Results 11 to 20 of about 2,718,811 (196)
Copulas for statistical signal processing (Part I) : extensions and generalization [PDF]
, 2014 Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng +4 more
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Approximation multivariate distribution of main indices of tehran stock exchange with pair-copula [PDF]
, 2013 The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula.
Parham, Gholamali +2 more
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Bivariate Flood Frequency Analysis Using the Copula Archimedean Function (Gumbel–Hougaard) [PDF]
پژوهشهای آبخیزداری, 2020 Flood is a multivariate and complex phenomenon that has a random nature. In conventional methods of flood frequency analysis, only flood peak variable is important and it is assumed that the variable under consideration follows a particular parametric ...
Mohammad Reza Goodarzi +3 more
doaj +1 more source
Robust Possibilistic Optimization with Copula Function [PDF]
2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 2021 This paper deals with a linear optimization problem with uncertain objective function coefficients modeled by possibility distributions. The fuzzy robust optimization framework is applied to compute a solution. Namely, the necessity degree that the objective value is lower than a given threshold is maximized.
Romain Guillaume +2 more
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Nested Copula Model for Overall Seismic Vulnerability Analysis of Multispan Bridges
Shock and Vibration, 2022 Piers and bearings influence each other in earthquakes, and the failure of any component will affect the whole function of bridges. Thus, it is critical to consider the correlations between multiple components in the seismic vulnerability analysis of the
Ming Ma +4 more
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Flood routing via a copula-based approach
Hydrology Research, 2021 Floods are among the most common natural disasters that if not controlled may cause severe damage and high costs. Flood control and management can be done using structural measures that should be designed based on the flood design studies. The simulation
Mohammad Nazeri Tahroudi +3 more
doaj +1 more source
Scientific Reports, 2022 Copula functions are widely used for modeling multivariate dependence. Since the multivariate data may not necessarily be linear and Gaussian, the copula model is very often brought into the picture for modeling such multivariate phenomena.
K. Dinda, B. Samanta, D. Chakravarty
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A Functional for Copulas and Quasi-Copulas [PDF]
ISRN Probability and Statistics, 2012 We recall and study some properties of a known functional operating on the set of n-copulas and determine conditions under such functional is well defined on the set of n-quasi-copulas. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
openaire +2 more sources
On an interaction function for copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dorota Kurowicka, Wim T. van Horssen
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Copula Functions for Spatial Survival Data Analysis [PDF]
Journal of Sciences, Islamic Republic of Iran, 2023 Many survival data analyses aim to assess the effect of different risk factors on survival time. In some studies, the survival times are correlated, and the dependence between survival times is related to their spatial locations.
Mohsen Mohammadzadeh +2 more
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