Michimae, Hirofumi; Emura, Takeshi Bayesian ridge regression for survival data based on a vine copula-based prior. (English) Zbl 07807652 AStA, Adv. Stat. Anal. 107, No. 4, 755-784 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Michimae} and \textit{T. Emura}, AStA, Adv. Stat. Anal. 107, No. 4, 755--784 (2023; Zbl 07807652) Full Text: DOI
Paleologou, Suzanna-Maria Income and democracy: a bivariate copula approach. (English) Zbl 07716695 J. Appl. Stat. 50, No. 7, 1635-1649 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S.-M. Paleologou}, J. Appl. Stat. 50, No. 7, 1635--1649 (2023; Zbl 07716695) Full Text: DOI
Li, Tongtong; Gelb, Anne; Lee, Yoonsang Improving numerical accuracy for the viscous-plastic formulation of sea ice. (English) Zbl 07690243 J. Comput. Phys. 487, Article ID 112184, 22 p. (2023). MSC: 65Mxx 76Mxx 86Axx PDFBibTeX XMLCite \textit{T. Li} et al., J. Comput. Phys. 487, Article ID 112184, 22 p. (2023; Zbl 07690243) Full Text: DOI arXiv
Shih, Yu-hsuan; Mehlmann, Carolin; Losch, Martin; Stadler, Georg Robust and efficient primal-dual Newton-Krylov solvers for viscous-plastic sea-ice models. (English) Zbl 07640559 J. Comput. Phys. 474, Article ID 111802, 14 p. (2023). MSC: 86Axx 65Yxx 65Nxx PDFBibTeX XMLCite \textit{Y.-h. Shih} et al., J. Comput. Phys. 474, Article ID 111802, 14 p. (2023; Zbl 07640559) Full Text: DOI arXiv
Michimae, Hirofumi; Emura, Takeshi Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients. (English) Zbl 1505.62291 Comput. Stat. 37, No. 5, 2741-2769 (2022). MSC: 62-08 62J07 62J05 62F15 62H05 PDFBibTeX XMLCite \textit{H. Michimae} and \textit{T. Emura}, Comput. Stat. 37, No. 5, 2741--2769 (2022; Zbl 1505.62291) Full Text: DOI
Tsanakas, Andreas; Zhu, Rui Selecting bivariate copula models using image recognition. (English) Zbl 1524.62238 ASTIN Bull. 52, No. 3, 707-734 (2022). MSC: 62H05 PDFBibTeX XMLCite \textit{A. Tsanakas} and \textit{R. Zhu}, ASTIN Bull. 52, No. 3, 707--734 (2022; Zbl 1524.62238) Full Text: DOI
Nikoloulopoulos, Aristidis K. The bivariate \(K\)-finite normal mixture ‘blanket’ copula. (English) Zbl 07498033 J. Stat. Comput. Simulation 92, No. 6, 1224-1245 (2022). MSC: 62H05 62-XX PDFBibTeX XMLCite \textit{A. K. Nikoloulopoulos}, J. Stat. Comput. Simulation 92, No. 6, 1224--1245 (2022; Zbl 07498033) Full Text: DOI
Ling, M. H.; Chan, P. S.; Ng, H. K. T.; Balakrishnan, N. Copula models for one-shot device testing data with correlated failure modes. (English) Zbl 07531786 Commun. Stat., Theory Methods 50, No. 16, 3875-3888 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. H. Ling} et al., Commun. Stat., Theory Methods 50, No. 16, 3875--3888 (2021; Zbl 07531786) Full Text: DOI
Wang, Qiong; Huang, Zhiliang; Dong, Junhong Reliability-based design optimization for vehicle body crashworthiness based on copula functions. (English) Zbl 1523.90110 Eng. Optim. 52, No. 8, 1362-1381 (2020). MSC: 90B25 62H05 90C15 90C90 PDFBibTeX XMLCite \textit{Q. Wang} et al., Eng. Optim. 52, No. 8, 1362--1381 (2020; Zbl 1523.90110) Full Text: DOI
Ali, Sean Alan; Cafaro, Carlo; Gassner, Steven; Giffin, Adom An information geometric perspective on the complexity of macroscopic predictions arising from incomplete information. (English) Zbl 1410.82012 Adv. Math. Phys. 2018, Article ID 2048521, 13 p. (2018). Reviewer: Nasir N. Ganikhodjaev (Kuantan) MSC: 82C20 94A17 PDFBibTeX XMLCite \textit{S. A. Ali} et al., Adv. Math. Phys. 2018, Article ID 2048521, 13 p. (2018; Zbl 1410.82012) Full Text: DOI arXiv
