Results 101 to 110 of about 90,390 (244)

Discrete imprecise copulas

Fuzzy Sets and Systems
In this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques.
Tomaž Košir, Elisa Perrone
openaire   +2 more sources

Analysis of Multiple Life Insurance using Copula and Common Shock [PDF]

, 2014
Doyoung Kim, Issac Lee, Hangsuck Lee
openalex   +1 more source

Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]

Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
core  

Nonparametric estimation of pair-copula constructions with the empirical pair-copula [PDF]

, 2012
Ingrid Hobæk Haff, Johan Segers
openalex   +1 more source

Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work [PDF]

We discuss a new approach to specifying and estimating ordered probit models with endogenous switching, or with binary endogenous regressor, based on copula functions. These models provide a framework of analysis for self-selection in economic well-being
Alois Stutzer, Rainer Winkelmann, Simon Luechinger   +2 more
core  

Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves

Mathematics
Conditional copulas are useful tools for modeling the dependence between multiple response variables that may vary with a given set of predictor variables.
Lu Lu, Sujit Ghosh
doaj   +1 more source

Copula

, 2020
Copulaen er et interessant verktøy i statistikken. Den er brukt i mange forskjellige områder fra finans til klimamodeller. En stor grunn til at copulaen er nyttig er hvordan man kan bruke copulaen til å splitte en bivariat fordeling opp i avhengighets-strukturen og selve marginalfordelingene. Vi vil forklare dette i denne oppgaven.
openaire   +1 more source

Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering [PDF]

, 2016
Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat   +3 more
openalex   +1 more source

Copula

, 2014
Copulas and copular clauses are interesting for a variety of reasons: morphological, syntactic, semantic, historical, pragmatic, and sociolinguistic ones. It is thus not surprising that they have inspired (and continue to inspire) a lot of research and have been at the core of quite a few debates in linguistic literature. This introduction outlines the
openaire   +1 more source

Bernstein estimator for unbounded copula densities

, 2013
Taoufik Bouezmarni, El Ghouch, Abderrahim Taamouti   +2 more
openalex   +2 more sources