Cargando…
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...
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 |
Ejemplares similares
-
Novel pruning and truncating of the mixture of vine copula clustering models
por: Alanazi, Fadhah Amer
Publicado: (2022) -
Mixed vine copula flows for flexible modeling of neural dependencies
por: Mitskopoulos, Lazaros, et al.
Publicado: (2022) -
Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies
por: Syuhada, Khreshna, et al.
Publicado: (2020) -
Analyzing dependent data with vine copulas: a practical guide with R
por: Czado, Claudia
Publicado: (2019) -
Investigation of Corticomuscular Functional Coupling during Hand Movements Using Vine Copula
por: Ye, Fei, et al.
Publicado: (2022)