Results 21 to 30 of about 153,166 (217)
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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Lorenz-generated bivariate Archimedean copulas
Dependence Modeling, 2019 Abstract A novel generating mechanism for non-strict bivariate Archimedean copulas via the Lorenz curve of a non-negative random variable is proposed. Lorenz curves have been extensively studied in economics and statistics to characterize wealth inequality and tail risk.
Fontanari, A. (author) +2 more
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New copulas and their applications to symmetrizations of bivariate copulas
, 2021 New copulas, based on perturbation theory, are introduced to clarify a \emph{symmetrization} procedure for asymmetric copulas. We give also some properties of the \emph{symmetrized} copula. Finally, we examine families of copulas with a prescribed symmetrized one. By the way, we study topologically, the set of all symmetric copulas and give some of its
Maazouz, Mohamed El, Sani, Ahmed
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Efficient Modeling of the Energy Sector Using a New Bivariate Copula
MathematicsCopulas are a useful tool to generate bivariate distributions from the univariate marginals. This method is also useful to generate bivariate families of distributions. In this paper, a new copula has been proposed. Some useful properties of the proposed
Jumanah Ahmed Darwish +1 more
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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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A Bayesian-Model-Averaging Copula Method for Bivariate Hydrologic Correlation Analysis
Frontiers in Environmental Science, 2022 A Bayesian-model-averaging Copula (i.e., BMAC) approach was proposed for correlation analysis of monthly rainfall and runoff in Xiangxi River watershed, China. The BMAC approach was formulated by incorporating existing Bayesian model averaging (i.e., BMA)
Yizhuo Wen +3 more
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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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A COPULA APPLICATION FOR MECHANICAL PROPERTIES [PDF]
Fiabilitate şi Durabilitate, 2019 Based on copula applications, the work points out the use of cumulative distribution function for the characteristics bivariate cases and the connections among them.
Adrian Stere PARIS
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Power Families of Bivariate Proportional Hazard Models
Mathematics, 2022 In this paper, we propose a general class of bivariate proportional hazard distributions, which is based on the family of asymmetric proportional hazard distributions and the bivariate Pareto copula.
Guillermo Martínez-Flórez +2 more
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A Copula-Based Model for Analyzing Bivariate Offense Data
StatsWe developed a class of bivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and Negative ...
Dimuthu Fernando, Wimarsha Jayanetti
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