Results 231 to 240 of about 43,396 (279)

On tail dependence for Grubbs’ copula-function

Russian Mathematics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +3 more sources

Estimating the density of a copula function

Communications in Statistics - Theory and Methods, 1990
This 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
exaly   +2 more sources

Distribution functions of multivariate copulas

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodríguez-Lallena, José A.   +1 more
openaire   +2 more sources

Copula Functions for Residual Dependency

Psychometrika, 2007
Most 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
openaire   +1 more source

On the relationship between modular functions and copulas

Fuzzy Sets and Systems, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bernard De Baets   +3 more
openaire   +1 more source

Measure-Preserving Functions and the Independence Copula

Mediterranean Journal of Mathematics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Amo, Enrique   +2 more
openaire   +1 more source

Copulas and Self-affine Functions

2013
We 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
openaire   +1 more source

Kendall distribution functions and associative copulas

Fuzzy Sets and Systems, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roger B. Nelsen   +3 more
openaire   +1 more source

Copula Functions and Drought

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
openaire   +1 more source

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