Results 121 to 130 of about 9,257 (211)

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

Main questions in the study of copulas: categories, structures and operations

open access: yes, 2019
This volume presents a crosslinguistic survey of the current theoretical debates around copular constructions from a generative perspective. Following an introduction to the main questions surrounding the analysis and categorization of copulas, the ...
Marín, Rafael   +2 more
core  

Decomposition of Bivariate Inequality Indices by Attributes Revisited [PDF]

open access: yes
Decomposability of multidimensional inequality indices by attributes is considered a highly desired property. Naga and Geoffard (2006) provided for it in case of three bivariate indices.
Martyna Kobus
core  

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

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