Results 51 to 60 of about 90,390 (244)

The Empirical Beta Copula

, 2016
Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$.
Segers, Johan, Sibuya, Masaaki, Tsukahara, Hideatsu   +2 more
core   +1 more source

Multiplicative Archimedean Copula(乘积阿基米德Copula)

Zhejiang Daxue xuebao. Lixue ban, 2010
在乘法模式下,对阿基米德Copula进行了推广,提出了乘积阿基米德Copula.通过构造两类特殊的乘积阿基米德Copula,举出了若干乘积阿基米德Copula例子,并分析了关于尾部相依性、对称性等方面的性质.最后,在探讨阿基米德Copula和乘积阿基米德Copula的关系中,提出几个值得进一步讨论的问题.
WANGQin(王沁), YIWen-De(易文德), WANGLu(王璐)   +2 more
doaj   +1 more source

Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

, 2012
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube.
Segers, Johan
core   +1 more source

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, Ashford, Bhat, Cameron, De Backer, Demidenko, Denuit, Frank, Genz, Genz, Genz, Hausman, Heinen, Heinen, Joe, Joe, Joe, Johnson, Kiefer, Lawless, Liang, Madsen, Madsen, Meester, Molenberghs, Muthén, Nash, Nikoloulopoulos, Nikoloulopoulos, Nikoloulopoulos, Ochi, Sabo, Schervish, Song, Song, Song, Žežula   +36 more
core   +2 more sources

Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions

Pan-American Journal of Mathematics
The Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
doaj   +1 more source

A Non-Stationary and Probabilistic Approach for Drought Characterization Using Trivariate and Pairwise Copula Construction (PCC) Model [PDF]

, 2021
Soumyashree Dixit, K. V. Jayakumar
openalex   +1 more source

Perturbed Copula: Introducing the skew effect in the co-dependence [PDF]

, 2012
Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them.
Elices, Alberto, Fouque, Jean-Pierre
core  

Correction to: On the Use of Copulas in Geotechnical Engineering: A Tutorial and State-of-the-Art-Review [PDF]

, 2022
Juan J. Sepúlveda-García, Diego A. Álvarez   +1 more
openalex   +1 more source

GENERALIZED NESTED COPULA REGRESSION TO UNVEIL THE IMPACT OF EXCHANGE RATES AND NIKKEI 225 ON BANK MANDIRI STOCK PRICE

Barekeng
Fluctuations in exchange rates and foreign stock indices strongly influence domestic stock performance, particularly in the banking sector, which is highly sensitive to global economic dynamics.
Alfi Khairiati, Retno Budiarti, Mohamad Khoirun Najib   +2 more
doaj   +1 more source

Strong Approximation of Empirical Copula Processes by Gaussian Processes

, 2011
We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated ...
Adler R. J., Bouzebda S., Chung K.-L., Csörgő M., Csörgő M., Cui S., DasGupta A., Deheuvels P., Deheuvels P., Deheuvels P., Fermanian J.-D., Joe H., McNeil A. J., Moore D. S., Nelsen R. B., Piterbarg V. I., Salim Bouzebda, Shorack G. R., Sklar A., Sklar A., Tarek Zari, Tsukahara H.   +21 more
core   +1 more source