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Multivariate modeling of flood characteristics using Vine copulas
Environmental Earth Sciences, 2020F. Tosunoğlu +2 more
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Transformations of Copulas and Quasi-Copulas
2004Transformations of aggregation operators preserving the class of copulas and quasi-copulas, respectively, are shown to be concave automorphisms of the unit interval. Attractors of copulas are discussed, special attention being paid to power transformations and the relationship between the corresponding attractors and the so-called maximum attractor ...
Erich Peter Klement +2 more
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Probabilistic Forecast for Multiple Wind Farms Based on Regular Vine Copulas
IEEE Transactions on Power Systems, 2018Zhao Wang +4 more
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Goodness-of-fit tests for copulas: A review and a power study
, 2006C. Genest, B. Rémillard, David Beaudoin
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2011
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
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Review of applications of copula techniques to finance, with special focus on dynamic consistency.
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IEEE Transactions on Reliability, 2017
Jianchun Zhang, Xiaobing Ma, Yu Zhao
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Jianchun Zhang, Xiaobing Ma, Yu Zhao
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Maximum likelihood estimation of skew-t copulas with its applications to stock returns
, 2018Toshinao Yoshiba
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