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A continuous rainfall model based on vine copulas [PDF]
Hydrology and Earth System Sciences, 2015 Copulas have already proven their flexibility in rainfall modelling. Yet, their use is generally restricted to the description of bivariate dependence.
H. Vernieuwe +3 more
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Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit
Algorithms, 2011 Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas.
Jacques Touboul
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Copulas in Classical Probability Sense
مجلة بغداد للعلوم, 2020 Copulas are simply equivalent structures to joint distribution functions. Then, we propose modified structures that depend on classical probability space and concepts with respect to copulas.
Ahmed AL-Adilee +2 more
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Theoretical Study of Some Angle Parameter Trigonometric Copulas
Modelling, 2022 Copulas are important probabilistic tools to model and interpret the correlations of measures involved in real or experimental phenomena. The versatility of these phenomena implies the need for diverse copulas.
Christophe Chesneau
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Uniform distribution theory, 2023 Abstract Two-dimensional distribution function g(x, y) defined in [0, 1]2 is called copula, if g(x, 1) = x and g(1,y)= y for every x, y. Similarly, s-dimensional copula is a distribution function g(x 1,x 2,...,x s) such that every k-dimensional face function
Strauch, Oto, Baláž, Vladimír
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A Functional for Copulas and Quasi-Copulas [PDF]
ISRN Probability and Statistics, 2012 We recall and study some properties of a known functional operating on the set of n-copulas and determine conditions under such functional is well defined on the set of n-quasi-copulas. As a consequence, new families of copulas and quasi-copulas are defined, illustrating our results with several examples.
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A study of dependency features of spike trains through copulas [PDF]
, 2019 Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques.
Sacerdote, Laura, Verzelli, Pietro
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Extensions of Two Bivariate Strict Archimedean Copulas
Computational Journal of Mathematical and Statistical Sciences, 2023 The copula approach provides an option for capturing the structure of dependence between two quantitative variables. This approach is based on special bivariate functions called copulas.
Christophe Chesneau
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Types of dependence and time-dependent association between two lifetimes in single parameter copula models [PDF]
, 2006 Most publications on modeling insurance contracts on two lives, assuming dependence of the two lifetimes involved, focus on the time of inception of the contract.
Spreeuw, J.
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A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution [PDF]
, 2015 Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives, because studies that
Arends +51 more
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