Results 131 to 140 of about 32,199 (223)

Modelado de parejas aleatorias usando cópulas Modelling Random Couples Using Copulas

Revista Colombiana de Estadística, 2009
Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
doaj  

Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures [PDF]

This paper investigates whether or not there are significant changes in the dependence between the Thai equity market and six Asian markets - namely, Singaporean, Malaysian, Hong Kong, Korean, Indonesian and Taiwanese markets - due to 1997-July financial
Param Silvapulle, Xibin Zhang
core  

On the Systemic Nature of Weather Risk [PDF]

Systemic weather risk is a major obstacle for the formation of private (non- subsidized) crop insurance. This paper explores the possibility of spatial diversification of insurance by estimating the joint occurrence of unfavorable weather conditions in ...
Guenther Filler, Martin Odening, Wei Xu, Ostap Okhrin   +3 more
core  

Fitting high-dimensional Copulae to Data [PDF]

This paper make an overview of the copula theory from a practical side. We consider different methods of copula estimation and different Goodness-of-Fit tests for model selection.
Ostap Okhrin
core  

A Topological Proof of the Archimedean Axiom for Archimedean Copulas

Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
openaire   +2 more sources

Copula-based multivariate analysis of hydrological drought over jiabharali sub-basin of Brahmaputra River, India. [PDF]

Sci Rep
Chakma B, Jhajharia D, Yurembam GS, Patle GT, Robert P, Saha S, Sharma APM, Singh SK.   +7 more
europepmc   +1 more source

Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]

Sci Rep
Oliveira MI, Cysneiros FJA, Barros M.
europepmc   +1 more source

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M., Akker, R. van den, Segers, J.J.J.   +2 more
core  

Assessment of wind-induced fatigue life for transmission tower-line systems incorporating joint probability distribution of wind speed and direction. [PDF]

Sci Rep
Wu S, Liu H, Zhang J, You Y.
europepmc   +1 more source

Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Yanqin Fan, Xiaohong Chen
core