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Supervised Classification Based on Copula Functions
Research in Computing Science, 2017 Tesis (maestria en ciencias con opcion a la computacion)--Universidad Autonoma de Aguascalientes.
Ángela Paulina Pérez-Díaz +3 more
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Minimax Lower Bounds for Uniform Estimation of Covariate-Dependent Copula Parameters
MathematicsLocal likelihood methods are widely used to estimate calibration functions in conditional copula models. Recent work has established uniform stochastic equicontinuity and uniform convergence rates for local likelihood estimators of covariate-dependent ...
Mathias Nthiani Muia +2 more
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Modeling of multi-variable correlation degradation process based on copula function and improved particle swarm optimization algorithm [PDF]
AIP AdvancesWith the increasing complexity of modern equipment systems, ignoring the correlation between multi-component and multi-performance degradation processes can lead to significant deviations in reliability assessment.
Xinjian Gao +5 more
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Hydrology Research, 2020 Copulas are appropriate tools in drought frequency analysis. However, uncertainties originating from copulas in such frequency analysis have not received significant consideration. This study aims to develop a drought severity-areal extent-frequency (SAF)
Zhanling Li +3 more
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Some New Bivariate Properties and Characterizations Under Archimedean Copula
MathematicsThis paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the ...
Qingyuan Guan, Peihua Jiang, Guangyu Liu
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Journal of Hydrology: Regional Studies, 2016 Study region: Narew River in Northeastern Poland. Study focus: Three methods for frequency analysis of snowmelt floods were compared. Two dimensional (2D) normal distribution and copula-based 2D probability distributions were applied to statistically ...
Bogdan Ozga-Zielinski +4 more
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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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Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 more
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Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. [PDF]
PLoS ONE, 2018 In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory.
Marius Galabe Sampid +2 more
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A method to select bivariate copula functions
Revista Colombiana de Estadística, 2019 Summary: Copula functions have been extensively used in applied statistics, becoming a good alternative for modeling the dependence of multivariate data. Each copula function has a different dependence structure. An important issue in these applications is the choice of an appropriate copula function model for each case where standard classical or ...
Tovar Cuevas, José Rafael +2 more
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