Archimedean Copulas and Temporal Dependence
We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric orgodicityof the ...
Beare, Brendan K.
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Sensitivity Analysis for Survival Prognostic Prediction with Gene Selection: A Copula Method for Dependent Censoring. [PDF]
Biomedicines, 2023 Yeh CT, Liao GY, Emura T.
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Copula modeling for the estimation of measures of marker classification and predictiveness performance with survival outcomes. [PDF]
Stat Methods Med Res, 2023 Escarela G +3 more
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Archimedean and elliptical copulas
, 2011 Aim of this paper is to introduce some general theory of copulas, to present some of their useful properties, such as the invariance under strictly increasing transformations and to introduce Archimedean and elliptical copulas.
Grobosch, Sonja
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Dependence structures in financial time series: a chaos-theoretic approach [PDF]
Of much interest in financial econometrics is the recovery of joint distributional behaviour of collections of contemporaneous financial time series, e.g., two related commodity price series, or two asset returns series.
Rodney C Wolff
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Risk of Crop Yield Reduction in China under 1.5 °C and 2 °C Global Warming from CMIP6 Models. [PDF]
Foods, 2023 Wang F, Zhan C, Zou L.
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An approach based on multivariate distribution and Gaussian copulas to predict groundwater quality using DNN models in a data scarce environment. [PDF]
MethodsX, 2023 Nafii A, Lamane H, Taleb A, El Bilali A.
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From Archimedean to Liouville copulas
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neslehová (2009) [1]) to construct new Archimedean copula families, and to examine the relationship ...
Neslehová, Johanna +1 more
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A copula-based geo-additive approach to childhood health outcomes in five West African nations. [PDF]
Front Public HealthBeni R, Ramroop S, Habyarimana F.
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Copula-based risk aggregation with trapped ion quantum computers. [PDF]
Sci Rep, 2023 Zhu D +5 more
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