Seinen, Clint; Khouider, Boualem Improving the Jacobian free Newton-Krylov method for the viscous-plastic sea ice momentum equation. (English) Zbl 1398.65218 Physica D 376-377, 78-93 (2018). MSC: 65M06 65H10 65Z05 35Q86 PDFBibTeX XMLCite \textit{C. Seinen} and \textit{B. Khouider}, Physica D 376--377, 78--93 (2018; Zbl 1398.65218) Full Text: DOI
Romeo, Jose S.; Meyer, Renate; Gallardo, Diego I. Bayesian bivariate survival analysis using the power variance function copula. (English) Zbl 1468.62402 Lifetime Data Anal. 24, No. 2, 355-383 (2018). MSC: 62P10 62F15 62H05 62N02 PDFBibTeX XMLCite \textit{J. S. Romeo} et al., Lifetime Data Anal. 24, No. 2, 355--383 (2018; Zbl 1468.62402) Full Text: DOI
Cui, X. Y.; Hu, X. B.; Zeng, Y. A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations. (English) Zbl 1439.74403 Comput. Methods Appl. Mech. Eng. 322, 351-372 (2017). MSC: 74S05 65N30 65N75 74L15 PDFBibTeX XMLCite \textit{X. Y. Cui} et al., Comput. Methods Appl. Mech. Eng. 322, 351--372 (2017; Zbl 1439.74403) Full Text: DOI
Peng, Weiwen; Hong, Lanqing; Ye, Zhisheng Degradation-based reliability modeling of complex systems in dynamic environments. (English) Zbl 1402.62108 Chen, Ding-Geng (Din) (ed.) et al., Statistical modeling for degradation data. Singapore: Springer (ISBN 978-981-10-5193-7/hbk; 978-981-10-5194-4/ebook). ICSA Book Series in Statistics, 81-103 (2017). MSC: 62H12 62H20 PDFBibTeX XMLCite \textit{W. Peng} et al., in: Statistical modeling for degradation data. Singapore: Springer. 81--103 (2017; Zbl 1402.62108) Full Text: DOI
Mehlmann, C.; Richter, T. A finite element multigrid-framework to solve the sea ice momentum equation. (English) Zbl 1380.86005 J. Comput. Phys. 348, 847-861 (2017). MSC: 86A05 65M55 65M60 PDFBibTeX XMLCite \textit{C. Mehlmann} and \textit{T. Richter}, J. Comput. Phys. 348, 847--861 (2017; Zbl 1380.86005) Full Text: DOI
Auclair, J.-P.; Lemieux, J.-F.; Tremblay, L. B.; Ritchie, H. Implementation of Newton’s method with an analytical Jacobian to solve the 1D sea ice momentum equation. (English) Zbl 1380.65202 J. Comput. Phys. 340, 69-84 (2017). MSC: 65M12 65F08 35Q86 PDFBibTeX XMLCite \textit{J. P. Auclair} et al., J. Comput. Phys. 340, 69--84 (2017; Zbl 1380.65202) Full Text: DOI
Liu, Yuefei; Fan, Xueping Time-independent reliability analysis of bridge system based on mixed copula models. (English) Zbl 1400.62227 Math. Probl. Eng. 2016, Article ID 2720614, 13 p. (2016). MSC: 62N05 PDFBibTeX XMLCite \textit{Y. Liu} and \textit{X. Fan}, Math. Probl. Eng. 2016, Article ID 2720614, 13 p. (2016; Zbl 1400.62227) Full Text: DOI
Wu, Juan; Wang, Xue; Walker, Stephen G. Bayesian nonparametric estimation of a copula. (English) Zbl 1457.62161 J. Stat. Comput. Simulation 85, No. 1, 103-116 (2015). MSC: 62H05 62G05 62F15 62H12 PDFBibTeX XMLCite \textit{J. Wu} et al., J. Stat. Comput. Simulation 85, No. 1, 103--116 (2015; Zbl 1457.62161) Full Text: DOI
Kimmritz, Madlen; Danilov, Sergey; Losch, Martin On the convergence of the modified elastic-viscous-plastic method for solving the sea ice momentum equation. (English) Zbl 1352.86021 J. Comput. Phys. 296, 90-100 (2015). MSC: 86A40 65T60 74C05 PDFBibTeX XMLCite \textit{M. Kimmritz} et al., J. Comput. Phys. 296, 90--100 (2015; Zbl 1352.86021) Full Text: DOI
