Results 61 to 70 of about 34,600 (197)

Investigating dynamic dependence using copulae [PDF]

, 2001
A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship.
Bouyé, Eric, Gaussel, Nicolas, Salmon, Mark H.   +2 more
core   +2 more sources

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Akker, R. van den, Segers, J.J.J., Werker, B.J.M.   +2 more
core   +1 more source

Impact of Climate Change on River Discharge and Groundwater Level Using Copula Functions (Case Study: Siminehrood River Basin, Iran) [PDF]

Water Harvesting Research
The aim of this research is to simulate and predict the groundwater level in the Siminehrood River Basin, which is situated south of Lake Urmia, Iran. This simulation was conducted using copula functions while accounting for changes in river discharge ...
Fahimeh Sharifan, Yousef Ramezani, mahdi amirabadizadeh, Carlo De Michele   +3 more
doaj   +1 more source

Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach [PDF]

In the present study we assess the dependency structure between stock indexes by econometrically estimating the empirical copula function and the parameters of various parametric copula functions.
Necula, Ciprian
core  

From anaphoric pronoun to copula in Zande [PDF]

, 2012
In Zande there is a particle ni which has two syntactic functions. The first one is that of an ana¬phoric pronoun (cf. ex. 1. for its use as a possessive pronoun) which is neutral with regard to gender, number, and syntactic function. The second function
Pasch, Helma
core  

Unsupervised Domain Adaptation with Copula Models

, 2017
We study the task of unsupervised domain adaptation, where no labeled data from the target domain is provided during training time. To deal with the potential discrepancy between the source and target distributions, both in features and labels, we ...
Pavlovic, Vladimir, Rudovic, Ognjen, Tran, Cuong D.   +2 more
core   +1 more source

Efficient Modeling of the Energy Sector Using a New Bivariate Copula

Mathematics
Copulas are a useful tool to generate bivariate distributions from the univariate marginals. This method is also useful to generate bivariate families of distributions. In this paper, a new copula has been proposed. Some useful properties of the proposed
Jumanah Ahmed Darwish, Muhammad Qaiser Shahbaz   +1 more
doaj   +1 more source

Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship [PDF]

Many models of semiparametric multivariate survival functions are characterized by nonparametric marginal survival functions and parametric copula functions, where different copulas imply different dependence structures.
Demian Pouzo, Xiaohong Chen, Yanqin Fan, Zhiliang Ying   +3 more
core  

Copula-Based Bayesian Inference Approaches for Uncertainty Quantification for Hydrological Simulation

Hydrology
In this study, an advanced copula-based Bayesian inference framework is proposed to characterize probabilistic features in hydrological simulations. Specifically, a Copula–Metropolis–Hastings (CopMH) algorithm is developed through integrating copula ...
Feng Wang, Ruixin Duan, Jiannan Zhang, Mengyu Zhai, Yanfeng Li, Yurui Fan, Yulei Xie   +6 more
doaj   +1 more source

Copulas and Dependence models in Credit Risk: Diffusions versus Jumps [PDF]

The most common approach for default dependence modelling is at present copula functions. Within this framework, the paper examines factor copulas, which are the industry standard, together with their latest development, namely the incorporation of ...
Elisa Luciano
core