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Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

Many applications of risk analysis require us to jointly model multiple uncertain quantities. Bayesian networks and copulas are two common approaches to modeling joint uncertainties with probability distributions. This article focuses on new methodologies for copulas by developing work of Cooke, Bed...

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Detalles Bibliográficos
Autores principales: Bedford, Tim, Daneshkhah, Alireza, Wilson, Kevin J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: John Wiley and Sons Inc. 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4989465/
https://www.ncbi.nlm.nih.gov/pubmed/26332240
http://dx.doi.org/10.1111/risa.12471