Lemieux, Jean-François; Knoll, Dana A.; Losch, Martin; Girard, Claude A second-order accurate in time implicit-explicit (IMEX) integration scheme for sea ice dynamics. (English) Zbl 1349.86006 J. Comput. Phys. 263, 375-392 (2014). MSC: 86-08 76M20 65M06 86A60 PDFBibTeX XMLCite \textit{J.-F. Lemieux} et al., J. Comput. Phys. 263, 375--392 (2014; Zbl 1349.86006) Full Text: DOI
Losch, Martin; Fuchs, Annika; Lemieux, Jean-François; Vanselow, Anna A parallel Jacobian-free Newton-Krylov solver for a coupled sea ice-ocean model. (English) Zbl 1349.86008 J. Comput. Phys. 257, Part A, 901-911 (2014). MSC: 86-08 76M20 65M06 76T99 86A05 86A60 PDFBibTeX XMLCite \textit{M. Losch} et al., J. Comput. Phys. 257, Part A, 901--911 (2014; Zbl 1349.86008) Full Text: DOI
Kauermann, Göran; Meyer, Renate Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. (English) Zbl 1306.65079 Comput. Stat. 29, No. 1-2, 283-306 (2014). MSC: 62-08 62J12 62G08 PDFBibTeX XMLCite \textit{G. Kauermann} and \textit{R. Meyer}, Comput. Stat. 29, No. 1--2, 283--306 (2014; Zbl 1306.65079) Full Text: DOI
Lu, Xun Fa; Lai, Kin Keung; Liang, Liang Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. (English) Zbl 1299.91175 Ann. Oper. Res. 219, 333-357 (2014). MSC: 91G70 91G10 62P05 62H05 PDFBibTeX XMLCite \textit{X. F. Lu} et al., Ann. Oper. Res. 219, 333--357 (2014; Zbl 1299.91175) Full Text: DOI
Schepsmeier, Ulf; Stöber, Jakob Derivatives and Fisher information of bivariate copulas. (English) Zbl 1297.62046 Stat. Pap. 55, No. 2, 525-542 (2014). MSC: 62F10 62F12 62F99 62H05 PDFBibTeX XMLCite \textit{U. Schepsmeier} and \textit{J. Stöber}, Stat. Pap. 55, No. 2, 525--542 (2014; Zbl 1297.62046) Full Text: DOI
Derrode, Stéphane; Pieczynski, Wojciech Unsupervised data classification using pairwise Markov chains with automatic copulas selection. (English) Zbl 1468.62045 Comput. Stat. Data Anal. 63, 81-98 (2013). MSC: 62-08 62H05 62H12 94A12 PDFBibTeX XMLCite \textit{S. Derrode} and \textit{W. Pieczynski}, Comput. Stat. Data Anal. 63, 81--98 (2013; Zbl 1468.62045) Full Text: DOI
Feng, Tao; An, Hengbin; Yu, Xijun; Li, Qin; Zhang, Rongpei On linearization and preconditioning for radiation diffusion coupled to material thermal conduction equations. (English) Zbl 1286.65114 J. Comput. Phys. 236, 28-40 (2013). MSC: 65M22 35Q85 65F08 PDFBibTeX XMLCite \textit{T. Feng} et al., J. Comput. Phys. 236, 28--40 (2013; Zbl 1286.65114) Full Text: DOI
Lee, Ikjin; Choi, K. K.; Noh, Yoojeong; Lamb, David Comparison study between probabilistic and possibilistic methods for problems under a lack of correlated input statistical information. (English) Zbl 1274.62942 Struct. Multidiscip. Optim. 47, No. 2, 175-189 (2013). MSC: 62P30 62F10 62C05 62F86 PDFBibTeX XMLCite \textit{I. Lee} et al., Struct. Multidiscip. Optim. 47, No. 2, 175--189 (2013; Zbl 1274.62942) Full Text: DOI
So, Mike K. P.; Ando, Tomohiro Generalized predictive information criteria for the analysis of feature events. (English) Zbl 1336.62041 Electron. J. Stat. 7, 742-762 (2013). MSC: 62C99 62B10 62G08 62P10 62P12 PDFBibTeX XMLCite \textit{M. K. P. So} and \textit{T. Ando}, Electron. J. Stat. 7, 742--762 (2013; Zbl 1336.62041) Full Text: DOI Euclid
Grundke, Peter; Polle, Simone Crisis and risk dependencies. (English) Zbl 1292.91192 Eur. J. Oper. Res. 223, No. 2, 518-528 (2012). MSC: 91G70 62P05 PDFBibTeX XMLCite \textit{P. Grundke} and \textit{S. Polle}, Eur. J. Oper. Res. 223, No. 2, 518--528 (2012; Zbl 1292.91192) Full Text: DOI
