Results 61 to 70 of about 5,503 (149)

New Bivariate Copulas via Lomax Distribution Generated Distortions

AppliedMath
We develop a framework for creating distortion functions that are used to construct new bivariate copulas. It is achieved by transforming non-negative random variables with Lomax-related distributions.
Fadal Abdullah Ali Aldhufairi, Jungsywan H. Sepanski   +1 more
doaj   +1 more source

CRISIS DE MERCADOS DE BONOS EMERGENTES Y CONTAGIO: DEPENDENCIA EXTREMA [PDF]

Las recientes crisis financieras han resaltado la importancia de los choques sobre los mercados de bonos soberanos emergentes como el mecanismo de difusión de éstos a un nivel internacional.
Diego Nicolas López
core  

Pode a competição por ninhos afetar a monogamia genética dos cagarros? [PDF]

, 2012
A secção UAciência é coordenada pelo Professor Universitário Armindo Rodrigues.Apesar de 90% das espécies de aves serem socialmente monogâmicas, ocorrem copulas fora do casal, que poderão eventualmente resultar em paternidades extraconjugais, as quais já
Bried, Joël
core  

MEDICIÓN DE CONTAGIO E INTERDEPENDENCIA FINANCIEROS MEDIANTE CÓPULAS Y EVENTOS EXTREMOS EN LOS PAÍSES DE LA AMÉRICA LATINA

El Trimestre Económico, 2013
En este artículo se mide la interrelación y trasmisión de choques que existe entre los mercados financieros de la América Latina. El indicador más utilizado ha sido el coeficiente de correlación; el principal problema de éste es que no es robusto a la ...
Miguel Chirinos G.
doaj  

Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas

International Journal of Mathematics and Mathematical Sciences, 2016
This paper investigates properties of extensions of tail dependence of Archimax copulas to high dimensional analysis in a spatialized framework. Specifically, we propose a characterization of bivariate margins of spatial Archimax processes while spatial ...
Diakarya Barro, Moumouni Diallo, Remi Guillaume Bagré   +2 more
doaj   +1 more source

WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE

REAd
This study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller, Marcelo Brutti Righi, Anderson Luis Walker Amorin   +2 more
doaj   +1 more source

Leucorrhinia pectoralis [PDF]

Conservation status and Spanish distribution of protected invertebrate species included in the Habitats Directive (European Union Directive 92/43/CEE) is evaluated.
Azpilicueta Amorín, Mónica, Cordero Rivera, Adolfo, Ocharan Larrondo, Francisco Javier, Outomuro Priede, David, Torralba Burrial, Antonio   +4 more
core  

Bounds for Trivariate Copulas with Given Bivariate Marginals

Journal of Inequalities and Applications, 2008
We determine two constructions that, starting with two bivariate copulas, give rise to new bivariate and trivariate copulas, respectively. These constructions are used to determine pointwise upper and lower bounds for the class of all trivariate copulas ...
Quesada-Molina JoséJuan, Durante Fabrizio, Klement ErichPeter   +2 more
doaj  

Conducta sexual y rituales de cortejo de la avoceta [PDF]

, 2018
El comportamiento sexual de la Avoceta (Recurvirostra avosseta) fue estudiado por Makkink, G. en un trabajo titulado Una aproximación al etogruma de la avoceta (Recurvirostra avosetta) con significaciones psicológicas y etológicas (1936) uno de 10s ...
Andrés Pueyo, Antonio
core  

Continuous Exchangeable Markov Chains, Idempotent and 1-Dependent Copulas

Mathematics
New copula families are constructed based on orthogonality in L2(0,1). Subclasses of idempotent copulas with square integrable densities are derived.
Martial Longla
doaj   +1 more source