Results 21 to 30 of about 89,782 (266)
Hydrology Research, 2020 Copulas are appropriate tools in drought frequency analysis. However, uncertainties originating from copulas in such frequency analysis have not received significant consideration. This study aims to develop a drought severity-areal extent-frequency (SAF)
Zhanling Li +3 more
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A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem
IEEE Access, 2019 Conditional copula which measures the conditional dependence among variables, possesses a special position in copula field. In this article, based on Bayes theorem, we derive three kinds of conditional copula functions as the product of the corresponding
Xinyao Li, Weihong Zhang, Liangli He
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Flood routing via a copula-based approach
Hydrology Research, 2021 Floods are among the most common natural disasters that if not controlled may cause severe damage and high costs. Flood control and management can be done using structural measures that should be designed based on the flood design studies. The simulation
Mohammad Nazeri Tahroudi +3 more
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El tratamiento de la cópula verbal en la historia del pensamiento lingüístico
Estudios de Lingüística, 2004 Throughout the history of Linguistics, the verbal copula has been analysed from different viewpoints. Some approaches considered the copula simply as an ordinary verb, without any special features.
Ventura Salazar García
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Jurnal Matematika Integratif, 2020 Industri asuransi merupakan industri yang berkaitan langsung dengan risiko. Risiko yang terjadi diakibatkan oleh besar klaim yang harus dibayarkan perusahaan asuransi.
Dedy Irawan Prihandoko +1 more
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Journal of Hydrology: Regional Studies, 2016 Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski +4 more
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, 2013 We propose notions of calibration for probabilistic forecasts of general multivariate quantities. Probabilistic copula calibration is a natural analogue of probabilistic calibration in the univariate setting.
Gneiting, Tilmann, Ziegel, Johanna F.
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Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns
, 2015 All too often measuring statistical dependencies between financial time series is reduced to a linear correlation coefficient. However this may not capture all facets of reality.
Schäfer, Rudi, Wollschläger, Marcel
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Calibrating and Simulating Copula Functions in Financial Applications
Frontiers in Applied Mathematics and Statistics, 2021 Copula functions can be utilized in financial applications to determine the dependence structure of the financial asset returns in the portfolio. Empirical evidence has proved the inadequacy of the multi-normal distribution, traditionally adopted to ...
Annalisa Di Clemente, Claudio Romano
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Improving forecasting performance using covariate-dependent copula models
, 2018 Copulas provide an attractive approach for constructing multivariate distributions with flexible marginal distributions and different forms of dependences.
Kang, Yanfei, Li, Feng
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