Results 211 to 220 of about 66,819 (259)

Discrete Copulas

IEEE Transactions on Fuzzy Systems, 2006
We define discrete copulas on a grid of the unit square and show that with each discrete copula there is associated, in a natural way, a bistochastic matrix. This is used in order to introduce the product of discrete copulas. Discrete copulas of order n are the smallest convex set containing the irreducible discrete copulas of order n introduced by ...
KOLESAROVA A, MESIAR R, MORDELOVA J, SEMPI, Carlo   +3 more
openaire   +2 more sources

Compositions of Copulas and Quasi-Copulas

2004
The object of the research here reported is the study of compositions of copulas, quasi-copulas and semicopulas by means of a two-place real function. Specifically, let A, B and O be mappings from [0, 1]2 into [0, 1], we characterize the properties of O which ensure O(A,B) is in the same class of A and B.
DURANTE, FABRIZIO, SEMPI, Carlo
openaire   +3 more sources

Copulas and their Applications in Water Resources Engineering

, 2019
Complex environmental and hydrological processes are characterized by more than one correlated random variable. These events are multivariate and their treatment requires multivariate frequency analysis.
Lan Zhang, V. P. Singh
semanticscholar   +1 more source

On copula-based collective risk models: from elliptical copulas to vine copulas

Scandinavian Actuarial Journal, 2019
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity.
Rosy Oh, Jae Youn Ahn, Woojoo Lee
semanticscholar   +1 more source

Copulas

2011

openaire   +2 more sources

Copula Particle Filters

Computational Statistics & Data Analysis, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rodríguez, Carlos E., Walker, Stephen G.   +1 more
openaire   +1 more source

�������������������� �������������� �������������������� �������������� ���� ���������� ������������������ ���� ���� ���������� ������������������ (copulas).

2016
Copulas have become a very frequently used method of creating models and examining the structure between the statistical causality and interdependence between two or more variables. The purpose of this Master s Thesis is to present the theoretical basis of the copulas, explain the main statistical concepts that are related to them and present the ...
openaire   +1 more source

An Introduction to Copulas

Technometrics, 2000
Bill Ravens
semanticscholar   +1 more source

Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications

, 2020
Jan-Frederik Mai, M. Scherer
semanticscholar   +1 more source

Analyzing Dependent Data with Vine Copulas

Lecture Notes in Statistics, 2019
C. Czado
semanticscholar   +1 more source