Carta, Alessandro; Steel, Mark F. J. Modelling multi-output stochastic frontiers using copulas. (English) Zbl 1254.91532 Comput. Stat. Data Anal. 56, No. 11, 3757-3773 (2012). MSC: 91B70 62P05 91G60 62F15 91B82 60J22 91G70 62G05 62H05 62P20 PDFBibTeX XMLCite \textit{A. Carta} and \textit{M. F. J. Steel}, Comput. Stat. Data Anal. 56, No. 11, 3757--3773 (2012; Zbl 1254.91532) Full Text: DOI
Pasanisi, Alberto; Fu, Shuai; Bousquet, Nicolas Estimating discrete Markov models from various incomplete data schemes. (English) Zbl 1255.62230 Comput. Stat. Data Anal. 56, No. 9, 2609-2625 (2012). MSC: 62M05 62F15 62N05 62P30 65C60 PDFBibTeX XMLCite \textit{A. Pasanisi} et al., Comput. Stat. Data Anal. 56, No. 9, 2609--2625 (2012; Zbl 1255.62230) Full Text: DOI arXiv
Godoy, William F.; Liu, Xu Parallel Jacobian-free Newton Krylov solution of the discrete ordinates method with flux limiters for 3D radiative transfer. (English) Zbl 1259.78048 J. Comput. Phys. 231, No. 11, 4257-4278 (2012). Reviewer: Roland Pulch (Wuppertal) MSC: 78M25 65F10 65H10 65R20 65Y05 78A40 78A45 PDFBibTeX XMLCite \textit{W. F. Godoy} and \textit{X. Liu}, J. Comput. Phys. 231, No. 11, 4257--4278 (2012; Zbl 1259.78048) Full Text: DOI
Craiu, V. Radu; Sabeti, Avideh In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes. (English) Zbl 1244.62031 J. Multivariate Anal. 110, 106-120 (2012). MSC: 62F15 62H05 62H20 65C40 65C60 PDFBibTeX XMLCite \textit{V. R. Craiu} and \textit{A. Sabeti}, J. Multivariate Anal. 110, 106--120 (2012; Zbl 1244.62031) Full Text: DOI
Cafaro, Carlo; Giffin, Adom; Lupo, Cosmo; Mancini, Stefano Softening the complexity of entropic motion on curved statistical manifolds. (English) Zbl 1238.81069 Open Syst. Inf. Dyn. 19, No. 1, 1250001, 24 p. (2012). MSC: 81Q50 37D45 62B10 53C21 PDFBibTeX XMLCite \textit{C. Cafaro} et al., Open Syst. Inf. Dyn. 19, No. 1, 1250001, 24 p. (2012; Zbl 1238.81069) Full Text: DOI arXiv
Weiß, Gregor Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study. (English) Zbl 1304.65089 Comput. Stat. 26, No. 1, 31-54 (2011). MSC: 62-08 PDFBibTeX XMLCite \textit{G. Weiß}, Comput. Stat. 26, No. 1, 31--54 (2011; Zbl 1304.65089) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin; Gorsich, David; Lamb, David Reliability-based design optimization with confidence level under input model uncertainty due to limited test data. (English) Zbl 1274.90121 Struct. Multidiscip. Optim. 43, No. 4, 443-458 (2011). MSC: 90B25 62K05 74P10 PDFBibTeX XMLCite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 43, No. 4, 443--458 (2011; Zbl 1274.90121) Full Text: DOI
Lemieux, Jean-François; Price, Stephen F.; Evans, Katherine J.; Knoll, Dana; Salinger, Andrew G.; Holland, David M.; Payne, Antony J. Implementation of the Jacobian-free Newton-Krylov method for solving the first-order ice sheet momentum balance. (English) Zbl 1229.86013 J. Comput. Phys. 230, No. 17, 6531-6545 (2011). MSC: 86A40 86-08 PDFBibTeX XMLCite \textit{J.-F. Lemieux} et al., J. Comput. Phys. 230, No. 17, 6531--6545 (2011; Zbl 1229.86013) Full Text: DOI
Min, Aleksey; Czado, Claudia Bayesian model selection for D-vine pair-copula constructions. (English. French summary) Zbl 1219.62048 Can. J. Stat. 39, No. 2, 239-258 (2011). MSC: 62F15 62H20 62H05 65C40 PDFBibTeX XMLCite \textit{A. Min} and \textit{C. Czado}, Can. J. Stat. 39, No. 2, 239--258 (2011; Zbl 1219.62048) Full Text: DOI
