Results 21 to 30 of about 90,390 (244)
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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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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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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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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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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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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Uniform distribution theory, 2023 Abstract Two-dimensional distribution function g(x, y) defined in [0, 1]2 is called copula, if g(x, 1) = x and g(1,y)= y for every x, y. Similarly, s-dimensional copula is a distribution function g(x 1,x 2,...,x s) such that every k-dimensional face function
Strauch, Oto, Baláž, Vladimír
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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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