Use this url to cite publication: https://hdl.handle.net/20.500.12259/88843
The Use of Copulas to Practical Estimation of Multivariate Stochastic Differential Mixed-Effects Models
Type of publication
Konferencijų tezės nerecenzuojamame leidinyje / Conference theses in non-peer-reviewed publication (T2)
Author(s)
| Author | Affiliation | |
|---|---|---|
LT |
Title
The Use of Copulas to Practical Estimation of Multivariate Stochastic Differential Mixed-Effects Models
Is part of
Seventh International Conference on Application of Mathematics in Technical and Natural Sciences 28 June – 3 July 2015, Albena, Bulgaria : Book of Abstracts. Albena, 2015
Date Issued
| Date |
|---|
2015 |
Publisher
Albena, 2015
Extent
p. 54
Abstract (en)
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Type of document
type::text::conference output::conference proceedings::conference paper
Language
Anglų / English (en)
Coverage Spatial
Bulgarija / Bulgaria (BG)
Other Identifier(s)
VDU02-000050528