Results 71 to 80 of about 520,955 (192)
Copula Based Semiparametric Regressive Models [PDF]
This paper studies the estimation of copula-based semi parametric stationary Markov models. Described models allow us evaluate the parameters of copula, which has the best fit to previously selected model (simple estimators of the marginal distribution ...
Fjodorovs, Jegors, Matvejevs, Andrejs
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A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]
World economies, and especially European ones, have become strongly interconnected in the last decades and a joint modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a rich ...
Dean Fantazzini +4 more
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Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
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The syntactic structure of predicatives : clues from the omission of the copula in child english [PDF]
, 2013 This paper explores the syntax of main clause predicatives from the perspective of trying to account for an asymmetry in copular constructions in certain languages.
Becker, Misha
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Enjoy the Joy of Copulas: With a Package copula [PDF]
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
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To be or not to be? About the copula system in Buli (Gur) [PDF]
, 2008 This talk concerns the copula system in Buli, a Ghanaian language which has also been attested in Bahia (Rodrigues 1935, Zwernemann 1968). Special focus will be put on the categorization of two copula-reminiscent elements for which I will propose a ...
Schwarz, Anne
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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
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On the Distortion of a Copula and its Margins [PDF]
This article examines the notion of distortion of copulas, a natural extension of distortion within the univariate framework. We study three approaches to this extension: (1) distortion of the margins alone while keeping the original copula structure, (2)
Valdez, Emiliano A.
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Fuzzy implicators related to (quasi-)copulas [PDF]
Proceedings of the 2019 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (EUSFLAT 2019), 2019 Anna Kolesárová, Radko Mesiar
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Convex Lineability in Copula and Quasi-copula Sets
Mediterranean Journal of MathematicsAbstract In this paper, we investigate several subsets of n-copulas and n-quasi-copulas from the perspective of convex-lineability and the recently introduced concept of convex-spaceability. Our purpose is to determine when such families contain extremely large algebraic structures, namely linearly independent sets of
de Amo, Enrique +3 more
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