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Impact of copula model selection on reliability-based design optimization of a rubble mound breakwater
16 references·1 citing·40 second hop
Impact of copula model selection on reliability-based design optimization of a rubble mound breakwater (2022)Impact of copula model selection on relia…Copula-Based Quantification of Probabilistic Dependence Configurations of Material Parameters in Damage Constitutive Modeling of Concrete (2020)Copula-Based Quantification o…Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework (2019)Surrogate-assisted reliabilit…Modeling multivariate ocean data using asymmetric copulas (2018)Modeling multivariate ocean d…A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas (2018)A general framework for data-…UQLab: A Framework for Uncertainty Quantification in Matlab (2014)UQLab: A Framework for Uncert…Selecting and estimating regular vine copulae and application to financial returns (2012)Selecting and estimating regu…Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method (2011)Sampling-based RBDO using the…Dependence Modeling: Vine Copula Handbook (2010)Dependence Modeling: Vine Cop…Copula goodness-of-fit testing: an overview and power comparison (2009)Copula goodness-of-fit testin…Benchmark study of numerical methods for reliability-based design optimization (2009)Benchmark study of numerical …Stochastic Subset Optimization for optimal reliability problems (2008)Stochastic Subset Optimizatio…Pair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Test of independence and randomness based on the empirical copula process (2004)Test of independence and rand…Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control (2004)Introduction to Stochastic Se…Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Families of $m$-variate distr…Reliability design of seawater desalination outfalls based on a novel probabilistic environmental assessment (2024)Reliability design of seawate…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)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? 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References

  • 2007Pair-copula constructions of multiple dependence2,055 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 2014UQLab: A Framework for Uncertainty Quantification in Matlab1,018 cited
  • 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited
  • 2012Selecting and estimating regular vine copulae and application to financial returns743 cited
  • 2009Benchmark study of numerical methods for reliability-based design optimization453 cited
  • 2004Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control375 cited
  • 2010Dependence Modeling: Vine Copula Handbook325 cited
  • 2004Test of independence and randomness based on the empirical copula process272 cited
  • 2009Copula goodness-of-fit testing: an overview and power comparison270 cited
  • 2019Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework213 cited
  • 2011Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method158 cited
  • 2018A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas112 cited
  • 2018Modeling multivariate ocean data using asymmetric copulas107 cited

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  • 2008Stochastic Subset Optimization for optimal reliability problems87 cited
  • 2020Copula-Based Quantification of Probabilistic Dependence Configurations of Material Parameters in Damage Constitutive Modeling of Concrete60 cited
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    • 2024Reliability design of seawater desalination outfalls based on a novel probabilistic environmental assessment13 cited