Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas
- Submitting institution
-
Coventry University
- Unit of assessment
- 12 - Engineering
- Output identifier
- 23097766
- Type
- D - Journal article
- DOI
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10.1111/risa.12471
- Title of journal
- Risk Analysis
- Article number
- -
- First page
- 792
- Volume
- 36
- Issue
- 4
- ISSN
- 1539-6924
- Open access status
- Out of scope for open access requirements
- Month of publication
- September
- Year of publication
- 2015
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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2
- Research group(s)
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-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This paper presents a novel methodology to approximate and model high-dimensional and limited data exhibiting complex dependence patterns using flexible pair-copula model structure and the concept of minimum information copulas to any degree of precision. The paper was funded by EPSRC Grant (EP/E018084/1). This research was then further developed in the direction of modelling extreme climatic events through sponsorship received from NERC and Indian Ministry of Earth Sciences (NE/I022329/1).
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -