Results 31 to 40 of about 361 (49)

A Statistical Model for Analyzing Interdependent Complex of Plant Pathogens

open access: yesRevista Colombiana de Estadística, 2012
We introduce a new approach for modeling multivariate overdispersed binomial data, from a plant pathogen complex. After recalling some theoretical foundations of generalized linear models (GLMs) and Copula functions, we show how the later can be used to ...
EDUARDO DÁVILA   +2 more
doaj  

Switchable Copula-guided Transformer diffusion model for detecting small sea-surface targets

open access: yesScientific Reports
Detecting low, slow and small maritime targets remains difficult because sea clutter is non-uniform, non-stationary, non-Gaussian and often observed at extremely low signal-to-clutter ratios.
Chao Yu   +3 more
doaj   +1 more source

Bayesian Estimation of R-Vine Copula with Gaussian-Mixture GARCH Margins: An MCMC and Machine Learning Comparison

open access: yesMathematics
This study proposes Bayesian estimation of multivariate regular vine (R-vine) copula models with generalized autoregressive conditional heteroskedasticity (GARCH) margins modeled by Gaussian-mixture distributions.
Rewat Khanthaporn, Nuttanan Wichitaksorn
doaj   +1 more source

The Non-Gaussian Weak-Lensing Likelihood: A Multivariate Copula Construction and Impact on Cosmological Constraints

open access: yesThe Open Journal of Astrophysics
We present a framework to compute non-Gaussian likelihoods for two-point correlation functions. The non-Gaussianity is most pronounced on large scales that will be well-measured by stage-IV weak-lensing surveys. We show how such a multivariate likelihood
Veronika Oehl, Tilman Tröster
doaj   +1 more source

Using Tail Dependence on Copula-based Regression Models in Mixed Data [PDF]

open access: yesThe Egyptian Statistical Journal
This paper explores the efficacy of incorporating tail dependence into copula-based regression models applied to mixed health insurance data. Recognizing the limitations of traditional Generalized Linear Models (GLMs) in capturing the nuanced ...
Fatma Alshenawy
doaj   +1 more source

A Differential Approach to the Generation and Quality Assessment of Synthetic Data for Environmental Monitoring

open access: yesData
High-quality synthetic datasets are critical for environmental monitoring due to the high cost of primary geochemical data collection. However, selection criteria for generative frameworks under small-sample constraints remain poorly defined.
Artem Liubas   +3 more
doaj   +1 more source

Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-m Fading Channels

open access: yesIEEE Open Journal of the Communications Society
Outage performance in multi-port fluid antenna (FA) systems is governed by the tail dependence between correlated ports, which Gaussian-copula models cannot capture.
Mohammad Al Bataineh, Zaid Albataineh
doaj   +1 more source

MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS

open access: yesRevista Colombiana de Estadística, 2009
Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by
Escarela Gabriel, Hernández Angélica
doaj  

Modeling of Returns and Trading Volume by Regime Switching Copulas

open access: yesManagerial Economics, 2013
The structure of links between realized volatility and trading volume can be reflected by regime switching copulas. The estimation by means of copula based regime switching models delivered results concerning the interdependencies between realized return
Henryk Gurgul   +2 more
doaj   +1 more source

Modelado de parejas aleatorias usando cópulas Modelling Random Couples Using Copulas

open access: yesRevista Colombiana de Estadística, 2009
Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
doaj  

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