Results 1 to 10 of about 1,401 (188)
Income and democracy: a bivariate copula approach. [PDF]
J Appl Stat, 2023 We propose a new approach for exploring the relationship between income and democracy by modeling the two most popular discrete democracy indexes, Polity IV and Freedom House, as a joint random variable by means of a copula function. Joint modeling is crucial for eliciting complementarity and/or substitutability amongst these indexes claiming to ...
Paleologou SM.
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Bivariate copula monitoring [PDF]
Quality and Reliability Engineering International, 2022 AbstractThe assumption of multivariate normality underlying the Hotelling chart is often violated for process data. The multivariate dependency structure can be separated from marginals with the help of copula theory, which permits to model association structures beyond the covariance matrix.
Andrew Easton +3 more
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Trivariate copula to design coastal structures [PDF]
Natural Hazards and Earth System Sciences, 2021 Some coastal structures must be redesigned in the future due to rising sea levels caused by climate change. The design of structures subjected to the actions of waves requires an accurate estimate of the long return period of such parameters as wave ...
O. Orcel, P. Sergent, F. Ropert
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New bivariate family of distributions based on any copula function: Statistical properties
Heliyon, 2023 In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula.
Ali A. Al-Shomrani
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Construction of a bivariate copula by Rüschendorf’s method
Cumhuriyet Science Journal, 2021 In this paper, a new copula model with given unit marginals is proposed, based on Rüschendorf’s Method. A new bivariate copula family is introduced by adding a proper term to independence copula. Thus, we avoid the complexity of the proposed copula model.
Mehmet Yılmaz, Muhammet Bekçı
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A Class of Copula-Based Bivariate Poisson Time Series Models with Applications
Computation, 2021 A class of bivariate integer-valued time series models was constructed via copula theory. Each series follows a Markov chain with the serial dependence captured using copula-based transition probabilities from the Poisson and the zero-inflated Poisson ...
Mohammed Alqawba +2 more
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Dynamic bivariate normal copula [PDF]
Science China Mathematics, 2016 22pages, 4 ...
Liao, Xin +3 more
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Modeling and Simulating Rainfall and Temperature Using Rotated Bivariate Copulas
Hydrology, 2023 Climate change is a significant environmental challenge that affects water resources, agriculture, health, and other aspects of human life. Bivariate modeling is a statistical method used to analyze the relationship between variables such as rainfall and
Giovanni De Luca, Giorgia Rivieccio
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A New Characterization of Bivariate Copulas [PDF]
Communications in Statistics - Theory and Methods, 2010 A new characterization of bivariate copulas is given by using the notion of Dini derivatives. Several examples illustrate the usefulness of this result.
Durante F, Jaworski P
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A Mixture of Regular Vines for Multiple Dependencies
Journal of Probability and Statistics, 2021 To uncover complex hidden dependency structures among variables, researchers have used a mixture of vine copula constructions. To date, these have been limited to a subclass of regular vine models, the so-called drawable vine, fitting only one type of ...
Fadhah Amer Alanazi
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