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On tail dependence for Grubbs’ copula-function
Russian Mathematics, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Estimating the density of a copula function
Communications in Statistics - Theory and Methods, 1990This paper deals with estimation of the density of a copula function as well as with that of the Radon-Nikodym derivative of a bivariate distribution function with respect to the product of its marginal distribution functions. Strong uniform consistency and asymptotic normality of kernel-type estimators are proved under various conditions on the ...
Jan Mielniczuk
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Distribution functions of multivariate copulas
Statistics & Probability Letters, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodríguez-Lallena, José A. +1 more
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Copula Functions for Residual Dependency
Psychometrika, 2007Most item response theory models are not robust to violations of conditional independence. However, several modeling approaches (e.g., conditioning on other responses, additional random effects) exist that try to incorporate local item dependencies, but they have some drawbacks such as the nonreproducibility of marginal probabilities and resulting ...
Braeken, Johan +2 more
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On the relationship between modular functions and copulas
Fuzzy Sets and Systems, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets +3 more
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Measure-Preserving Functions and the Independence Copula
Mediterranean Journal of Mathematics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Amo, Enrique +2 more
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Copulas and Self-affine Functions
2013We characterize self-affine functions whose graphs are the support of a copula using the fact that the functions defined on the unit interval whose graphs support a copula are those that are Lebesgue-measure-preserving. This result allows the computation of the Hausdorff, packing, and box-counting dimensions.
Enrique de Amo +2 more
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Kendall distribution functions and associative copulas
Fuzzy Sets and Systems, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roger B. Nelsen +3 more
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2017
Copula functions are a group of multivariate distribution functions that join the marginal distribution of multiple variables. They have been used in different fields of science and engineering during the past decades. The main advantage of copulas over other multivariate distribution functions is their flexible structure in choosing marginal ...
Shahrbanou Madadgar, Hamid Moradkhani
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Copula functions are a group of multivariate distribution functions that join the marginal distribution of multiple variables. They have been used in different fields of science and engineering during the past decades. The main advantage of copulas over other multivariate distribution functions is their flexible structure in choosing marginal ...
Shahrbanou Madadgar, Hamid Moradkhani
openaire +1 more source

