Dependence modelling using truncated vine copulas with applications (NIKOLOULOPOULOS_U27EMPSFP)
Key details
- Application Deadline
- 31 July 2026 (11:59 pm UK time)
- Location
- UEA
- Funding Type
- Self-funded (Home students only)
- Start Date
- 1 October 2026
- Mode of Study
- Full or Part time
- Programme Type
- PhD
)
Welcome to Norwich
According to the Sunday Times, this city is one of the best places to live in the UK.
Project Description
Primary Supervisor: Dr. Aristidis K. Nikoloulopoulos (opens in a new window)
Multivariate response data abound in many applications including insurance, risk management, finance, psychometrics, health and environmental sciences. Data from these application areas have different dependence structures. While a multivariate distribution fully encodes this dependence, the tractable families used in practice often impose restrictive marginal or dependence structures. Copula functions alleviate these constraints by separating the margins from the dependence structure. Although classical copulas are naturally suited to low-dimensional settings, vine copulas extend the framework to high dimensions. We have shown that a vine copula displays (tail) dependence in all bivariate margins provided that the pair-copulas in the first level possess (tail) dependence; higher-level pair-copulas may be independence copulas without loss of overall (tail) dependence. This insight justifies truncating the vine after the first level, creating a parsimonious model that retains the essential dependence structure. In this project, we will make use of truncated vine copulas with both observed and latent variables in the aforementioned application areas.
Entry Requirements
The entry requirements are either a 1st in your Bachelor's degree or a Master's in Mathematics, Statistics, or Actuarial Science.
Funding
This project is offered on a self-funded basis. It is open to applicants who are self-funded or who are in the process of securing external funding. Details of tuition fees can be found here.
A bench fee is payable in addition to the tuition fee, to cover the cost of specialist equipment and laboratory facilities required for the research. Applicants should contact the primary supervisor for details of the bench fee applicable to this project.
If you are part of the UEA alumni community, you may be eligible for a tuition fee discount. The UEA Alumni 10% Tuition Fee Discount Scheme offers a 10% reduction for eligible alumni, while the and UEA 30% Final Year Undergraduate Continuation Scholarship offers a reduction of up to 30% for qualifying applicants. Visit each scholarship page for full eligibility details.
For information on doctoral funding, visit our Postgraduate Student Loans page.
References
Nikoloulopoulos, A.K. (2025) Vine copula mixed models for meta-analysis of diagnostic accuracy studies without a gold standard. Biometrics, 81(2), ujaf037.
Kadhem, S.H. and Nikoloulopoulos, A.K. (2023) Factor tree copula models for item response data. Psychometrika, 88:776--802.
Kadhem, S.H. and Nikoloulopoulos, A.K. (2023) Bi-factor and second-order copula models for item response data. Psychometrika, 88:132--157.
Nikoloulopoulos, A.K. (2022) An one-factor copula mixed model for joint meta-analysis of multiple diagnostic tests. Journal of the Royal Statistical Society: Series A (Statistics in Society), 185:1398--1423.
Joe, H., Li, H. and Nikoloulopoulos, A.K. (2010) Tail dependence functions and vine copulas. Journal of Multivariate Analysis, 101:252--270.