[HTML][HTML] Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

T Nagler, C Czado - Journal of Multivariate Analysis, 2016 - Elsevier
Practical applications of nonparametric density estimators in more than three dimensions
suffer a great deal from the well-known curse of dimensionality: convergence slows down as …

The utility of less-common statistical methods for analyzing agricultural systems: Focus on kernel density estimation, copula modeling and extreme value theory

T Senga Kiesse, MS Corson - Behaviormetrika, 2023 - Springer
A variety of statistical methods have been developed for multivariate analysis of agricultural
systems. Some statistical methods are rarely used to study these systems, although they can …

Analyzing and modeling inter-sensor relationships for strain monitoring data and missing data imputation: a copula and functional data-analytic approach

Z Chen, H Li, Y Bao - Structural Health Monitoring, 2019 - journals.sagepub.com
Data analysis and modeling are very important in structural health monitoring. A good model
is very conducive to better understanding, interpretation, estimation or prediction of structural …

Hierarchical variable clustering via copula-based divergence measures between random vectors

S De Keyser, I Gijbels - International Journal of Approximate Reasoning, 2024 - Elsevier
This article considers rank-invariant clustering of continuous data via copula-based Φ-
dependence measures. The general theoretical framework establishes dependence …

Nonparametric approach to copula estimation in compounding the joint impact of storm surge and rainfall events in coastal flood analysis

S Latif, SP Simonovic - Water Resources Management, 2022 - Springer
The joint probability modelling of storm surges and rainfall events is the main task in
assessing compound flood risk in low-lying coastal areas. These extreme or non-extreme …

kdecopula: An R package for the kernel estimation of bivariate copula densities

T Nagler - Journal of Statistical Software, 2018 - jstatsoft.org
We describe the R package kdecopula (current version 0.9. 2), which provides fast
implementations of various kernel estimators for the copula density. Due to a variety of …

Nonparametric estimation of simplified vine copula models: comparison of methods

T Nagler, C Schellhase, C Czado - Dependence Modeling, 2017 - degruyter.com
In the last decade, simplified vine copula models have been an active area of research.
They build a high dimensional probability density from the product of marginals densities …

A nonparametric seismic fragility analysis methodology based on Log-TKDE and copula function for sea-crossing bridge under multi-hazard action

G Song, H Jiang, X Bai, C Li, C Zeng - Ocean Engineering, 2025 - Elsevier
Seismic fragility analysis is a common tool to reveal damage progression and assess
structural safety. However, the existing fragility analysis methodologies for sea-crossing …

Assessing dependence between soil ecosystem services as a function of weather and soil: Application of vine copula modeling

TS Kiessé, B Lemercier, MS Corson… - … Modelling & Software, 2024 - Elsevier
Soils are natural ecosystems that provide ecosystem services, whose provision depends on
multiple soil properties, climate conditions and human management. Dependence among …

Trivariate Joint Distribution Modelling of Compound Events Using the Nonparametric D-Vine Copula Developed Based on a Bernstein and Beta Kernel Copula …

S Latif, SP Simonovic - Hydrology, 2022 - mdpi.com
Low-lying coastal communities are often threatened by compound flooding (CF), which can
be determined through the joint occurrence of storm surges, rainfall and river discharge …