With the availability of massive multivariate data comes a need to develop flexible
multivariate distribution classes. The copula approach allows marginal models to be …

This chapter makes a review, in a complete methodological framework, of various global
sensitivity analysis methods of model output. Numerous statistical and probabilistic tools …

This book is written for graduate students and researchers, who are interested in using
copula-based models for multivariate data structures. It provides a step-by-step introduction …

The green bond market has seen a rapid growth world widely in recent years. This paper
explores the role of green bonds in asset allocation using the dynamic R-vine copula-based …

Expert opinion and judgment enter into the practice of statistical inference and decision-
making in numerous ways. Indeed, there is essentially no aspect of scientific investigation in …

Supplement to “Penalising Model Component Complexity: A Principled, Practical Approach
to Constructing Priors”. The supplementary material contains the proofs of all theorems …

The risk of extreme climatic conditions leading to unusually low global agricultural
production is exacerbated if more than one global 'breadbasket'is exposed at the same time …

A distributed energy resource (DER) system is a multi-input and multi-output energy system
consisting of small-scale technologies, which provide electricity and thermal energy close to …

In many fields, such as environmental risk assessment, agronomic system behavior,
aerospace engineering, and nuclear safety, mathematical models turned into computer code …

Regular vine distributions which constitute a flexible class of multivariate dependence
models are discussed. Since multivariate copulae constructed through pair-copula …