Results 41 to 50 of about 42,928 (197)
Transformation of a copula using the associated co-copula
Dependence Modeling, 2018 We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation.
Girard Stéphane
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Copula in Wildfire Analysis: A Systematic Literature Review
InPrime, 2021 Copula model is a method that can be implemented in various study fields, including analyzing wildfires. The copula distribution function gives a simple way to define joint distribution between two or more random variables.
Mohamad Khoirun Najib +2 more
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On three-parameter Grubbs copula-function
Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Weak convergence of the empirical copula process with respect to weighted metrics [PDF]
, 2014 The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop asymptotic theory for
Berghaus, Betina +2 more
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Advances in Multimedia, 2022 In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the ...
Xiaodong Huang
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Mathematics, 2021 For multidimensional dependent cases with incomplete probability information of random variables, global sensitivity analysis (GSA) theory is not yet mature.
Zhiwei Bai +4 more
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Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
Pan-American Journal of MathematicsThe Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
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A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem
IEEE Access, 2019 Conditional copula which measures the conditional dependence among variables, possesses a special position in copula field. In this article, based on Bayes theorem, we derive three kinds of conditional copula functions as the product of the corresponding
Xinyao Li, Weihong Zhang, Liangli He
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Copula Gaussian Graphical Models for Functional Data
Journal of the American Statistical Association, 2020 We introduce a statistical graphical model for multivariate functional data, which are common in medical applications such as EEG and fMRI. Recently published functional graphical models rely on the multivariate Gaussian process assumption, but we relax it by introducing the functional copula Gaussian graphical model (FCGGM).
Solea, Eftychia, Li, Bing
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Aggregation Functions: A Multivariate Approach Using Copulae [PDF]
SSRN Electronic Journal, 2008 In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multi linear form with marginal copulae. Moreover we will define also the joint aggregation density function.
CARDIN, Marta, MANZI M.
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