[HTML][HTML] Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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 …
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
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 …
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
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 …
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 …
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
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 …
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 …
implementations of various kernel estimators for the copula density. Due to a variety of …
Nonparametric estimation of simplified vine copula models: comparison of methods
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 …
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 …
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
Soils are natural ecosystems that provide ecosystem services, whose provision depends on
multiple soil properties, climate conditions and human management. Dependence among …
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 …
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 …
be determined through the joint occurrence of storm surges, rainfall and river discharge …