Results 31 to 40 of about 43,396 (279)
Archimedean copulas derived from Morgenstern utility functions [PDF]
, 2012 The (additive) generator of an Archimedean copula - as well as the inverse of the generator - is a strictly decreasing and convex function, while Morgenstern utility functions (applying to risk averse decision makers) are nondecreasing and concave.
Spreeuw, J.
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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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Precise Estimation of Cosmological Parameters Using a More Accurate Likelihood Function
, 2010 The estimation of cosmological parameters from a given data set requires a construction of a likelihood function which, in general, has a complicated functional form.
A. Sklar +5 more
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A COPULA APPLICATION FOR MECHANICAL PROPERTIES [PDF]
Fiabilitate şi Durabilitate, 2019 Based on copula applications, the work points out the use of cumulative distribution function for the characteristics bivariate cases and the connections among them.
Adrian Stere PARIS
doaj
Dependence Modeling, 2018 The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
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Tail dependence functions and vine copulas
Journal of Multivariate Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Harry Joe +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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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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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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Business Strategy and the Environment, EarlyView.ABSTRACT Firms' continuous pursuit of making a profit in the competitive market may ignore the actions related to environmental responsibilities. This set of actions for financial gains constitutes environmental misconduct, which not only harms ecosystems and communities but also brings reputational damage. Negative press and social media amplification
Ashutosh Singh +3 more
wiley +1 more source