Results 111 to 120 of about 9,365 (302)
A new class of copulas with tail dependence and a generalized tail dependence estimator [PDF]
We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases.
Fischer, Matthias J., Hinzmann, Gerd
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Why Are FGM Copulas Successful? A Simple Explanation
Advances in Fuzzy Systems, 2018 One of the most computationally convenient nonredundant ways to describe the dependence between two variables is by describing the corresponding copula.
Songsak Sriboonchitta, Vladik Kreinovich
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Convex Lineability in Copula and Quasi-copula Sets
Mediterranean Journal of MathematicsAbstract In this paper, we investigate several subsets of n-copulas and n-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain extremely large algebraic structures, namely linearly independent sets of
de Amo, Enrique +3 more
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Integrative Zoology, EarlyView.Sexual cannibalism (SC), where one mating partner consumes the other in the context of mating, is especially prevalent among spiders. However, the evolution of SC in spiders is still not fully understood. We review key hypotheses for SC and explore how female‐initiated SC has driven the evolution of various male counter‐adaptations to mitigate its ...
Simona Kralj‐Fišer +3 more
wiley +1 more source
Copulas and bivariate risk measures : an application to hedge funds [PDF]
With hedge funds, managers develop risk management models that mainly aim to play on the effect of decorrelation. In order to achieve this goal , companies use the correlation coefficient as an indicator for measuring dependencies existing between (i ...
Makram Ben Dbadis, Rihab Bedoui
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Ecological IndicatorsWith model-assisted (MA) estimation, remote sensing (RS) has provided auxiliary modeling data to enhance precision in estimators of forest parameters for continuous forest monitoring as mandated by various official reporting instruments.
Xinjie Cheng +6 more
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Fuzzy Sets and SystemsIn this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques.
Tomaž Košir, Elisa Perrone
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Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT A common assumption is that firms become more socially responsible over time. Indeed, numerous conceptual papers focus on the issue of describing the CSR states that firms advance through. Yet, related empirical research remains limited and the assumption of steady progression across CSR states remains untested.
Christopher Groening +1 more
wiley +1 more source
Copulas and Dependence models in Credit Risk: Diffusions versus Jumps [PDF]
The most common approach for default dependence modelling is at present copula functions. Within this framework, the paper examines factor copulas, which are the industry standard, together with their latest development, namely the incorporation of ...
Elisa Luciano
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MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS
Revista Colombiana de Estadística, 2009 Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by
Escarela Gabriel, Hernández Angélica
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