Results 11 to 20 of about 153,166 (217)
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.
Mah, Pauline Jin Wee +3 more
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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.
europepmc +3 more sources
Some New Bivariate Properties and Characterizations Under Archimedean Copula
MathematicsThis paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the ...
Qingyuan Guan, Peihua Jiang, Guangyu Liu
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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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Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market [PDF]
, 2005 In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several
Roch, Oriol, Alegre Escolano, Antonio
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Copulas for statistical signal processing (Part I) : extensions and generalization [PDF]
, 2014 Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng +4 more
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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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Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 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
doaj +1 more source