Results 21 to 30 of about 65 (65)
Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling, 2019 Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample ...
Genest Christian +2 more
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On bivariate Archimedean copulas with fractal support
Dependence ModelingDue to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on
Sánchez Juan Fernández +1 more
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Copula-Based Dependence Measures For Piecewise Monotonicity
Dependence Modeling, 2017 The aim of the present paper is to develop and examine association coefficients which can be helpfully applied in the framework of regression analysis.
Liebscher Eckhard
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New copulas based on general partitions-of-unity (part III) — the continuous case
Dependence Modeling, 2019 In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.
Pfeifer Dietmar +3 more
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Dependence Modeling, 2019 We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities.
Derumigny Alexis, Fermanian Jean-David
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Dependence properties of bivariate copula families
Dependence ModelingMotivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
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Demonstratio MathematicaWearable sensors (WS) play a vital role in health assistance to improve the patient monitoring process. However, the existing data collection process faces difficulties in error corrections, rehabilitation, and training validations.
Xu Pengru +7 more
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Weighted Entropic Copula from Preliminary Knowledge of Dependence
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018 This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
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Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models
Dependence ModelingThis article introduces a hybrid framework that combines local Gaussian correlation (LGC) with hidden Markov models (HMMs) to model dynamic and nonlinear dependencies in general insurance claims, thereby addressing the limitations of static copula ...
Afazali Zabibu +4 more
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