Results 11 to 20 of about 3,668 (232)
An estimator for the new bivariate copula [PDF]
AIP Conference Proceedings, 2016 Copula modelling is becoming more popular in modelling dependence multivariate distributions and various copulas have been suggested throughout the literature. In a previous study, we had proposed a new bivariate copula based on Ruschendorf method and had studied some properties of that copula.
Pauline Jin Wee Mah, Mahendran Shitan
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Dynamic bivariate normal copula [PDF]
Science China Mathematics, 2016 22pages, 4 ...
Liao, Xin +3 more
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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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Comportement extrémal des copules diagonales et de Bertino
Comptes Rendus. Mathématique, 2021 The maximal attractors of bivariate diagonal and Bertino copulas are determined under suitable regularity conditions. Some consequences of these facts are drawn, namely bounds on the maximal attractor of a symmetric copula with a given diagonal section ...
Genest, Christian, Sabbagh, Magid
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Description of the Joint Probability of Significant Wave Height and Mean Wave Period
Journal of Marine Science and Engineering, 2022 The bivariate probability distribution of significant wave heights and mean wave periods has an indispensable guiding role in the implementation of offshore engineering, which has attracted great attention.
Mingwen Zhao, Xiaodong Deng, Jichao Wang
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Pair-copula constructions of multiple dependence [PDF]
, 2006 Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time.
Aas, Kjersti +3 more
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Flood routing via a copula-based approach
Hydrology Research, 2021 Floods are among the most common natural disasters that if not controlled may cause severe damage and high costs. Flood control and management can be done using structural measures that should be designed based on the flood design studies. The simulation
Mohammad Nazeri Tahroudi +3 more
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Bivariate quadratic copula constructions
International Journal of Approximate Reasoning, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Suttisak Wisadwongsa, Santi Tasena
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Bivariate hydrologic risk analysis for the Xiangxi River in Three Gorges Reservoir Area, China
Environmental Systems Research, 2022 Background Hydrological extremes such as floods generally have multidimensional attributes with complex dependence structures. This leads to the urgent demand of hydrological risk analysis within a multivariate context.
Y. R. Fan
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