Results 31 to 40 of about 42,928 (197)
Correlation between Rainfall and Runoff in Fuchun River Basin Based on Copula Functions and Kernel Density Estimation [PDF]
长江科学院院报[Objective] Rainfall and runoff are two important hydrological variables in river basins, exhibiting the characteristic of random distribution. In-depth analysis of the relationship between rainfall and runoff holds significant importance for watershed ...
YANG Sheng-mei, ZHU De-kang, CHENG Xiang, LI Bo, ZHU Yan-ze, MA Wen-sheng
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A multivariate piecing-together approach with an application to operational loss data
, 2012 The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivariate extension.
Aulbach, Stefan +2 more
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Correlation analysis of diabetes based on Copula
Frontiers in EndocrinologyIntroductionThe ratio of Triglyceride (TG) to high-density lipoprotein cholesterol (HDL-C) is a crucial indicator for diabetes diagnosis.MethodsThis study utilizes the Copula function to model and fit the non-linear correlation among fasting blood ...
Chang Liu +3 more
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Monitoring Test for Stability of Dependence Structure in Multivariate Data Based on Copula
Entropy, 2016 In this paper, we consider a sequential monitoring procedure for detecting changes in copula function. We propose a cusum type of monitoring test based on the empirical copula function and apply it to the detection of the distributional changes in copula
Jiyeon Lee, Byungsoo Kim
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Functional treatment of asymmetric copulas
, 2019 The concept of asymmetric copulas is revisited and is made more precise. We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered classes of copulas according to a suitable equivalence relation. We define a process of ordering subcopulas which makes
Sani, A., Karbil, L.
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Gaussian Process Conditional Copulas with Applications to Financial Time Series [PDF]
, 2013 The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function.
Hernández-Lobato, Daniel +2 more
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Dynamic Bivariate Normal Copula
, 2015 Normal copula with a correlation coefficient between $-1$ and $1$ is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H\"usler and Reiss (1989 ...
Liao, Xin +3 more
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Weighted Entropic Copula from Preliminary Knowledge of Dependence
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018 This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
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Implicit Copulas from Bayesian Regularized Regression Smoothers
, 2018 We show how to extract the implicit copula of a response vector from a Bayesian regularized regression smoother with Gaussian disturbances. The copula can be used to compare smoothers that employ different shrinkage priors and function bases.
Klein, Nadja, Smith, Michael Stanley
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Reliability Modelling of Pipeline Failure under the Impact of Submarine Slides-Copula Method
Mathematics, 2022 The instability of seabed slope sediments is the main factor influencing the safety of marine resource development. Therefore, to ensure the safe operation of submarine pipelines under complex and uncertain seabed rock and soil conditions, a reliability ...
Laifu Song +4 more
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