Results 91 to 100 of about 1,401 (188)

Bivariate measure-inducing quasi-copulas

Fuzzy Sets and Systems
It is well known that every bivariate copula induces a positive measure on the Borel $σ$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $σ$-algebra. In this paper we show that a signed measure induced by a bivariate quasi-copula can always be expressed as an infinite combination of measures
openaire   +3 more sources

bizicount: Bivariate Zero-Inflated Count Copula Regression Using R

Journal of Statistical Software
Two common issues arise in regression modelling of bivariate count data: (i) dependence across outcomes, and (ii) excess zero counts (i.e., zero inflation).
John M. Niehaus, Lin Zhu, Scott J. Cook, Mikyoung Jun   +3 more
doaj   +1 more source

Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine

Journal of Statistical Software, 2013
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann, Ulf Schepsmeier   +1 more
doaj  

Relative local dependence of bivariate copulas

25 pages,6 ...
Sukeda, Issey, Sei, Tomonari
openaire   +2 more sources

Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]

Health Econ
Marra G, Radice R.
europepmc   +1 more source

Construction of bivariate asymmetric copulas

Communications for Statistical Applications and Methods, 2018
Saikat Mukherjee, Youngsaeng Lee, Jong-Min Kim, Jun Jang, Jeong-Soo Park   +4 more
openaire   +2 more sources

Copula-based multivariate analysis of hydrological drought over jiabharali sub-basin of Brahmaputra River, India. [PDF]

Sci Rep
Chakma B, Jhajharia D, Yurembam GS, Patle GT, Robert P, Saha S, Sharma APM, Singh SK.   +7 more
europepmc   +1 more source

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Bivariate-Uniform Representations and Copula Approximations

International Journal of Statistics and Probability
In this paper, we present two different representations of the bivariate-uniform distribution and compare these to the Archimedean Copulas such as Clayton, Gumbel, and Frank. From this research, it is very clear that Gumbel Copula is a lot better than Frank and Clayton Copulas for approximating the Bivariate Uniform distribution.  
openaire   +1 more source

Evaluating the Cauchy combination test for count data. [PDF]

PLoS One
Alsulami H, Liverani S.
europepmc   +1 more source