Results 111 to 120 of about 9,257 (211)

A Synthetic European Weather Dataset Based on Spatiotemporal Vine Copulas. [PDF]

Sci Data
Claassen JN, Koks EE, de Ruiter MC, Ward PJ, Jäger WS.   +4 more
europepmc   +1 more source

Copula bivariate probit models: with an application to medical expenditures [PDF]

The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core  

Enhancing symbolic image classification through Gaussian copulas and optimized distinguishing points. [PDF]

PLoS One
Winarni S, Indratno SW, Othman MS, Hashim SZM, Mohamad MM, Junaidi A, Bonyah E, Pravitasari AA, Hendrawati T, Ginanjar I.   +9 more
europepmc   +1 more source

Hydrological drought dynamic using copula functions and drought center migration in the Ganjiang river basin. [PDF]

Sci Rep
Liu W, Zhang J, Zhou Z, Zhu S, Liu L, Li J.   +5 more
europepmc   +1 more source

Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls

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.
core  

On some bivariate copulas

, 2010
碩士在第一章，先回顧目前一些二元分佈和二元機率結合函數(Bivariate Copulas)相關的定義、主要定理，及目前的發展概況。接著介紹一些常見的機率結合函數，如AC族、FGM族及常態機率結合函數族。由回顧知道，經由二元機率合函數以建立二元分佈是一項很有用的工具，尤其是邊際分佈為特定分佈時，如邊際分佈為同類型時之二元指數、二元迦瑪等等。 在第二章，本文提出一個新方法以加大二元RULF機率結合函數族，並由調整加大後函數族的參數來提高|ρs|，並加大模型在實際資料的適用範圍。此外地 ...
吳文獻; Wu, Wen-hsien
core  

Evaluating the Cauchy combination test for count data. [PDF]

PLoS One
Alsulami H, Liverani S.
europepmc   +1 more source

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

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  

A Bayesian copula model for stochastic claims reserving [PDF]

We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
core  

Learning Continuous Decomposable Models Using Mutual Information and Statistical Copulas. [PDF]

Entropy (Basel)
Desuó Neto L, de Oliveira Caetano H, de Souza Sant'Anna Fogliatto M, Dias Maciel C.   +3 more
europepmc   +1 more source