Search Results for author: Marija Tepegjozova

Found 3 papers, 0 papers with code

Assessing univariate and bivariate risks of late-frost and drought using vine copulas: A historical study for Bavaria

no code implementations16 Oct 2023 Marija Tepegjozova, Benjamin F. Meyer, Anja Rammig, Christian S. Zang, Claudia Czado

In light of climate change's impacts on forests, including extreme drought and late-frost, leading to vitality decline and regional forest die-back, we assess univariate drought and late-frost risks and perform a joint risk analysis in Bavaria, Germany, from 1952 to 2020.

regression

Bivariate vine copula based regression, bivariate level and quantile curves

no code implementations5 May 2022 Marija Tepegjozova, Claudia Czado

We construct bivariate (conditional) quantiles using the level curves of vine copula based bivariate regression model.

regression valid

Nonparametric C- and D-vine based quantile regression

no code implementations9 Feb 2021 Marija Tepegjozova, Jing Zhou, Gerda Claeskens, Claudia Czado

Further, we show that the nonparametric conditional quantile estimator is consistent.

Methodology

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