Results 31 to 40 of about 41,008 (203)
Environmental Earth Sciences, 2023 Compound flooding is a multidimensional consequence of the joint impact of multiple intercorrelated drivers, such as oceanographic, hydrologic, and meteorological. These individual drivers exhibit interdependence due to common forcing mechanisms. If they
Shahid Latif, S. Simonovic
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Convergence of Archimedean copulas [PDF]
Statistics & Probability Letters, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Charpentier, Arthur, Segers, Johan
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On convergence of associative copulas and related results
Dependence Modeling, 2021 Triggered by a recent article establishing the surprising result that within the class of bivariate Archimedean copulas ๐ar different notions of convergence - standard uniform convergence, convergence with respect to the metric D1, and so-called weak ...
Kasper Thimo M. +2 more
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A New Bivariate Family Based on Archimedean Copulas: Simulation, Regression Model and Application
Symmetry, 2023 We use the Clayton and Frank copulas and the exponentiated odd log-logistic family to define a new flexible bivariate model to fit bimodal and asymmetry data.
Gabriela M. Rodrigues +3 more
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CoRR, 2020 A central problem in machine learning and statistics is to model joint densities of random variables from data. Copulas are joint cumulative distribution functions with uniform marginal distributions and are used to capture interdependencies in isolation from marginals.
Chun Kai Ling +2 more
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A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model
Journal of Probability and Statistics, 2022 Knowledge of the dependence between random variables is necessary in the area of risk assessment and evaluation. Some of the existing Archimedean copulas, namely the Clayton and the Gumbel copulas, allow for higher correlations on the extreme left and ...
M. A. Boateng +3 more
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Water Conservation & Management, 2022 Precipitation as a major water cycle variable influences the occurrences and distribution of terrestrial water storage change (TWSC), evapotranspiration (ET), and river discharge (Q) of a large river basin.
S. Barma +4 more
semanticscholar +1 more source
Properties of hierarchical Archimedean copulas [PDF]
Statistics & Risk Modeling, 2013 Abstract In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean copulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely recovered from all bivariate margins.
Ostap Okhrin +2 more
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Archimedean copulae and positive dependence [PDF]
Journal of Multivariate Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MUELLER A, SCARSINI, MARCO
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Results in Control and Optimization, 2023 In this paper, we study the convexity of the linear joint chance constraints. We assume that the constraint row vectors are elliptically distributed. Further, the dependence of the rows is modeled by a family of Archimedean copulas, namely, the Gumbel ...
Hoang Nam Nguyen, Abdel Lisser, Jia Liu
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