PAR(p)-vine copula based model for stochastic streamflow scenario generation

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Quantitative Risk Management: Concepts, Techniques, and Tools

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Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask

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Vines--a new graphical model for dependent random variables

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Probability Density Decomposition for Conditionally Dependent Random Variables Modeled by Vines

Tim Bedford, Roger Cooke · Annals of Mathematics and Artificial Intelligence · 2001 · 933 citations

Natural Sciences, Mathematics, Probability Theory +10