Results 21 to 30 of about 12,179 (202)
Himalayan Linguistics, 2020 Like many Tibetic languages, Brokpa boasts an intricate system of copulas. Six present tense copulas, one past tense copula, and two modal copulas are identified, including a distinction between sets of equative and existential copulas and a three-way ...
Damian Funk
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Copulas in finance and insurance [PDF]
, 2008 Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance.
Romera, Rosario, Molanes, Elisa M.
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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 for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 more
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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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Characterizations of bivariate conic, extreme value, and Archimax copulas
Dependence Modeling, 2017 Based on a general construction method by means of bivariate ultramodular copulas we construct, for particular settings, special bivariate conic, extreme value, and Archimax copulas. We also show that the sets of copulas obtained in this way are dense in
Saminger-Platz Susanne +3 more
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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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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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International Journal of Stochastic Analysis, 2013 The class of probability distributions possessing the almost-lack-of-memory property appeared about 20 years ago. It reasonably took place in research and modeling, due to its suitability to represent uncertainty in periodic random environment. Multivariate version of the almost-lack-of-memory property is less known, but it is not less interesting.
Boyan Dimitrov, Nikolai Kolev
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A Limit Theorem for Copulas [PDF]
, 2005 We characterize convergence of a sequence of d-dimensional random vectors by convergence of the one-dimensional margins and of the copula. The result is applied to the approximation of portfolios modelled by t-copulas with large degrees of freedom, and ...
Lindner, Alexander M. +1 more
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