Results 81 to 90 of about 34,600 (197)

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, Rogelio Salinas-Gutiérrez, Angélica Hernández-Quintero, Oscar Dalmau-Cedeño   +3 more
openaire   +1 more source

Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Xiaohong Chen, Yanqin Fan
core  

Measures of concordance determined by D4-invariant copulas

International Journal of Mathematics and Mathematical Sciences, 2004
A continuous random vector (X,Y) uniquely determines a copula C:[0,1]2→[0,1] such that when the distribution functions of X and Y are properly composed into C, the joint distribution function of (X,Y) results.
H. H. Edwards, P. Mikusiński, M. D. Taylor   +2 more
doaj   +1 more source

Nonstationary flood coincidence risk analysis using time-varying copula functions. [PDF]

Sci Rep, 2020
Feng Y, Shi P, Qu S, Mou S, Chen C, Dong F.   +5 more
europepmc   +1 more source

Linkages between Shanghai and Hong Kong stock indices [PDF]

This paper examines the dynamics of the linkages between Shang- hai and Hong Kong stock indices. While the volatility linkage is anal- ysed by a multivariate GARCH framework, the linkage of returns is examined using a copula approach.
D Peel, I Paya, S Zhang
core   +1 more source

Bivariate lifetime models in presence of cure fraction: a comparative study with many different copula functions. [PDF]

Heliyon, 2020
de Oliveira Peres MV, Achcar JA, Martinez EZ.   +2 more
europepmc   +1 more source

Enhancing health risk assessment for soil heavy metal (loid)s using a copula-based monte carlo simulation method

Ecotoxicology and Environmental Safety
In probabilistic health risk assessment (HRA) of multiple soil heavy metal(loid)s (HMs), Monte Carlo Simulation (MCS) typically ignores inter-element correlations during concentration simulation, potentially compromising risk estimation accuracy. In this
Xiaohui Wang, Feng Xu, Yanjin Gui, Yafeng Liu   +3 more
doaj   +1 more source

Copula-Based Dependence Characterizations and Modeling for Time Series [PDF]

This paper develops a new unified approach to copula-based modeling and characterizations for time series and stochastic processes. We obtain complete characterizations of many time series dependence structures in terms of copulas corresponding to their ...
Rustam Ibragimov
core  

Copula-Based Default Dependence Modelling: Where Do We Stand? [PDF]

Copula functions have proven to be extremely useful in describing joint default and survival probabilities in credit risk applications. We overview the state of the art and point out some open modelling issues. We discuss first joint default modelling in
Elisa Luciano
core  

Wavelet Estimation for Density and Copula Functions

Mathematics
This article investigates the problem of univariate and bivariate density estimation using wavelet decomposition techniques. Special attention is given to the estimation of copula functions, which capture the dependence structure between random variables
Heni Boubaker, Houcem Belgacem
doaj   +1 more source