Results 21 to 30 of about 725,046 (113)
Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology, 2013 In our contribution we discuss the power stability of 1-Lipschitz binary aggregation functions. The main result is the characterization of power stable quasi-copulas by means of their dependence functions. The notions are illustrated by examples.
Anna Kolesárová, Radko Mesiar
openaire +3 more sources
Construction of asymmetric copulas and its application in two-dimensional reliability modelling [PDF]
, 2014 Copulas offer a useful tool in modelling the dependence among random variables. In the literature, most of the existing copulas are symmetric while data collected from the real world may exhibit asymmetric nature.
Wu, Shaomin
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On quasi-homogeneous copulas [PDF]
, 2008 summary:Quasi-homogeneity of copulas is introduced and studied. Quasi-homogeneous copulas are characterized by the convexity and strict monotonicity of their diagonal sections.
Mayor, Gaspar +3 more
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Copulas for statistical signal processing (Part I) : extensions and generalization [PDF]
, 2014 Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng +4 more
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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.
Romera, Rosario, Molanes, Elisa M.
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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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Mathematical Analysis and Computational Approximation of Extremal Points of the Subset of Copulas
StatsCopulas, as a new tool for statistical analysis, are studied in depth. One of the most notable aspects of this study is the geometric perspective, particularly the concept of regeneration via extreme points and the well-known result in functional ...
Rachid Jaafar, Ahmed Hfa, Ahmed Sani
doaj +1 more source
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
Quarterly Journal of the Royal Meteorological Society, EarlyView.Numerical weather prediction output necessitates calibration, as weather model systems are unable to replicate the correct statistics of observations. Such processing is especially important when predicting extreme weather. Calibration methods function by learning from prediction inadequacies during a training phase and by exploiting this information ...
Dmitrij Japs +3 more
wiley +1 more source
Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-
IEEE Open Journal of the Communications SocietyOutage 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
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