Results 41 to 50 of about 87,023 (313)
Journal of Multivariate Analysis, 2018 Revised version: correction of Assumption 3 and some minor induced ...
Fermanian, Jean-David, Lopez, Olivier
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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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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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Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio
Jurnal Fourier, 2018 Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
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On approximation of copulas [PDF]
International Journal of Mathematics and Mathematical Sciences, 1999 New sufficient conditions for strong approximation of copulas, generated by sequences of partitions of unity, are given. Results are applied to the checkerboard and Bernstein approximations.
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On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood [PDF]
, 2013 The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins.
Aristidis K. Nikoloulopoulos +36 more
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VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH
BarekengInvestment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah +3 more
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Trivariate joint frequency analysis of water resources deficiency signatures using vine copulas
Applied Water Science, 2022 Investigating the interaction of water resources such as rainfall, river flow and groundwater level can be useful to know the behavior of water balance in a basin.
Mohammad Nazeri Tahroudi +3 more
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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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The Challenge of Handling Structured Missingness in Integrated Data Sources
Advanced Intelligent Discovery, EarlyView.As data integration becomes ever more prevalent, a new research question that emerges is how to handle missing values that will inevitably arise in these large‐scale integrated databases? This missingness can be described as structured missingness, encompassing scenarios involving multivariate missingness mechanisms and deterministic, nonrandom ...
James Jackson +6 more
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