Results 271 to 280 of about 24,138 (305)

Exchangeable copulas

Fuzzy Sets and Systems, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Semilinear copulas

Fuzzy Sets and Systems, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
DURANTE, FABRIZIO, A. KOLESAROVA, R. MESIAR, SEMPI, Carlo   +3 more
openaire   +1 more source

Transformations of Copulas and Quasi-Copulas

2004
Transformations of aggregation operators preserving the class of copulas and quasi-copulas, respectively, are shown to be concave automorphisms of the unit interval. Attractors of copulas are discussed, special attention being paid to power transformations and the relationship between the corresponding attractors and the so-called maximum attractor ...
Erich Peter Klement, Radko Mesiar, Endre Pap   +2 more
openaire   +1 more source

Some results on a transformation of copulas and quasi-copulas

Information Sciences, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ali Dolati, Soheyla Mohseni, Manuel Úbeda-Flores   +2 more
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DUCS copulas

Kybernetika, 2010
Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
openaire   +2 more sources

Copulas in Finance

2011
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
openaire   +2 more sources

A comprehensive comparison of copula models and multivariate normal distribution for geo-material parametric data

Computers and Geotechnics, 2023
Liang Han, Wengang Zhang
exaly  

Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach

Reliability Engineering and System Safety, 2020
Xiangdong Liu, Rui Peng
exaly  

Copula Modelling to Analyse Financial Data

Journal of Risk and Financial Management, 2022
Paul R Dewick, Shuangzhe Liu, Liu Shuangzhe   +2 more
exaly  

The t Copula and Related Copulas

International Statistical Review, 2005
Alexander J Mcneil
exaly