Results 31 to 40 of about 70 (69)
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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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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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Extreme distribution functions of copulas
Kybernetika, 2008Summary: We study some properties of the distribution function of the random variable \(C(X,Y)\) when the copula of the random pair \((X,Y)\) is \(M\) (respectively, \(W\)) -- the copula for which each of \(X\) and \(Y\) is almost surely an increasing (respectively, decreasing) function of the other -- and \(C\) is any copula.
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Estimating the density of a copula function
Communications in Statistics - Theory and Methods, 1990This paper deals with estimation of the density of a copula function as well as with that of the Radon-Nikodym derivative of a bivariate distribution function with respect to the product of its marginal distribution functions. Strong uniform consistency and asymptotic normality of kernel-type estimators are proved under various conditions on the ...
Iène Gijbels, Jan Mielniczuk
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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 JAPANESE COPULA: FORMS AND FUNCTIONS
Studies in Second Language Acquisition, 2004THE JAPANESE COPULA: FORMS AND FUNCTIONS. Tomiko Narahara. New York: Palgrave Macmillan, 2002. Pp. x + 210. $55.00 cloth. This book examines the Japanese copula, da and datta, which occurs with predicative nominals and adjectival nominals. Narahara's primary contribution is to challenge the common assumption that the Japanese copula is a tense ...
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Application of Copula functions in statistics
2007Studying associations among multivariate outcomes is an interesting problem in statistical science. The dependence between random variables is completely described by their multivariate distribution. When the multivariate distribution has a simple form, standard methods can be used to make inference.
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Calibrating and Simulating Copula Functions in Financial Applications
Frontiers in Applied Mathematics and Statistics, 2021Annalisa Di Clemente +2 more
exaly
Integral transformation of a copula function
Communications in Statistics - Theory and Methods, 2022Božidar V. Popović +2 more
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