Bayesian classifier with multivariate distribution based on D-vine copula model for awake/drowsiness interpretation during power nap

2020 ◽  
Vol 56 ◽  
pp. 101686
Author(s):  
Bei Wang ◽  
Yudong Sun ◽  
Tao Zhang ◽  
Takenao Sugi ◽  
Xingyu Wang
Keyword(s):  
Bayesian Classifier ◽  
Multivariate Distribution ◽  
Copula Model ◽  
Vine Copula

Modeling multivariate distribution of multiple soil parameters using vine copula model

2020 ◽  
Vol 118 ◽  
pp. 103340 ◽  
Author(s):  
Tian-Jian Lü ◽  
Xiao-Song Tang ◽  
Dian-Qing Li ◽  
Xiao-Hui Qi
Keyword(s):  
Multivariate Distribution ◽  
Soil Parameters ◽  
Copula Model ◽  
Vine Copula

A multivariate volatility vine copula model

2016 ◽  
Vol 37 (4) ◽  
pp. 281-308 ◽  
Author(s):  
E. C. Brechmann ◽  
M. Heiden ◽  
Y. Okhrin
Keyword(s):  
Copula Model ◽  
Vine Copula ◽  
Multivariate Volatility

Has the dependence structure of the BRICS exchange rates changed after the financial crisis? Evidence from R-Vine copula model

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Zhuoqun Zhang ◽  
Tao Zhang
Keyword(s):  
Financial Crisis ◽  
Exchange Rates ◽  
Trade Policy ◽  
Design Methodology ◽  
Policy Design ◽  
Oil Prices ◽  
Dependence Structure ◽  
Copula Model ◽  
Content Type ◽  
Vine Copula

PurposeThe authors examine the dependence structure of the BRICS exchange rates.Design/methodology/approachThe authors construct a regular vine copula model to study the co-movements of exchange rates in BRICS controlling the influences from the SDR currencies and the oil prices.FindingsThe main findings show that, after the financial crisis, RMB pursued a more balanced strategy shifting from USD-centered to USD-EUR dependency and the oil prices become more dependent on RUB than USD, which could weaken the dollar hegemony. From robustness tests, we find that the inclusion of RMB in SDR has certain but limited impacts on the dependence structure and the influence of the GBP weakened as well. The results have important implications for currency trade, policy design and the future of the BRICS.Originality/valueThe contribution of this paper is twofold. First, we examine the interdependence structure of the BRICS exchange rates controlling for the influence of SDR currencies and the oil prices with R-Vine copula model. Second, we compare the pre- and after-crisis structure and see if the financial crisis and the BRICS summits have changed the structure.

A Vine Copula Model for Predicting the Effectiveness of Cyber Defense Early-Warning

Technometrics ◽  
2017 ◽  
Vol 59 (4) ◽  
pp. 508-520 ◽  
Author(s):  
Maochao Xu ◽  
Lei Hua ◽  
Shouhuai Xu
Keyword(s):  
Early Warning ◽  
Copula Model ◽  
Cyber Defense ◽  
Vine Copula
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