Results 21 to 30 of about 25,862 (264)
General Multivariate Dependence using Associated Copulas
Revstat Statistical Journal, 2016 This paper studies the general multivariate dependence and tail dependence of a random vector. We analyse the dependence of variables going up or down, covering the 2 d orthants of dimension d and accounting for non-positive dependence.
Yuri Salazar Flores
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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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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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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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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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copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas [PDF]
, 2014 The use of copula-based models in EDAs (estimation of distribution algorithms) is currently an active area of research. In this context, the copulaedas package for R provides a platform where EDAs based on copulas can be implemented and studied.
Gonzalez-Fernandez, Yasser, Soto, Marta
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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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