Results 11 to 20 of about 89,782 (266)

Trivariate copula to design coastal structures [PDF]

Natural Hazards and Earth System Sciences, 2021
Some coastal structures must be redesigned in the future due to rising sea levels caused by climate change. The design of structures subjected to the actions of waves requires an accurate estimate of the long return period of such parameters as wave ...
O. Orcel, P. Sergent, F. Ropert
doaj   +1 more source

Risk Spillo Risk Spillover from World Ener orld Energy Mark gy Markets to Pakistan Agricultur akistan Agricultural Commodity Markets. An application of Dependence switching Copula model

Business Review, 2023
Using a time-dependent copulas model, this study attempts to investigate the risk spillover from global energy markets to Pakistan’s agricultural commodities market.
Hira Saeed , Rukhsana Bibi , Muhammad Tahir   +2 more
doaj   +1 more source

The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas

Entropy, 2016
A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [ 0 , 1 ] , which maximizes the Tsallis–Havrda–Chavát entropy with q = 2 .
Jesús E. García, Verónica A. González-López, Roger B. Nelsen   +2 more
doaj   +1 more source

A Time-Varying Multivariate Noncentral Contaminated Normal Copula Model and Its Application to the Visualized Dependence Analysis of Hong Kong Stock Markets

Discrete Dynamics in Nature and Society, 2020
Financial data usually have the features of complexity and interdependence structure, such as asymmetric, tail, and time-varying dependence. This study constructs a new multivariate skewed fat-tailed copula, namely, noncentral contaminated normal (NCCN ...
Zhenyu Xiao, Jie Wang, Teng Yuan Cheng, Kuiran Shi   +3 more
doaj   +1 more source

Evolution of coupled lives' dependency across generations and pricing impact [PDF]

, 2012
This paper studies the dependence between coupled lives - both within and across generations - and its effects on prices of reversionary annuities in the presence of longevity risk.
Luciano, E., Spreeuw, J., Vigna, E.
core   +1 more source

The grammaticalisation of a copula in vernacular Arabic

Glossa, 2019
It is standardly assumed that Arabic copula constructions with present tense interpretation involve either a null copula or a pronominal copula.
Louisa Sadler, Maris Camilleri
doaj   +2 more sources

Distorted Copulas: Constructions and Tail Dependence [PDF]

, 2010
Given a copula C, we examine under which conditions on an order isomorphism ψ of [0, 1] the distortion C ψ: [0, 1]2 → [0, 1], C ψ(x, y) = ψ{C[ψ−1(x), ψ−1(y)]} is again a copula.
Avérous J., Bassan B., Chan W., Charpentier A., Denneberg D., Durante F., Fabrizio Durante, Frees E. W., Hardy G. H., Joe H., Klement E. P., Klement E. P., Lai C.-D., Marshall A. W., McNeil A. J., Müller A., Nelsen R. B., Peter Sarkoci, Rachele Foschi, Salvadori G., Schweizer B.   +20 more
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A new mixture copula model for spatially correlated multiple variables with an environmental application

Scientific Reports, 2022
In environmental monitoring, multiple spatial variables are often sampled at a geographical location that can depend on each other in complex ways, such as non-linear and non-Gaussian spatial dependence.
Mohomed Abraj, You-Gan Wang, M. Helen Thompson   +2 more
doaj   +1 more source

Bayesian Model Choice of Grouped t-copula [PDF]

, 2011
One of the most popular copulas for modeling dependence structures is t-copula. Recently the grouped t-copula was generalized to allow each group to have one member only, so that a priori grouping is not required and the dependence modeling is more ...
Luo, Xiaolin, Shevchenko, Pavel V.
core   +1 more source

Perbandingan Analisis Regresi Linear dengan Analisis Regresi Copula pada Data Keuangan

Jambura Journal of Mathematics, 2022
Regression analysis is a statistical analysis to predict or explain the relationship between the response variable and one or more explanatory variables. The simplest and most commonly used regression analysis is linear regression.
Alfi Khairiati, Retno Budiarti, I Gusti Putu Purnaba   +2 more
doaj   +1 more source