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Application of Copula functions in statistics
2007Studying associations among multivariate outcomes is an interesting problem in statistical science. The dependence between random variables is completely described by their multivariate distribution. When the multivariate distribution has a simple form, standard methods can be used to make inference.
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Online prediction based on the Copula function for the intrinsic viscosity of polyester fibre
Canadian Journal of Chemical Engineering, 2023Lei Chen, Kuangrong Hao
exaly
Integral transformation of a copula function
Communications in Statistics - Theory and Methods, 2022Božidar V. Popović +2 more
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Copula functions and dependency concepts
2014Modeling default of several obligors implies modeling the default probability of the single obligor as well as the dependence structure between obligors.
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Study on drought events in China based on time-varying nested Archimedean-copula function
Water Science and Technology: Water Supply, 2022Ziyang Zhao, Hongrui Wang, Cheng Wang
exaly
Application of Copula function in financial risk analysis
Computers and Electrical Engineering, 2019Hui Jiang
exaly