Selecting and estimating regular vine copulae and application to financial returns

J Dissmann, EC Brechmann, C Czado… - … Statistics & Data Analysis, 2013 - Elsevier
Regular vine distributions which constitute a flexible class of multivariate dependence
models are discussed. Since multivariate copulae constructed through pair-copula …

[KNJIGA][B] Random fields for spatial data modeling

DT Hristopulos - 2020 - Springer
The series aims to: present current and emerging innovations in GIScience; describe new
and robust GIScience methods for use in transdisciplinary problem solving and decision …

Rock burst prediction probability model based on case analysis

S Wu, Z Wu, C Zhang - Tunnelling and underground space technology, 2019 - Elsevier
Most of grading results obtained by the traditional rock burst prediction model are
qualitatively expressed, the corresponding relationship between the rock burst prediction …

Impact of copula selection on geotechnical reliability under incomplete probability information

XS Tang, DQ Li, G Rong, KK Phoon, CB Zhou - Computers and …, 2013 - Elsevier
This paper aims to investigate the impact of copula selection on geotechnical reliability
under incomplete probability information. The copula theory is introduced briefly. Thereafter …

On the use of copulas in geotechnical engineering: A tutorial and state-of-the-art-review

JJ Sepúlveda-García, DA Alvarez - Archives of computational methods in …, 2022 - Springer
Copulas are functions that couple marginal distribution in order to generate joint probability
distribution functions; in this way, they model the dependence among random variables …

[HTML][HTML] Modelling skewed spatial random fields through the spatial vine copula

B Gräler - Spatial Statistics, 2014 - Elsevier
Studying phenomena that follow a skewed distribution and entail an extremal behaviour is
important in many disciplines. How to describe and model the dependence of skewed …

Probabilistic history matching using discrete Latin Hypercube sampling and nonparametric density estimation

C Maschio, DJ Schiozer - Journal of Petroleum Science and Engineering, 2016 - Elsevier
This paper describes a new iterative procedure for probabilistic history matching using a
discrete Latin Hypercube (DLHC) sampling method and nonparametric density estimation …

The pair-copula construction for spatial data: a new approach to model spatial dependency

B Gräler, E Pebesma - Procedia Environmental Sciences, 2011 - Elsevier
Copulas are a flexible tool to model dependence of random variables. They cover the range
from perfect negative to positive dependence, include the independent case and incorporate …

Time-variant reliability assessment for bridge structures based on deep learning and regular vine copula models

Q **ao, Y Liu, C Chen, L Zhou, Z Liu, Z Jiang, B Yang… - Measurement, 2024 - Elsevier
This study proposes a novel method for assessing the time-variant reliability of bridge
structures by combining deep learning and regular vine (R-vine) copula models. The sample …

Reliability analysis of bridge girders based on regular vine Gaussian copula model and monitored data

Q **ao, Y Liu, L Zhou, Z Liu, Z Jiang, L Tang - Structures, 2022 - Elsevier
For improving the reliability analysis of bridge girders, a consideration of the nonlinear
dependence among multivariable random variables is essential. Thus, this study presents a …