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2021
This chapter is devoted to a short review of the basic concepts of the theory of dependence functions or copula functions, as they are more usually called. In particular our objective is to define the volume of a copula function: this is one of the basic ingredients of the aggregation algorithm that will be discussed in Part II.
Enrico Bernardi, Silvia Romagnoli
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This chapter is devoted to a short review of the basic concepts of the theory of dependence functions or copula functions, as they are more usually called. In particular our objective is to define the volume of a copula function: this is one of the basic ingredients of the aggregation algorithm that will be discussed in Part II.
Enrico Bernardi, Silvia Romagnoli
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Design hyetograph analysis with 3-copula function
Hydrological Sciences Journal, 2006Abstract A design hyetograph is a synthetic rainfall temporal pattern associated with a return period, usually determined by means of statistical analysis of observed mean rainfall intensity through intensity—duration—frequency (IDF) curves. Since the univariate approach is simple to apply and data availability is scarce, only the mean intensity of a ...
Grimaldi S, Serinaldi F
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d-Dimensional dependence functions and Archimax copulas
Fuzzy Sets and Systems, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mesiar, Radko, Jágr, Vladimír
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Measure-Preserving Functions and the Independence Copula
Mediterranean Journal of Mathematics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
de Amo, Enrique +2 more
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Copulas and Self-affine Functions
2013We 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 +2 more
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Financial Modelling with Copula Functions
SSRN Electronic Journal, 2010This 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, 1983Abstract 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, 2019Archimedean 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, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
De Amo, Enrique +2 more
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Modeling stock market indexes with copula functions [PDF]
e-Finanse, 2011 Contemporary financial risk management is significantly based on the analysis of time series of returns. One of the most significant errors frequently committed by analysts is the predominant use of normal distributions when it is clear that the returns are not normal. Copula models and models for non-normal multivariate distributions provide new tools
Jacek Leskow +2 more
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