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ArticleDo Rosenblatt and Nataf isoprobabilistic transformations really differ?

Régis Lebrun2009

Article2009

Do Rosenblatt and Nataf isoprobabilistic transformations really differ?

Régis Lebrun · Anne Dutfoy

149 citations·0/0 files stored·Probabilistic Engineering Mechanics

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Probabilistic and Robust Engineering Design Geotechnical Engineering and Analysis Statistical Distribution Estimation and Applications

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References

1999An Introduction to Copulas 1974Exact and Invariant Second-Moment Code Format 1996Structural Reliability Methods 1986Structural Reliability under Incomplete Probability Information 2008An innovating analysis of the Nataf transformation from the copula viewpoint 2008A generalization of the Nataf transformation to distributions with elliptical copula

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2015OpenTURNS: An Industrial Software for Uncertainty Quantification in Simulation 2018A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas 2015Environmental contours using copulas 2015A Vine-Copula-Based Reliability Analysis Method for Structures With Multidimensional Correlation 2016Multivariate environmental contours using C-vine copulas 2017OpenTURNS: An Industrial Software for Uncertainty Quantification in Simulation 2020Active learning line sampling for rare event analysis 2013

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2021An orthogonal normal transformation of correlated non-normal random variables for structural reliabilityarticle · 5 shared references 2008An innovating analysis of the Nataf transformation from the copula viewpointarticle · 4 shared references 2018A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulasarticle · 4 shared references 2015A Vine-Copula-Based Reliability Analysis Method for Structures With Multidimensional Correlationarticle · 4 shared references 2014A survey of rare event simulation methods for static input–output modelsarticle · 4 shared references 2016Reliability analysis of high-dimensional models using low-rank tensor approximationsarticle · 4 shared references

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Year2009

Typearticle

Published2009-04-23

VenueProbabilistic Engineering Mechanics

ISSN-L0266-8920

Languageen

Citations149

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.probengmech.2009.04.006

openalex_workW1968969774

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Bivariate distribution models using copulas for reliability analysis