Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Pair-copulas in infrastructure multivariate dependence modeling
Highlights Appropriate multivariate distributions to model infrastructure data. Pair-copulas in civil infrastructure systems. Hierarchical copulas application in pavement deterioration modeling. Dissociating the correlation structure from marginal distributions in pavement management databases.
Abstract This paper attempts to present the use of copulas and vines in infrastructure modeling, with an example from pavement condition data. The copula approach can be used to model dependence structure independently of different marginal distribution. The paper further discusses the general principles of hierarchical copulas and introduces vines copula as an approach in pair-copula construction. An example is presented using pavement condition data.
Pair-copulas in infrastructure multivariate dependence modeling
Highlights Appropriate multivariate distributions to model infrastructure data. Pair-copulas in civil infrastructure systems. Hierarchical copulas application in pavement deterioration modeling. Dissociating the correlation structure from marginal distributions in pavement management databases.
Abstract This paper attempts to present the use of copulas and vines in infrastructure modeling, with an example from pavement condition data. The copula approach can be used to model dependence structure independently of different marginal distribution. The paper further discusses the general principles of hierarchical copulas and introduces vines copula as an approach in pair-copula construction. An example is presented using pavement condition data.
Pair-copulas in infrastructure multivariate dependence modeling
Attoh-Okine, Nii O. (Autor:in)
Construction and Building Materials ; 49 ; 903-911
17.06.2013
9 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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