Results 181 to 190 of about 927 (219)

Optimal scheduling of electricity and hydrogen integrated energy system considering multiple uncertainties. [PDF]

iScience
Chang P, Li C, Zhu Q, Zhu T, Shi J.
europepmc   +1 more source

Projections of meteorological drought severity-duration variations based on CMIP6. [PDF]

Sci Rep
Behzadi F, Javadi S, Yousefi H, Hashemy Shahdany SM, Moridi A, Neshat A, Golmohammadi G, Maghsoudi R.   +7 more
europepmc   +1 more source

On a generalization of Archimedean copula family

Statistics and Probability Letters, 2017
This paper introduces a new family of multivariate copula functions defined by two generators, which is a multi-dimensional extension of the bivariate copula presented in Durante et al. (2007a).
Jingping Yang
exaly   +2 more sources

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Semiparametric bivariate Archimedean copulas

Computational Statistics & Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
José Miguel Hernández-Lobato, Alberto Suárez 0001   +1 more
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Sampling Archimedean copulas

Computational Statistics & Data Analysis, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Frankʼs condition for multivariate Archimedean copulas

Fuzzy Sets and Systems, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arturo Erdely, José M. González-Barrios, María M. Hernández-Cedillo   +2 more
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Hierarchies of Archimedean copulas

Quantitative Finance, 2009
We present a flexible class of hierarchical copulas capable of modelling multidimensional joint distributions of asset returns with a richer rank correlation structure than existing models. We derive estimators and simulation techniques. The methods are applied to an illustrative portfolio consisting of a subset of DAX stocks.
Cornelia Savu, Mark Trede
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Copula estimation of distribution algorithms based on exchangeable Archimedean copula

International Journal of Computer Applications in Technology, 2012
The two key operators in estimation of distribution algorithms (EDAs) are estimating the distribution model according to the selected population and sampling new individuals from the estimated model. Copula EDA introduces the copula theory into EDA.
Yi Hong
exaly   +2 more sources

Simulating from Exchangeable Archimedean Copulas

Communications in Statistics - Simulation and Computation, 2007
Multivariate exchangeable Archimedean copulas are one of the most popular classes of copulas that are used in actuarial science and finance for modeling risk dependencies and for using them to quantify the magnitude of tail dependence. Owing to the increase in popularity of copulas to measure dependent risks, generating from multivariate copulas has ...
Florence Wu, Emiliano Valdez, Michael Sherris   +2 more
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Estimating Archimedean Copulas in High Dimensions

Scandinavian Journal of Statistics, 2012
Abstract.  This article presents a novel estimation procedure for high‐dimensional Archimedean copulas. In contrast to maximum likelihood estimation, the method presented here does not require derivatives of the Archimedean generator. This is computationally advantageous for high‐dimensional Archimedean copulas in which higher‐order derivatives are ...
Hering, Christian, Stadtmüller, Ulrich
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