Results 91 to 100 of about 4,119 (212)
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]
Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
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Singularity aspects of Archimedean copulas
Journal of Mathematical Analysis and Applications, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernández Sánchez, Juan +1 more
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Performance evaluation for medical alliance in China based on a novel multi-attribute group decision-making technique with Archimedean copulas-based Hamy operators and extended best-worst method. [PDF]
Digit Health, 2023 Xing Y, Wang J.
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Enjoy the Joy of Copulas: With a Package copula
Journal of Statistical Software, 2007 Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
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Nested Archimedean copulas: a new class of nonparametric tree structure estimators
, 2014 Any nested Archimedean copula is defined starting from a rooted phylogenetic tree, for which a new class of nonparametric estimators is presented. An estimator from this new class relies on a two-step procedure where first a binary tree is built and ...
Uyttendaele, Nathan
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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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On approximating copulas by finite mixtures
, 2018 Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
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Nonparametric estimation of the tree structure of a nested Archimedean copula
, 2013 One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. A nonparametric, rank-based method to estimate this structure is presented.
Segers, Johan, Uyttendaele, Nathan
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Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
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From Archimedean to Liouville copulas
Journal of Multivariate Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
McNeil, Alexander J. +1 more
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