In this paper we establish the convergence of the vine copulas estimator and prove that all vine copula estimator have comparable asymptotic variance. We make these proofs under weaker hypothesis than that of the framework usually considered in the literature. Namely, we lift the conditional independence hypothesis through the use of conditional copulas. We also exhibit the underlying tree stru...

Vine copulas are flexible multivariate dependence models, which are built up from a set of bivariate copulas in different hierarchical levels. However, vine copulas have a computational complexity that is increasing quadratically in the number of variables. This complexity can be reduced by focusing on the sub-class of truncated vine copulas, which use only a limited number of hierarchical leve...

Abstract Discrete vine copulas, introduced by Panagiotelis et al. (2012), provide a flexible modeling framework for high-dimensional data and have significant computational advantages over competing methods. A vine-based multivariate probability mass function is constructed from bivariate copula building blocks and univariate marginal distributions. However, even for a moderate number of variab...

We introduce an extension of R-vine copula models to allow for spatial dependencies and model based prediction at unobserved locations. The proposed spatial R-vine model combines the flexibility of vine copulas with the classical geostatistical idea of modeling spatial dependencies using the distances between the variable locations. In particular, the model is able to capture non-Gaussian spati...

in this research the possibility of vine pruning fibers in combination with wood fibers was studied in order to fabricate medium density fiberboard. vine pruning fibers content in three levels of 0/100, 30/70 and 60/40 (weight percent) and press time in three levels of 4, 5 and 6 minutes were as variable factors. one layer panels with a density of 0.65 g/cm3 and thickness of 15 mm were made. th...

Vine copula models have proven themselves as a very flexible class of multivariate copula models with regard to symmetry and tail dependence for pairs of variables. The full specification of a vine model requires the choice of vine tree structure, copula families for each pair copula term and their corresponding parameters. In this survey we discuss the different approaches, both frequentist as...

An international portfolio allows simultaneous investment in both domestic and foreign markets. It hence has the potential for improved performance by exploiting a wider range of returns, and diversification benefits, than portfolios investing in just one market. However, to obtain the most efficient portfolios (along with the usual management of assets) the risks from currency fluctuations nee...

A site was prepared with 2 distinctly different soil depths and a vineyard of 'Concord' grapes (Vitis labrusca L.) was established with in-row spacings of 1.52, 1.83, 2.13, 2.44, and 3.05 m. Wider in-row vine spacings resulted in increased vine yields on deeper soils to the point that yields per meter of cordon and per hectare were not reduced; but yield per meter of cordon and per hectare was ...

Diffusion of information in the Vine video social network happens via a revining mechanism that enables accelerated propagation of news, rumors, and different types of videos. In this paper we aim to understand the revining behavior in Vine and how it may be impacted by different factors. We first look at general properties of information dissemination via the revining feature in Vine. Then, we...

We report the case of an 18-year-old female student suffering from seasonal rhinoconjunctivitis with sensitization to pollens from vine and also from grass, olive, and Chenopodiaceae plants who had recently developed episodes of itching, maculopapular rash, and facial angioedema after eating grapes. Testing revealed positive reactions to vine pollen and grapes, and specific IgE were found for b...