Results 111 to 120 of about 12,179 (202)

Robustness of a semiparametric estimator of a copula [PDF]

open access: yes
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
core  

Testing Copula Hypothesis with Copula Entropy

open access: yes
Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore testing copula hypothesis based on it can be applied to any types of copula function.
openaire   +3 more sources

Copula

open access: yes, 2020
Copulaen er et interessant verktøy i statistikken. Den er brukt i mange forskjellige områder fra finans til klimamodeller. En stor grunn til at copulaen er nyttig er hvordan man kan bruke copulaen til å splitte en bivariat fordeling opp i avhengighets-strukturen og selve marginalfordelingene. Vi vil forklare dette i denne oppgaven.
openaire   +1 more source

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

open access: yesSci Data
Claassen JN   +4 more
europepmc   +1 more source

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]

open access: yes
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
core  

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

open access: yesPLoS One
Winarni S   +9 more
europepmc   +1 more source

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