Results 271 to 280 of about 44,033 (313)

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, Carrillo, Manuel Díaz, Fernández-Sánchez, Juan   +2 more
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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, Manuel Díaz Carrillo, Juan Fernández Sánchez   +2 more
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Financial Modelling with Copula Functions

SSRN Electronic Journal, 2010
This set of lecture notes was developed from my ‘Copula Finance’ spring lectures for the Thammasat University’s Master in Finance International Program (MIF).
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The copula function of pronouns

Lingua, 1983
Abstract This paper presents evidence from Egyptian Arabic to show that in the absence of a copula from a language, the language may use pronouns to perform copula functions. The evidence is based on the behavior of pronouns with respect to Negative Placement and their use in equational sentences.
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Archimedean Utility Copulas with Polynomial Generating Functions

Decision Analysis, 2019
Archimedean utility copulas comprise the general class of multiattribute utility functions that have additive ordinal preferences and are strictly increasing with each argument for at least one reference value of the complementary attributes. The construction of an Archimedean utility copula requires an assessment of an individual utility function for
Ali E. Abbas, Zhengwei Sun
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Copulae, Self-Affine Functions, and Fractal Dimensions

Mediterranean Journal of Mathematics, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
De Amo, Enrique, Carrillo, Manuel Díaz, Fernández Sánchez, Juan   +2 more
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On tail dependence for Grubbs’ copula-function

Russian Mathematics, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bivariate copula-based aggregation functions

2007
This paper presents the role of copula functions in the theory of aggregation operators. In this context we are focusing our attention about several properties of aggregation functions, like supermodularity and Schur-concavity, studying also a decomposition of supermodular binary aggregation operators and copulae.
Cardin M., MANZI, MADDALENA
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Copula functions and dependency concepts

2014
Modeling 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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Copula Functions in Model Based Clustering

2006
Model based clustering is common approach used in cluster analysis. Here each cluster is characterized by some kind of model, for example — multivariate distribution, regression, principal component etc. One of the most well known approaches in model based clustering is the one proposed by Banfield and Raftery (1993), where each class is described by ...
Krzysztof Jajuga, Daniel Papla
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