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20122026
most citedSelecting and estimating regular vine copulae and application to financial returns

27 citations · 34 across the 4 of their papers we have counts for

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Showing 2018 · stat.APShow all

1 paper · 2 filters

stat.AP2018★ 6 cited

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…