Fantazzini, Dean Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects. (English) Zbl 1284.62138 Comput. Stat. Data Anal. 54, No. 11, 2562-2579 (2010). MSC: 62F05 62G05 62-07 PDFBibTeX XMLCite \textit{D. Fantazzini}, Comput. Stat. Data Anal. 54, No. 11, 2562--2579 (2010; Zbl 1284.62138) Full Text: DOI
Ausin, M. Concepcion; Lopes, Hedibert F. Time-varying joint distribution through copulas. (English) Zbl 1284.91466 Comput. Stat. Data Anal. 54, No. 11, 2383-2399 (2010). MSC: 91B84 62M10 91G70 PDFBibTeX XMLCite \textit{M. C. Ausin} and \textit{H. F. Lopes}, Comput. Stat. Data Anal. 54, No. 11, 2383--2399 (2010; Zbl 1284.91466) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution. (English) Zbl 1274.62354 Struct. Multidiscip. Optim. 42, No. 6, 823-833 (2010). MSC: 62H05 62F15 60J22 PDFBibTeX XMLCite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 42, No. 6, 823--833 (2010; Zbl 1274.62354) Full Text: DOI
Noh, Yoojeong; Choi, K. K.; Lee, Ikjin Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}. (English) Zbl 1274.62353 Struct. Multidiscip. Optim. 40, No. 1-6, 35-51 (2010). MSC: 62H05 62F15 PDFBibTeX XMLCite \textit{Y. Noh} et al., Struct. Multidiscip. Optim. 40, No. 1--6, 35--51 (2010; Zbl 1274.62353) Full Text: DOI
Qu, Xiaomei; Zhou, Jie; Shen, Xiaojing Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution. (English) Zbl 1231.91489 Insur. Math. Econ. 46, No. 2, 406-414 (2010). MSC: 91G70 91B82 62H05 62F12 62H12 PDFBibTeX XMLCite \textit{X. Qu} et al., Insur. Math. Econ. 46, No. 2, 406--414 (2010; Zbl 1231.91489) Full Text: DOI
Greene, M. Steven; Liu, Yu; Chen, Wei; Liu, Wing Kam Computational uncertainty analysis in multiresolution materials via stochastic constitutive theory. (English) Zbl 1225.74008 Comput. Methods Appl. Mech. Eng. 200, No. 1-4, 309-325 (2011). MSC: 74A20 74S60 PDFBibTeX XMLCite \textit{M. S. Greene} et al., Comput. Methods Appl. Mech. Eng. 200, No. 1--4, 309--325 (2010; Zbl 1225.74008) Full Text: DOI
Escarela, Gabriel; Hernández, Angélica Modelling random couples using copulas. (Spanish. English summary) Zbl 07578286 Rev. Colomb. Estad. 32, No. 1, 33-58 (2009). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Escarela} and \textit{A. Hernández}, Rev. Colomb. Estad. 32, No. 1, 33--58 (2009; Zbl 07578286) Full Text: Link
Nikoloulopoulos, Aristidis K.; Karlis, Dimitris Copula model evaluation based on parametric bootstrap. (English) Zbl 1452.62352 Comput. Stat. Data Anal. 52, No. 7, 3342-3353 (2008). MSC: 62H05 62F40 62G10 62-08 PDFBibTeX XMLCite \textit{A. K. Nikoloulopoulos} and \textit{D. Karlis}, Comput. Stat. Data Anal. 52, No. 7, 3342--3353 (2008; Zbl 1452.62352) Full Text: DOI
Wang, Lianming; Sun, Jianguo; Tong, Xingwei Efficient estimation for the proportional hazards model with bivariate current status data. (English) Zbl 1147.62082 Lifetime Data Anal. 14, No. 2, 134-153 (2008). MSC: 62N02 62P10 65C60 PDFBibTeX XMLCite \textit{L. Wang} et al., Lifetime Data Anal. 14, No. 2, 134--153 (2008; Zbl 1147.62082) Full Text: DOI Link
Roch, Oriol; Alegre, Antonio Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. (English) Zbl 1157.62526 Comput. Stat. Data Anal. 51, No. 2, 1312-1329 (2006). MSC: 62P05 62M10 91B28 PDFBibTeX XMLCite \textit{O. Roch} and \textit{A. Alegre}, Comput. Stat. Data Anal. 51, No. 2, 1312--1329 (2006; Zbl 1157.62526) Full Text: DOI Link