Results 21 to 30 of about 1,979 (100)
Theoretical Study of Some Angle Parameter Trigonometric Copulas
Modelling, 2022 Copulas are important probabilistic tools to model and interpret the correlations of measures involved in real or experimental phenomena. The versatility of these phenomena implies the need for diverse copulas.
Christophe Chesneau
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Bayesian Inference for Two-Parameter Gamma Distribution Assuming Different Noninformative Priors
Revista Colombiana de Estadística, 2013 In this paper distinct prior distributions are derived in a Bayesian inference of the two-parameters Gamma distribution. Noniformative priors, such as Jeffreys, reference, MDIP, Tibshirani and an innovative prior based on the copula approach are ...
FERNANDO ANTONIO MOALA +2 more
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Ingeniería del AguaEste estudio implementa un marco metodológico bivariado basado en cópulas para caracterizar el potencial de inundación compuesta en el estuario de Santoña (Cantabria, España), evaluar su desempeño frente a metodologías tradicionales y explorar su ...
Dina Vanessa Gómez-Rave +2 more
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Enjoy the Joy of Copulas: With a Package copula
Journal of Statistical Software, 2007 Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
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Lecturas de Economía, 2011 Se presenta una metodología reciente para la detección del contagio financiero basada en coeficientes de dependencia asintótica. Este enfoque, sin alejarse de las condiciones teóricas del problema, logra sortear las críticas estadísticas a las que ...
Jorge Uribe
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Interdependence of the US dollar and Food Price through Copulas
Anuario Facultad de Ciencias Económicas y Empresariales, 2015 This paper describes the use of mating to study the relationship between the dollar (USD) US and prices for corn, soybeans, wheat and rice. Copulas with different structures and variables conditional dependence on the time dependence of the parameters ...
Mikel Ugando-Peñate +2 more
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Water Science and Engineering, 2013 The question of how to choose a copula model that best fits a given dataset is a predominant limitation of the copula approach, and the present study aims to investigate the techniques of goodness-of-fit tests for multi-dimensional copulas. A goodness-of-
Ming-wei Ma +4 more
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New copulas based on general partitions-of-unity and their applications to risk management (part II)
Dependence Modeling, 2017 We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar +2 more
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New copulas based on general partitions-of-unity and their applications to risk management
Dependence Modeling, 2016 We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows, in contrast to finite partition-of-unity copulas, for tail-dependence as well as for asymmetry.
Pfeifer Dietmar +3 more
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Copulas and deep learning: a review
Dependence ModelingIn the last two decades, there has been a surge in the research on neural networks, and particularly on deep learning. At the same time, copulas as a statistical modeling tool for multivariate distributions became more and more popular.
Coblenz Maximilian +3 more
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