The fettered and the flea: a new poem by Edmund Waller☆
Renaissance Studies, EarlyView.Abstract This contribution explores for the first time a 22‐line poem in a British Library manuscript, ‘To a young lady that kept a flea chay'nd in a box’, which can be convincingly ascribed to Edmund Waller. Its most famous relative is Donne's ‘The Flea’, but its ancestry differs.
Stuart Gillespie
wiley +1 more source
Multivariate Option Pricing Using Dynamic Copula Models [PDF]
, 2003 R.W.J. van den Goorbergh +2 more
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 +2 more
core
Risk Analysis, EarlyView.ABSTRACT In absence of sufficient data, structured expert judgment is a suitable method to estimate uncertain quantities. While such methods are well established for individual variables, eliciting their dependence in a structured manner is a less explored field of research.
Guus Rongen +3 more
wiley +1 more source
Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves
MathematicsConditional 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
The Distribution of Climbing and Mossy Fiber Collateral Branches from the Copula Pyramidis and the Paramedian Lobule: Congruence of Climbing Fiber Cortical Zones and the Pattern of Zebrin Banding within the Rat Cerebellum [PDF]
, 2003 Jan Voogd +3 more
openalex +1 more source
Copulas and Dependence models in Credit Risk: Diffusions versus Jumps [PDF]
The most common approach for default dependence modelling is at present copula functions. Within this framework, the paper examines factor copulas, which are the industry standard, together with their latest development, namely the incorporation of ...
Elisa Luciano
core
Distorted distributions and ROC curves
Scandinavian Journal of Statistics, EarlyView.Abstract We consider new distortion functions based on the receiver operating characteristic (ROC) and ordinal dominance (OD) curves. Various stochastic orders and aging properties are characterized by using the interpretation of ROC and OD distortions as cumulative distribution functions of suitable relative random variables.
Marco Capaldo +2 more
wiley +1 more source
«EL HIPOGEO SECRETO»: LA ESCRITURA COMO PALINDROMO Y COPULA
, 1980 Aurea M. Sotomayor
openalex +2 more sources
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 +2 more
core