Results 11 to 20 of about 1,979 (100)

Polynomial bivariate copulas of degree five: characterization and some particular inequalities

Dependence Modeling, 2021
Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam, Kauers Manuel, Saminger-Platz Susanne, Mesiar Radko, Kolesárová Anna, Klement Erich Peter   +5 more
doaj   +1 more source

Quasi-Copulas, Copulas and Fuzzy Implicators

International Journal of Computational Intelligence Systems, 2020
In this paper, we study relations between fuzzy implicators and some kinds of fuzzy conjunctors, in particular, quasi-copulas and copulas. We show that there is a one-to-one correspondence between the classes of all quasi-copulas and 1-Lipschitz fuzzy ...
Radko Mesiar, Anna Kolesárová
doaj   +1 more source

Criterios gasto prioridad y volumen prioridad para la estimación de hidrogramas de avenidas mediante cópulas

Ingeniería del Agua
La estimación hidrológica mediante cópulas se ha consolidado como una herramienta eficaz para representar la dependencia entre variables hidrológicas extremas.
Eduardo Omar Copca Maya, Óscar Arturo Fuentes Mariles, Maritza Liliana Arganis Juárez, Jesús Gracia Sánchez   +3 more
doaj   +1 more source

General Multivariate Dependence using Associated Copulas

Revstat Statistical Journal, 2016
This paper studies the general multivariate dependence and tail dependence of a random vector. We analyse the dependence of variables going up or down, covering the 2 d orthants of dimension d and accounting for non-positive dependence.
Yuri Salazar Flores
doaj   +1 more source

New asymmetric perturbations of FGM bivariate copulas and concordance preserving problems

Moroccan Journal of Pure and Applied Analysis, 2023
New copulas, based on perturbation theory, are introduced to clarify a symmetrization procedure for asymmetric copulas. We give also some properties of the symmetrized copula mainly conservation of concordance.
El maazouz Mohamed, Sani Ahmed
doaj   +1 more source

Una extensión del algoritmo MIMIC mediante Cópulas

Nova Scientia, 2014
Una nueva manera de modelar dependencias probabilísticas en el algoritmo de Maximización de Información Mutua mediante Clústeres de Entrada (MIMIC) es presentada.
Rogelio Salinas Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce   +2 more
doaj   +1 more source

Characterizations of bivariate conic, extreme value, and Archimax copulas

Dependence Modeling, 2017
Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in
Saminger-Platz Susanne, De Jesús Arias-García José, Mesiar Radko, Klement Erich Peter   +3 more
doaj   +1 more source

A continuous rainfall model based on vine copulas [PDF]

Hydrology and Earth System Sciences, 2015
Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence.
H. Vernieuwe, S. Vandenberghe, B. De Baets, N. E. C. Verhoest   +3 more
doaj   +1 more source

Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit

Algorithms, 2011
Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas.
Jacques Touboul
doaj   +1 more source

Copulas in Classical Probability Sense

مجلة بغداد للعلوم, 2020
Copulas are simply equivalent structures to joint distribution functions. Then, we propose modified structures that depend on classical probability space and concepts with respect to copulas.
Ahmed AL-Adilee, Zainalabideen Samad, Samer Al-Shibley   +2 more
doaj   +1 more source