula Regression Outline of Talk OLS Regression Generalized Linear Models (GLM) Copula Regression…

Package ‘copula’ September 1, 2017 Version 0.999-18 VersionNote Last CRAN: 0.999-17 on 2017-06-17 Date 2017-08-31 Title Multivariate Dependence with Copulas Author Marius…