A generalization of the Nataf transformation to distributions with elliptical copula
By Régis Lebrun, Anne Dutfoy. 2009
170 citations recorded by the source corpus.
Subfields: Civil and Structural Engineering, Mechanics of Materials, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/a51932ed26cbb0215e710e799624cf6f744e1442
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Civil and Structural Engineering
- Dianqing Li
- Kok-Kwang Phoon
- Xiao-Song Tang
- Z. Cao
- Chuangbing Zhou
- Li-min Zhang
- Dong Zheng
- Yi‐Feng Chen
In Mechanics of Materials
In Statistics and Probability
- Dianqing Li
- Xiao-Song Tang
- Kok-Kwang Phoon
- Z. Cao
- Chuangbing Zhou
- Li-min Zhang
- Dong Zheng
- Yi‐Feng Chen
Citations in the corpus
- Bivariate distribution models using copulas for reliability analysis (2013, background): “It can be observed from equations (8) and (9) that the coefficient of tail dependence increases as the parameter u increases.”
- Response surface methods for slope reliability analysis: Review and comparison (2016, methodology): “If spatial variability of soil properties is not considered, NMC random variable samples XNG,V are obtained using the Nataf transformation (e.g., Lebrun and Dutfoy, 2009; Li et al., 2011; Tang et al., 2013).”
- Bivariate simulation using copula and its application to probabilistic pile settlement analysis (2013, methodology): “Lebrun and Dutfoy [11,12] pointed out that conventional reliability methods, such as first-order reliability method (FORM) and second-order reliability method (SORM), applying the Nataf transformation [14] in dealing with non-Gaussian data, can be derived from the copula theory using the Gaussian co”
- An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis (2010, unknown): “[23, 24]).”
- Impact of copulas for modeling bivariate distributions on system reliability (2013, result): “As pointed out by Lebrun and Dutfoy [18] and Li et al.”
- Copula-based approaches for evaluating slope reliability under incomplete probability information (2015, unknown): “Although the Nataf distribution provides a convenient way for dealing with the correlated non-normal variables, it essentially adopts a Gaussian copula for modeling the dependence structure among variables [22,23,17–19].”