Threshold copulas and positive dependence [PDF]
, 2008 Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the ...
Fabio Spizzichino +5 more
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Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
ROMBOUTS, Jeroen V.K. +2 more
core
Modeling Time to Blindness of Glaucoma Patients: A Case Study at Jimma University Medical Center. [PDF]
J Res Health Sci, 2022 Gebremariam MG +5 more
europepmc +1 more source
Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core
Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. [PDF]
J Syst Sci Complex, 2023 Yuan J, Dong Y, Zhai W, Cai Z.
europepmc +1 more source
Hotspot movement of compound events on the Europe continent. [PDF]
Sci Rep, 2023 Doshi SC, Lohmann G, Ionita M.
europepmc +1 more source
Modeling Dependencies in Finance using Copulae [PDF]
In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the bivariate framework and discuss the simple, elliptical and Archimedean classes of copulae.
Yarema Okhrin +2 more
core
Prediction of Rapid Early Progression and Survival Risk with Pre-Radiation MRI in WHO Grade 4 Glioma Patients. [PDF]
Cancers (Basel), 2023 Farzana W +8 more
europepmc +1 more source
Investigating dynamic dependence using copulae [PDF]
, 2001 A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship.
Salmon, Mark H. +2 more
core
Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. [PDF]
Financ Res Lett, 2022 Syuhada K, Suprijanto D, Hakim A.
europepmc +1 more source