Results 41 to 50 of about 70 (69)

Copula functions and dependency concepts

2014
Modeling default of several obligors implies modeling the default probability of the single obligor as well as the dependence structure between obligors.
openaire   +1 more source

Multivariate Flood Frequency Analysis Using Bivariate Copula Functions

Water Resources Management, 2022
Homa Razmkhah
exaly  

CC-integrals: Choquet-like Copula-based aggregation functions and its application in fuzzy rule-based classification systems

Knowledge-Based Systems, 2017
Giancarlo Lucca, JOSÉ Antonio Sanz, Graçaliz Pereira Dimuro   +2 more
exaly  

A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem

IEEE Access, 2019
Xinyao Li, Weihong Zhang, Liangli He
exaly  

Copula Function

2011
openaire   +1 more source

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions

European Journal of Operational Research, 2012
Wuyi Ye, Xiaoquan Liu
exaly  

Copula Functions

2010
openaire   +1 more source

Weak convergence of empirical copula processes indexed by functions

Bernoulli, 2017
Dragan Radulovic, Marten Wegkamp
exaly  

Copula Function

2008
openaire   +1 more source

Application of Copula Functions for Rainfall Interception Modelling

Water (Switzerland), 2018
Nejc Bezak, Katarina Zabret, Mojca Sraj   +2 more
exaly