Results 41 to 50 of about 66,819 (259)
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
doaj +1 more source
A pathway for multivariate analysis of ecological communities using copulas
Ecology and Evolution, 2019 We describe a new pathway for multivariate analysis of data consisting of counts of species abundances that includes two key components: copulas, to provide a flexible joint model of individual species, and dissimilarity‐based methods, to integrate ...
Marti J. Anderson +3 more
semanticscholar +1 more source
Bivariate copulas defined from matrices [PDF]
, 2013 We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component.
Amblard, Cécile +2 more
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Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns
, 2015 All too often measuring statistical dependencies between financial time series is reduced to a linear correlation coefficient. However this may not capture all facets of reality.
Schäfer, Rudi, Wollschläger, Marcel
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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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Water Science and Engineering, 2013 The question of how to choose a copula model that best fits a given dataset is a predominant limitation of the copula approach, and the present study aims to investigate the techniques of goodness-of-fit tests for multi-dimensional copulas. A goodness-of-
Ming-wei Ma +4 more
doaj +1 more source
Hydrology Research, 2019 Hydrological drought forecasting is considered a key component in water resources risk management. As sustained meteorological drought may lead to hydrological drought over time, it is conceptually feasible to capitalize on the dependency between the ...
Majid Dehghani, B. Saghafian, M. Zargar
semanticscholar +1 more source
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.
Molanes, Elisa M., Romera, Rosario
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Generating VaR scenarios with product beta distributions [PDF]
, 2018 We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data.
Pfeifer, Dietmar, Ragulina, Olena
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