Results 141 to 150 of about 1,401 (188)

Mechanistic modeling of social conditions in disease-prediction simulations via copulas and probabilistic graphical models: HIV case study. [PDF]

Health Care Manag Sci
Khosheghbal A, Haas PJ, Gopalappa C.
europepmc   +1 more source

Logistic-Beta Processes for Dependent Random Probabilities with Beta Marginals. [PDF]

Bayesian Anal
Lee CJ, Zito A, Sang H, Dunson DB.
europepmc   +1 more source

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Approximation of bivariate copulas by patched bivariate Fréchet copulas

Insurance: Mathematics and Economics, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zheng, Yanting, Yang, Jingping, Huang, Jianhua Z.   +2 more
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Bivariate option pricing with copulas

Applied Mathematical Finance, 2002
The adoption of copula functions is suggested in order to price bivariate contingent claims. Copulas enable the marginal distributions extracted from vertical spreads in the options markets to be imbedded in a multivariate pricing kernel. It is proved that such a kernel is a copula function, and that its super-replication strategy is represented by the
LUCIANO, Elisa, CHERUBINI U.
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Bivariate Contours of Copula

Communications in Statistics - Simulation and Computation, 2000
Quantile functions associated with bivariate copulas are considered. Some of their structural properties are studied. Quantile functions allow one to express the cdf of the random variable C(X, Y), where (X, Y) is distributed as C(x, y) and where C is a copula. Quantile functions provide also a simple algorithm for simulating random observations.
Abderrahmane Chakak, M. Ezzerg
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Perturbation of bivariate copulas

Fuzzy Sets and Systems, 2015
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Mesiar, Radko, Komorníková, Magda, Komorník, Jozef   +2 more
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Semiparametric bivariate Archimedean copulas

Computational Statistics & Data Analysis, 2011
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Hernández-Lobato, José Miguel, Suárez, Alberto   +1 more
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A new class of bivariate copulas

Statistics & Probability Letters, 2004
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Rodríguez-Lallena, José Antonio, Úbeda-Flores, Manuel   +1 more
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Copula-based Bivariate Cointegration Model

Calcutta Statistical Association Bulletin, 2019
This article focuses on a bivariate cointegrating model with non-normal errors. In particular, we propose a bivariate error distribution constructed using two non-identical marginals through a copula. The model parameters are estimated using the method of inference functions for margins and maximum likelihood.
Nimitha John, N. Balakrishna
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