Results 11 to 20 of about 43,396 (279)
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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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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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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Performance of Archimedean copula functions in annual flood estimation, Case study: Qarah-Soo Watershed [PDF]
مخاطرات محیط طبیعی, 2017 Flood is known as one of the most devastating natural hazards which cause great damages to human societies, municipal, industrial and agricultural centers. Flood estimation in confluence points of rivers– for being the location for many infrastructures –
Sanaz Zeraati, Mohammad Zounemat-Kermani
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TIME SERIES ANALYSIS USING COPULA GAUSS AND AR(1)-N.GARCH(1,1)
Media Statistika, 2016 In this case, the Gaussian Copula is used to connect the data that correlates with the time and with other data sets. Most often, practitioners rely only on the linear correlation to describe the degree of dependence between two or more variables; an ...
Rezzy Eko Caraka +3 more
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Modelling stochastic bivariate mortality [PDF]
, 2006 Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to represent mortality risk.
A J G Cairns +36 more
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