Results 91 to 100 of about 90,390 (244)

Asymptotic properties of the Bernstein density copula for dependent data [PDF]

Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
BOUEZMARNI, Taoufik, ROMBOUTS, Jeroen V.K., TAAMOUTI, Abderrahim   +2 more
core  

\(H\)-extendible copulas

Journal of Multivariate Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mai, Jan-Frederik, Scherer, Matthias
openaire   +1 more source

Modeling Multivariate Distributions with Continuous Margins Using the copula R Package

Journal of Statistical Software, 2010
The copula-based modeling of multivariate distributions with continuous margins is presented as a succession of rank-based tests: a multivariate test of randomness followed by a test of mutual independence and a series of goodness-of-fit tests.
Ivan Kojadinovic, Jun Yan
doaj  

Clustered Archimax copulas

Electronic Journal of Statistics
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of asymptotic dependence. In this paper, the class of Archimax copulas is extended via their stochastic representation to a clustered construction.
Chatelain, Simon, Perreault, Samuel, Fougères, Anne-Laure, Nešlehová, Johanna G.   +3 more
openaire   +3 more sources

Copula-Based Dependence Measures for Under-Five Mortality Rate in Rwanda [PDF]

, 2016
Fidence Munyamahoro
openalex   +1 more source

A new class of copulas with tail dependence and a generalized tail dependence estimator [PDF]

We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases.
Fischer, Matthias J., Hinzmann, Gerd
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Bayesian inference for bivariate ranks

, 2018
A recommender system based on ranks is proposed, where an expert's ranking of a set of objects and a user's ranking of a subset of those objects are combined to make a prediction of the user's ranking of all objects.
Guillotte, Simon, Perron, François, Segers, Johan   +2 more
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Median and quantile conditional copulas

Dependence Modeling
This article studies the conditional dependency between random variables, conditionally upon a covariate (vector). The conditional copula fully characterizes this conditional dependency.
Gijbels Irène, Matterne Margot
doaj   +1 more source

All-Optical Simultaneous Frequency Metamorphose Contingent on a Three Parallel SOA-MZIs Copula [PDF]

, 2023
Hassan Termos, Ali Tharthar, Ali Mansour
openalex   +1 more source

Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Xiaohong Chen, Yanqin Fan
core