Results 71 to 80 of about 90,390 (244)
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Akker, R. van den +2 more
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To be or not to be? About the copula system in Buli (Gur) [PDF]
, 2008 This talk concerns the copula system in Buli, a Ghanaian language which has also been attested in Bahia (Rodrigues 1935, Zwernemann 1968). Special focus will be put on the categorization of two copula-reminiscent elements for which I will propose a ...
Schwarz, Anne
core
Synchronization frequency analysis and stochastic simulation of multi-site flood flows based on the complicated vine copula structure [PDF]
Hydrology and Earth System SciencesAccurately modeling and predicting flood flows across multiple sites within a watershed presents significant challenges due to potential issues of insufficient accuracy and excessive computational demands in existing methodologies.
X. Yu, Y.-P. Xu, Y. Guo, S. Chen, H. Gu
doaj +1 more source
Improved Frechet bounds and model-free pricing of multi-asset options
, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
core
Semiparametric estimation and variable selection for single‐index copula models
, 2021 Bingduo Yang +3 more
openalex +2 more sources
On approximating copulas by finite mixtures
, 2018 Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
core
Copula–entropy theory for multivariate stochastic modeling in water engineering
Geoscience Letters, 2018 The copula–entropy theory combines the entropy theory and the copula theory. The entropy theory has been extensively applied to derive the most probable univariate distribution subject to specified constraints by applying the principle of maximum entropy.
Vijay P. Singh, Lan Zhang
doaj +1 more source
Discrete copulas and quasi-copulas
, 2022 The thesis gives a brief introduction to two dimensional copulas and related functions. Firstly, we present copulas, their usage and according history. Furthermore, in the text we include some examples and visual representations for this purpose. Copulas are cumulative distribution functions defined on the unit square with marginal distributions which ...
openaire +1 more source
Switching-GAS Copula Models With Application to Systemic Risk [PDF]
, 2015 Leopoldo Catania, Mauro Bernardi
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A Continuous Drought Risk Monitoring System, CDRMS, Based on Copulas [PDF]
, 2020 João Dehon de Araújo Pontes Filho +3 more
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