Results 101 to 110 of about 12,179 (202)

ON GENERATING MULTIVARIATE SAMPLES WITH ARCHIMEDEAN COPULAS

Acta Universitatis Lodziensis. Folia Oeconomica, 2014
Archimedean copulas are one of the most known classes of copulas. They allow modeling the dependencies between variables with small number of parameters.
Jacek Stelmach
doaj  

Dependence structures in financial time series: a chaos-theoretic approach [PDF]

Of much interest in financial econometrics is the recovery of joint distributional behaviour of collections of contemporaneous financial time series, e.g., two related commodity price series, or two asset returns series.
Rodney C Wolff
core  

The Impact of Model Misspecification on the Individual Causal Association in Surrogate Endpoint Evaluation. [PDF]

Pharm Stat
Deliorman G, Stijven F, Van der Elst W, Pardo MDC, Alonso A.   +4 more
europepmc   +1 more source

Copulas for Covariate Simulation in Pharmacometrics. [PDF]

CPT Pharmacometrics Syst Pharmacol
Guo Y, Guo T, van Hasselt JGC, Zwep LB.
europepmc   +1 more source

Unveiling spring behaviour through copula-based inter-spring connectivity in the Central Himalaya. [PDF]

Sci Rep
Mukherjee S, Gosavi VE, Singh S, Lodhi MS.   +3 more
europepmc   +1 more source

Dependent jump processes with coupled Lévy measures [PDF]

I present a simple method for the modeling and simulation of dependent positive jump processes through a series representation. Each constituent process is represented by a series whose terms are equal to a transformation of the jump times of a standard ...
Naoufel El-Bachir
core  

Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]

Ind Eng Chem Res
Johnn SN, Nikkhah H, Tsai ML, Avraamidou S, Beykal B, Charitopoulos VM.   +5 more
europepmc   +1 more source

Polish stock market and some foreign markets – dependence analysis by copulas [PDF]

By applying copulas the examination was carried out to find out whether trading volume, stock return and return volatility are pairwise dependent. In the investigations it was shown that there exists a close relationship between these variables on the ...
Henryk Gurgul, Roland Mestel, Robert Syrek   +2 more
core  

Identifiable Copula-Double-Cox Models: A Fully Parametric Framework for Dependent Right-Censored Survival Data. [PDF]

Stat Med
Yu H, Zhang R, Zhang L.
europepmc   +1 more source

When There's No November Rain: Developing a Parametric Insurance for Hydroelectric Energy Generators in Brazil. [PDF]

Risk Anal
Fonseca NC, Carvalho JVF, Araújo TD, Chagas ALS.   +3 more
europepmc   +1 more source