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
core
A reproducible simulation dataset and benchmark for parametric competing-risks inference under censoring and latent dependence. [PDF]
M S, K M, N SM, V G, K P, T R.
europepmc +1 more source
Testing Copula Hypothesis with Copula Entropy
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
Response diversity increases functional but decreases compositional stability of grassland communities. [PDF]
Pitzer M +3 more
europepmc +1 more source
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]
Claassen JN +4 more
europepmc +1 more source
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
core
Enhancing symbolic image classification through Gaussian copulas and optimized distinguishing points. [PDF]
Winarni S +9 more
europepmc +1 more source
A copula-based geo-additive approach to childhood health outcomes in five West African nations. [PDF]
Beni R, Ramroop S, Habyarimana F.
europepmc +1 more source
Hydrological drought dynamic using copula functions and drought center migration in the Ganjiang river basin. [PDF]
Liu W +5 more
europepmc +1 more source

