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On the quantification and efficient propagation of imprecise probabilities with copula dependence
16 references·2 citing·34 second hop
On the quantification and efficient propagation of imprecise probabilities with copula dependence (2020)On the quantification and efficient propa…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…Dependence Modeling with Copulas (2014)Dependence Modeling with Copu…Imprecise probabilities in engineering analyses (2013)Imprecise probabilities in en…Selecting and estimating regular vine copulae and application to financial returns (2012)Selecting and estimating regu…Copula Theory and Its Applications (2010)Copula Theory and Its Applica…Aleatory or epistemic? Does it matter? (2008)Aleatory or epistemic? Does i…The t Copula and Related Copulas (2007)The t Copula and Related Copu…Pair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Uncertainty Analysis with High Dimensional Dependence Modelling (2006)Uncertainty Analysis with Hig…Constructing Probability Boxes and Dempster-Shafer Structures (2003)Constructing Probability Boxe…An Introduction to Copulas (1999)An Introduction to CopulasFuzzy sets (1996)Fuzzy setsDifferent methods are needed to propagate ignorance and variability (1996)Different methods are needed …Fuzzy Measure Theory (1992)Fuzzy Measure TheoryFuzzy sets (1965)Fuzzy setsA NEW MEASURE OF RANK CORRELATION (1938)A NEW MEASURE OF RANK CORRELA…Structural reliability analysis with parametric p-box uncertainties via a Bayesian updating BDRM (2024)Structural reliability analys…A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (2021)A copula-based uncertainty pr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A review of copula models for economic time series (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)The Logic of Scientific Discovery. (1960)Structural Reliability Methods (1996)Logic of Scientific Discovery, The (2010)Reliability-based design optimization using kriging surrogates and subset simulation (2011)Variable importance analysis: A comprehensive review (2015)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Statistical Modeling of Spatial Extremes (2012)Choquet integrals of weighted intuitionistic fuzzy information (2009)Intuitionistic fuzzy Choquet integral operator for multi-criteria decision making☆ (2009)Some Hesitant Fuzzy Aggregation Operators with Their Application in Group Decision Making (2011)Uncertainties in risk analysis: Six levels of treatment (1996)Reliability analysis—a review and some perspectives (2001)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)An effect size primer: A guide for clinicians and researchers. (2009)Comparison of Values of Pearson's and Spearman's Correlation Coefficients on the Same Sets of Data (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)A review and assessment of importance sampling methods for reliability analysis (2022)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
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  • 1999An Introduction to Copulas7,743 cited
  • 1938A NEW MEASURE OF RANK CORRELATION7,315 cited
  • 2017Structural Reliability Analysis and Prediction3,780 cited
  • 2008Aleatory or epistemic? Does it matter?2,450 cited
  • 2007Pair-copula constructions of multiple dependence2,055 cited
  • 2014Dependence Modeling with Copulas1,564 cited
  • 1992Fuzzy Measure Theory1,241 cited
  • 2007The t Copula and Related Copulas964 cited
  • 2003Constructing Probability Boxes and Dempster-Shafer Structures745 cited
  • 2012Selecting and estimating regular vine copulae and application to financial returns743 cited
  • 2010Copula Theory and Its Applications669 cited
  • 2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
  • 1996Different methods are needed to propagate ignorance and variability621 cited
  • 2013Imprecise probabilities in engineering analyses505 cited

Cited by

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2021
A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
18 cited
  • 2024Structural reliability analysis with parametric p-box uncertainties via a Bayesian updating BDRM12 cited