Results 31 to 40 of about 87,023 (313)
Journal of Multivariate Analysis, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Radu Theodorescu, Ioan Cuculescu
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A Functional for Copulas and Quasi-Copulas [PDF]
ISRN Probability and Statistics, 2012 We recall and study some properties of a known functional operating on the set of n-copulas and determine conditions under such functional is well defined on the set of n-quasi-copulas. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
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Fuzzy Sets and Systems, 2022 We study the extreme points (in the Krein-Milman sense) of the class of semilinear copulas and provide their characterization. Related results into the more general setting of conjunctive aggregation functions (i.e, semi--copulas and quasi--copulas) are also presented.
Durante F. +2 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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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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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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Bayesian Model Choice of Grouped t-copula [PDF]
, 2011 One of the most popular copulas for modeling dependence structures is t-copula. Recently the grouped t-copula was generalized to allow each group to have one member only, so that a priori grouping is not required and the dependence modeling is more ...
Luo, Xiaolin, Shevchenko, Pavel V.
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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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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 Mathematical Analysis and Applications, 2009 AbstractWe show that every copula that is a shuffle of Min is a special push-forward of the doubly stochastic measure induced by the copula M. This fact allows to generalize the notion of shuffle by replacing the measure induced by M with an arbitrary doubly stochastic measure, and, hence, the copula M by any copula C.
DURANTE, FABRIZIO +2 more
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