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Advances in Multimedia, 2022 In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the ...
Xiaodong Huang
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Analysis and Application of Mechanical System Reliability Model Based on Copula Function
Polish Maritime Research, 2016 There is complicated correlations in mechanical system. By using the advantages of copula function to solve the related issues, this paper proposes the mechanical system reliability model based on copula function.
An Hai, Yin Hang, He Fukai
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RESEARCH ON DYNAMIC SYSTEM RELIABILITY MODEL OF HIGH DIMENSIONAL COPULA FUNCTION
Jixie qiangdu, 2022 Aiming at the dynamic mechanical system with multiple failure correlation, the copula function is used to describe the correlation of failure modes among units, and a reliability model of dynamic mechanical system with multiple failure correlations is ...
FENG Jun, LIU Wei, TAN Long, LI Yi
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Selection of the Best Copula Function in Bivariate Analysis of Water Resources Components (Case study: Siminehrood River Basin, Iran) [PDF]
Water Harvesting ResearchThe copula function is a joint distribution of correlated random variables that are defined based on univariate marginal distributions. The aim of the present study is to select the best copula function to create joint probability distributions between ...
Fahimeh Sharifan +3 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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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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Correlation analysis based on neural network copula function
, 2023 The joint-distribution function between variables plays an important role in reliability analysis. A method is proposed for constructing the function using a neural network, which is used to construct a copula model under arbitrarily measured ...
Haibin Li +5 more
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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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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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