[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Vine copula based modeling

C Czado, T Nagler - Annual Review of Statistics and Its …, 2022 - annualreviews.org
With the availability of massive multivariate data comes a need to develop flexible
multivariate distribution classes. The copula approach allows marginal models to be …

So many variables: joint modeling in community ecology

DI Warton, FG Blanchet, RB O'Hara… - Trends in ecology & …, 2015 - cell.com
Technological advances have enabled a new class of multivariate models for ecology, with
the potential now to specify a statistical model for abundances jointly across many taxa, to …

[KİTAP][B] Dependence modeling with copulas

H Joe - 2014 - books.google.com
Dependence Modeling with Copulas covers the substantial advances that have taken place
in the field during the last 15 years, including vine copula modeling of high-dimensional …

Data-driven polynomial chaos expansion for machine learning regression

E Torre, S Marelli, P Embrechts, B Sudret - Journal of Computational …, 2019 - Elsevier
We present a regression technique for data-driven problems based on polynomial chaos
expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ) …

A review of multivariate distributions for count data derived from the Poisson distribution

DI Inouye, E Yang, GI Allen… - Wiley Interdisciplinary …, 2017 - Wiley Online Library
The Poisson distribution has been widely studied and used for modeling univariate count‐
valued data. However, multivariate generalizations of the Poisson distribution that permit …

Modeling customer opt-in and opt-out in a permission-based marketing context

V Kumar, X Zhang, A Luo - Journal of Marketing Research, 2014 - journals.sagepub.com
The rise of new media is hel** marketers evolve from digital to interactive marketing,
which facilitates a two-way communication between marketers and customers without …

Multivariate frequency-severity regression models in insurance

EW Frees, G Lee, L Yang - Risks, 2016 - mdpi.com
In insurance and related industries including healthcare, it is common to have several
outcome measures that the analyst wishes to understand using explanatory variables. For …

A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas

E Torre, S Marelli, P Embrechts, B Sudret - Probabilistic Engineering …, 2019 - Elsevier
Abstract Systems subject to uncertain inputs produce uncertain responses. Uncertainty
quantification (UQ) deals with the estimation of statistics of the system response, given a …

Selection of vine copulas

C Czado, EC Brechmann, L Gruber - … Proceedings of the Workshop Held in …, 2013 - Springer
Vine copula models have proven themselves as a very flexible class of multivariate copula
models with regard to symmetry and tail dependence for pairs of variables. The full …