Pair-copulas in infrastructure multivariate dependence modeling

被引：8

作者：

Attoh-Okine, Nii O. ^{[1
]}

机构：

[1] Univ Delaware, Dept Civil & Environm Eng, Newark, DE 19716 USA

来源：

CONSTRUCTION AND BUILDING MATERIALS | 2013年 / 49卷

关键词：

Copulas; Vines; Pavement deterioration and modeling;

D O I：

10.1016/j.conbuildmat.2013.06.055

中图分类号：

TU [建筑科学];

学科分类号：

0813 ;

摘要：

This paper attempts to present the use of copulas and vines in infrastructure modeling, with an example from pavement condition data. The copula approach can be used to model dependence structure independently of different marginal distribution. The paper further discusses the general principles of hierarchical copulas and introduces vines copula as an approach in pair-copula construction. An example is presented using pavement condition data. (C) 2013 Elsevier Ltd. All rights reserved.

引用

页码：903 / 911

页数：9

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