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The copula approach has been identified as an approach that can be applied to infrastructure modeling. With the copula approach, the modeling of infrastructure data can be divided into various steps: modeling the marginal distributions, modeling the dependence structure between marginal distributions, identification of joint distribution, identification of the copula and its parameters, and comparisons of the performance of different joint distributions. Archimedean copulas are the most popular copulas and have a wide range of applications. Nested copulas are another approach used to build multivariate copulas. The bivariate Archimedean copulas can be extended to the d‐dimensional case. Standard multivariate copulas have the following problems: they can be inflexible in high dimensions, and they do not allow dependency structures between pairs of variables. Four‐dimensional C‐vine and D‐vine copula models were applied to the track geometry data.
The copula approach has been identified as an approach that can be applied to infrastructure modeling. With the copula approach, the modeling of infrastructure data can be divided into various steps: modeling the marginal distributions, modeling the dependence structure between marginal distributions, identification of joint distribution, identification of the copula and its parameters, and comparisons of the performance of different joint distributions. Archimedean copulas are the most popular copulas and have a wide range of applications. Nested copulas are another approach used to build multivariate copulas. The bivariate Archimedean copulas can be extended to the d‐dimensional case. Standard multivariate copulas have the following problems: they can be inflexible in high dimensions, and they do not allow dependency structures between pairs of variables. Four‐dimensional C‐vine and D‐vine copula models were applied to the track geometry data.
Copula Models
Attoh‐Okine, Nii O. (author)
Big Data and Differential Privacy ; 175-195
2017-06-26
21 pages
Article/Chapter (Book)
Electronic Resource
English
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