27 citations · 34 across the 4 of their papers we have counts for
4 papers
Retrieving predictive densities from conformal predictive distributions
Dan Andrei Tudor, Dorota Kurowicka, Balint Negyesi +1
Conformal prediction intervals are used to construct marginally well-calibrated regions around point predictions. Recent work has focused on extending these ideas to conformal pred…
Logarithmic law of large random correlation matrices
Nestor Parolya, Johannes Heiny, Dorota Kurowicka
Consider a random vector , where the elements of the vector are i.i.d. real-valued random variables with zero mean and finite…
A copula-based sensitivity analysis method and its application to a North Sea sediment transport model
Matei Tene, Dana E. Stuparu, Dorota Kurowicka +1
This paper describes a novel sensitivity analysis method, able to handle dependency relationships between model parameters. The starting point is the popular Morris (1991) algorith…
Selecting and estimating regular vine copulae and application to financial returns
Jeffrey Dissmann, Eike Christian Brechmann, Claudia Czado +1
Regular vine distributions which constitute a flexible class of multivariate dependence models are discussed. Since multivariate copulae constructed through pair-copula decompositi…