Vine copula based modeling

C Czado, T Nagler - Annual Review of Statistics and Its …, 2022 - annualreviews.org
With the availability of massive multivariate data comes a need to develop flexible
multivariate distribution classes. The copula approach allows marginal models to be …

Increasing risk of meteorological drought in the Lake Urmia basin under climate change: Introducing the precipitation–temperature deciles index

MS Abbasian, MR Najafi, A Abrishamchi - Journal of Hydrology, 2021 - Elsevier
Meteorological droughts due to the concurrent occurrence of low-precipitation and high-
temperature events can lead to severe negative impacts on agriculture, economy …

Agricultural drought prediction based on conditional distributions of vine copulas

H Wu, X Su, VP Singh, K Feng… - Water Resources …, 2021 - Wiley Online Library
Monitoring and prediction of agricultural drought are paramount to food security at the global
and regional scales, particularly under the influence of climate change and anthropogenic …

Flexible models for complex data with applications

C Ley, S Babić, D Craens - Annual Review of Statistics and Its …, 2021 - annualreviews.org
Probability distributions are the building blocks of statistical modeling and inference. It is
therefore of the utmost importance to know which distribution to use in what circumstances …

Blended dry and hot events index for monitoring dry‐hot events over global land areas

H Wu, X Su, VP Singh - Geophysical Research Letters, 2021 - Wiley Online Library
The amplifying effects of disasters caused by compound dry and hot extremes (dry‐hot
events) have attracted widespread attention. This study presents a novel Blended Dry and …

[HTML][HTML] Imputation of missing values in environmental time series by D-vine copulas

A Chapon, TBMJ Ouarda, Y Hamdi - Weather and Climate Extremes, 2023 - Elsevier
Missing values in environmental time series are common and must be imputed before
carrying out an analysis requiring complete data. We propose an imputation method for the …

Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches

P Yu, H Xu, J Chen - Journal of Risk and Financial Management, 2024 - mdpi.com
This paper provides an investigation into the dependence structure among different
disruptive technology sectors driving the Fourth Industrial Revolution and scrutinizes the …

[HTML][HTML] More than three-fold increase in compound soil and air dryness across Europe by the end of 21st century

A Shekhar, N Buchmann, V Humphrey… - Weather and Climate …, 2024 - Elsevier
Increases in air temperature lead to increased dryness of the air and potentially develops
increased dryness in the soil. Extreme dryness (in the soil and/or in the atmosphere) affects …

Quantifying the effects of Prairie depressional storage complexes on drainage basin connectivity

K Shook, S Papalexiou, JW Pomeroy - Journal of Hydrology, 2021 - Elsevier
Runoff in many locations within the Canadian Prairies is dominated by intermittent fill-and-
spill between depressions. As a result, many basins have varying fractions of their areas …

Increasing dam failure risk in the USA due to compound rainfall clusters as climate changes

J Hwang, U Lall - npj Natural Hazards, 2024 - nature.com
A changing climate, with intensifying precipitation may contribute to increasing failures of
dams by overtopping. We present the first analysis of rainfall sequences and events …