Results 11 to 20 of about 5,166,535 (297)
Copulas for statistical signal processing (Part I) : extensions and generalization [PDF]
, 2014 Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng +4 more
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Approximation multivariate distribution of main indices of tehran stock exchange with pair-copula [PDF]
, 2013 The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula.
Parham, Gholamali +2 more
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Multivariate Extension of Raftery Copula
Mathematics, 2023 This paper introduces a multivariate extension of Raftery copula. The proposed copula is exchangeable and expressed in terms of order statistics. Several properties of this copula are established.
Tariq Saali, Mhamed Mesfioui, Ani Shabri
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A New Family of Archimedean Copulas: The Half-Logistic Family of Copulas
Mathematics, 2023 In this research, we introduce a truncation of the half-logistic distribution function as a multiplicative Archimedean generator. The corresponding Archimedean copula is obtained, namely the half-logistic family.
Abdulhamid A. Alzaid, Weaam M. Alhadlaq
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Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 more
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Advances in Mechanical Engineering, 2023 To improve the performance of a conventional rescue equipment, we designed a novel multi-functional rescue end-effector comprising a separation mechanism and a grasping mechanism.
Chunrong Wang +3 more
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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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Some functionals for copulas [PDF]
International Journal of Mathematics and Mathematical Sciences, 1990 In this paper we study some functionals operating on the set of the n‐copulas defined on [0, 1] n. Conditions under which such functionals are well defined are determined and some counterexamples are described. The study of the fixed points (n‐copulas) for these functionals is also considered, and, finally, some open problems are presented.
C. Alsina, A. Damas, J. J. Quesada
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Revisiting the Copula-Based Trading Method Using the Laplace Marginal Distribution Function
Mathematics, 2022 Pairs trading under the copula approach is revisited in this paper. It is well known that financial returns arising from indices in markets may not follow the features of normal distribution and may exhibit asymmetry or fatter tails, in particular.
Tayyebeh Nadaf +2 more
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On an interaction function for copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dorota Kurowicka, Wim T. van Horssen
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