Results 91 to 100 of about 66,819 (259)
A Directional Monitoring Approach of Sequential Incomplete Wind Power Curves with Copula-based Variational Inference [PDF]
, 2023 Peng Wang, Yanting Li, Fugee Tsung
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Discrete copulas and quasi-copulas
, 2022 The thesis gives a brief introduction to two dimensional copulas and related functions. Firstly, we present copulas, their usage and according history. Furthermore, in the text we include some examples and visual representations for this purpose. Copulas are cumulative distribution functions defined on the unit square with marginal distributions which ...
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An Econometric Study of Vine Copulas [PDF]
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables.
Dominique Guegan, Pierre-André Maugis
core
Modeling Dependence in High Dimensions With Factor Copulas
, 2015 This article presents flexible new models for the dependence structure, or copula, of economic variables based on a latent factor structure. The proposed models are particularly attractive for relatively high-dimensional applications, involving 50 or ...
D. Oh, Andrew J. Patton
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On approximating copulas by finite mixtures
, 2018 Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
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Nonparametric Estimation of Copulas for Time Series [PDF]
We consider a nonparametric method to estimate copulas, i.e. functions linking joint distributions to their univariate margins. We derive the asymptotic properties of kernel estimators of copulas and their derivatives in the context of a multivariate ...
Jean-David FERMANIAN, Olivier SCAILLET
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Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls [PDF]
Index insurance has been promoted as a cost-effective risk management alternative for agricultural producers in developing countries. In this paper, we ask whether spatially separated weather variables commonly used in index insurance design, such as ...
Liu, Pu, Miranda, Mario J.
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ESTIMASI CADANGAN KLAIM MENGGUNAKAN GENERALIZED LINEAR MODEL (GLM) DAN COPULA
, 2020 Yuciana Wilandari +2 more
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Tails of correlation mixtures of elliptical copulas
, 2009 Correlation mixtures of elliptical copulas arise when the correlation parameter is driven itself by a latent random process. For such copulas, both penultimate and asymptotic tail dependence are much larger than for ordinary elliptical copulas with the ...
Manner, Hans, Segers, Johan
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Wind Turbine Power Curve Modelling using Gaussian Mixture Copula, ANN Regressive and BANN
, 2022 Roberto Lázaro +2 more
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