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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 +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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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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On copula moment: empirical likelihood based estimation method [PDF]
Arab Journal of Mathematical Sciences, 2022 Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the ...
Jihane Abdelli, Brahim Brahimi
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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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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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