Results 101 to 110 of about 9,257 (211)
Constructing symmetric generalized FGM copulas by means of certain univariate distributions [PDF]
In this paper we focus on symmetric generalized Fairlie-Gumbel-Morgenstern (or symmetric Sarmanov) copulas which are characterized by means of so-called generator functions.
Fischer, Matthias J., Klein, Ingo
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Copulas in contact: Kriyol, Upper Guinea Creoles, and their substrate
Journal of Ibero-Romance Creoles, 2019 The present paper aims to describe copulas in Kriyol from a semantic-syntactic perspective and to compare them to copulas in the other Upper Guinea Creoles and certain substrate languages.
Chiara Truppi
doaj
Non-Parametric Inference for Bivariate Extreme-Value Copulas
Extreme-value copulas arise as the possible limits of copulas of componentwise maxima of independent, identically distributed samples.The use of bivariate extreme-value copulas is greatly facilitated by their representation in terms of Pickands ...
Segers, J.J.J.
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Robustness of a semiparametric estimator of a copula [PDF]
Copulas offer a convenient way of modelling multivariate observations and capturing the intrinsic dependence between the components of a multivariate random variable.
Param Silvapulle +2 more
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Polynomial distribution functions on bounded closed intervals [PDF]
The thesis explores several topics, related to polynomial distribution functions and their densities on [0,1]M, including polynomial copula functions and their densities. The contribution of this work can be subdivided into two areas.
Chirikhin, Andrey
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Unveiling spring behaviour through copula-based inter-spring connectivity in the Central Himalaya. [PDF]
Sci RepMukherjee S +3 more
europepmc +1 more source
Copulas for Covariate Simulation in Pharmacometrics. [PDF]
CPT Pharmacometrics Syst PharmacolGuo Y, Guo T, van Hasselt JGC, Zwep LB.
europepmc +1 more source
Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]
Ind Eng Chem ResJohnn SN +5 more
europepmc +1 more source
Pairs trading: a copula approach
, 2014 Includes bibliographical references.Pairs trading is an arbitrage strategy that involves identifying a pair of stocks known to move together historically and trading on them when relative mispricing occurs.
Augustine, Cecilia
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]
World economies, and especially European ones, have become strongly interconnected in the last decades and a joint modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a rich ...
Dean Fantazzini +4 more
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