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.
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Main questions in the study of copulas: categories, structures and operations
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
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Dynamic copula Bayesian network predictive model for assessing the impact of initiative programs on child undernutrition in Ethiopia, 2009-2016. [PDF]
Begashaw GB +3 more
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Decomposition of Bivariate Inequality Indices by Attributes Revisited [PDF]
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
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Data-Driven Chance-Constrained Mixed Integer Nonlinear Bi-level Optimisation Via Copulas: Application To Integrated Planning And Scheduling Problems. [PDF]
Johnn SN +5 more
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Modelling dependent censoring in time-to-event data using boosting copula regression. [PDF]
Strömer A +3 more
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A Practical Guide to Endogeneity Correction Using Copulas. [PDF]
Qian Y, Koschmann A, Xie H.
europepmc +1 more source
A copula based supervised filter for feature selection in machine learning driven diabetes risk prediction. [PDF]
Aich A, Murshed MM, Hewage S, Mayeaux A.
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Preface to the Special Issue: Quantum Probability and Randomness V. [PDF]
Khrennikov A, Svozil K.
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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.
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