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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. +20 more
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International Journal of Mathematics and Mathematical Sciences, 1994 We consider several norms on the span of the set C of all copulas. Dominance and equivalence relationships among the norms are discussed, and completeness issues are addressed. The motivation for the study is discussed. Applications to the study of one parameter semigroups of copulas are also addressed.
Elwood T. Olsen, William F. Darsow
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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 +3 more
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Quasi-Copulas, Copulas and Fuzzy Implicators
International Journal of Computational Intelligence Systems, 2020 In this paper, we study relations between fuzzy implicators and some kinds of fuzzy conjunctors, in particular, quasi-copulas and copulas. We show that there is a one-to-one correspondence between the classes of all quasi-copulas and 1-Lipschitz fuzzy implicators.
Radko Mesiar, Anna Kolesárová
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A scalar product for copulas [PDF]
Journal of Mathematical Analysis and Applications, 2008 We introduce a scalar product for n-dimensional copulas, based on the Sobolev scalar product for W 1,2 -functions. The corresponding norm has quite remarkable properties and provides a new geometric framework for copulas. We show that, in the bivariate case, it measures invertibility properties with respect to the ∗-product for copulas defined by ...
Siburg, Karl Friedrich +1 more
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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
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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 +2 more
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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 +2 more
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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.
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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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