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Copulas Theory for Probabilistic Assessment: Overview with Application to Airplane Performance Analysis
11 references·0 citing·47 second hop
Copulas Theory for Probabilistic Assessment: Overview with Application to Airplane Performance Analysis (2015)Copulas Theory for Probabilistic Assessme…Methods for the Uncertainty Quantification of Aircraft Simulation Models (2014)Methods for the Uncertainty Q…Statistics and Data Analysis for Financial Engineering (2010)Statistics and Data Analysis …Reliability-based design optimization of problems with correlated input variables using a Gaussian Copula (2008)Reliability-based design opti…A Simple Transformation of Copulas (2007)A Simple Transformation of Co…Continuous random variate generation by fast numerical inversion (2003)Continuous random variate gen…Comparison of Two Probabilistic Techniques for the Assessment of Economic Uncertainty (1997)Comparison of Two Probabilist…Economic Uncertainty Assessment Using a Combined Design of Experiments/Monte Carlo Simulation Approach with Application to an HSCT (1995)Economic Uncertainty Assessme…Practical Use of Distributions in Network Analysis (1992)Practical Use of Distribution…Advanced probabilistic structural analysis method for implicit performance functions (1990)Advanced probabilistic struct…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Exceptional Paper—Probability Encoding in Decision Analysis (1975)Exceptional Paper—Probability…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Modelling Dependence with Copulas and Applications to Risk Management (2003)Constructing copulas by means of pairs of order statistics (2009)On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (2013)On tail dependence coefficients of transformed multivariate Archimedean copulas (2015)Statistics for Experimenters (1979)Empirical Model Building and Response Surfaces (1988)Design and Analysis of Computer Experiments (1989)A probabilistic multi-criteria decision making technique for conceptual and preliminary aerospace systems design (2000)Exact and Invariant Second-Moment Code Format (1974)Probability Concepts in Engineering Planning and Design (1975)Structural reliability under combined random load sequences (1978)Computational methods for efficient structural reliability and reliability sensitivity analysis (1994)A new response surface methodology for reliability-based design optimization (2003)A survey on approaches for reliability-based optimization (2010)A Guide to Simulation (1983)Simulation Modeling and Analysis. (1983)A guide to simulation (2nd ed.) (1986)An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (2009)A general control variate method for option pricing under Lévy processes (2012)Simulating Lévy Processes from Their Characteristic Functions and Financial Applications (2012)Judgment under Uncertainty: Heuristics and Biases (1975)Judgement under Uncertainty: Heuristics and Biases (1983)Judgement under Uncertainty: Heuristics and Biases (1985)Using a risk register to integrate risk management in project definition (1994)A new heuristic for resource-constrained project scheduling in stochastic networks using critical chain concept (2005)Setting tolerance limits for statistical project control using earned value management (2014)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)Norm theory: Comparing reality to its alternatives. (1986)Ambiguity and self-evaluation: The role of idiosyncratic trait definitions in self-serving assessments of ability. (1989)Uncertainties in risk analysis: Six levels of treatment (1996)Structural Reliability Methods (1996)An Introduction to Copulas (1999)Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (2010)Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method (2011)Structural Reliability Analysis and Prediction (2017)Modeling, analysis, and optimization under uncertainties: a review (2021)Experimental Design in Biotechnology. (1990)A Bayesian Approach to Non-Deterministic Hypersonic Vehicle Design (2001)Using Dynamical Systems Concepts in Multidisciplinary Design (2014)A Signal Processing Perspective on Financial Engineering (2016)The impact of natural disasters on the stock returns and volatilities of local firms (2016)Machine Learning Portfolio Allocation (2020)Enjoy the Joy of Copulas: With a Packagecopula (2007)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)
this work references cited by second hop

References

  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 1975Exceptional Paper—Probability Encoding in Decision Analysis663 cited
  • 1990Advanced probabilistic structural analysis method for implicit performance functions467 cited
  • 2010Statistics and Data Analysis for Financial Engineering262 cited
  • 2008Reliability-based design optimization of problems with correlated input variables using a Gaussian Copula183 cited
  • 1992Practical Use of Distributions in Network Analysis90 cited
  • 2003Continuous random variate generation by fast numerical inversion80 cited
  • 1997Comparison of Two Probabilistic Techniques for the Assessment of Economic Uncertainty44 cited
  • 2007A Simple Transformation of Copulas35 cited
  • 1995Economic Uncertainty Assessment Using a Combined Design of Experiments/Monte Carlo Simulation Approach with Application to an HSCT33 cited
  • 2014Methods for the Uncertainty Quantification of Aircraft Simulation Models17 cited

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