Approximation multivariate distribution of main indices of tehran stock exchange with pair-copula [PDF]
, 2013 The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula.
Parham, Gholamali +2 more
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Evolution of the Dependence of Residual Lifetimes [PDF]
, 2013 We investigate the dependence properties of a vector of residual lifetimes by means of the copula associated with the conditional distribution function.
Durante F +5 more
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Bayesian Nonparametric Inference for a Multivariate Copula Function [PDF]
, 2014 The paper presents a general Bayesian nonparametric approach for estimating a high dimensional copula. We first introduce the skew-normal copula, which we then extend to an infinite mixture model.
Wu, Juan, Wang, Xue, Walker, Stephen G.
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Pair-copula constructions of multiple dependence [PDF]
, 2006 Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time.
Aas, Kjersti +3 more
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Copula models in machine learning [PDF]
, 2015 The introduction of copulas, which allow separating the dependence structure of a multivariate distribution from its marginal behaviour, was a major advance in dependence modelling.
Rey, Mélanie
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Semilinear Poisson problems in Sobolev-Besov spaces on Lipschitz domains [PDF]
, 2002 Extending recent work for the linear Poisson problem for the Laplacian in the framework of Sobolev-Besov spaces on Lipschitz domains by Jerison and Kenig [16], Fabes, Mendez and Mitrea [9], and Mitrea and Taylor [30], here we take up the task of ...
M. Mitrea +3 more
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A singularly perturbed semilinear reaction-diffusion problem in a polygonal domain [PDF]
, 2010 The semilinear reaction-di®usion equation ¡"24u+b(x; u) = 0 with Dirichlet bound-ary conditions is considered in a convex polygonal domain. The singular perturbation parameter ε is arbitrarily small, and the “reduced equation” b(x, u0 (x)) = 0 may have ...
Kellogg, R. Bruce, Kopteva, Natalia
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Maximum norm a posteriori error estimate for a 2d singularly perturbed semilinear reaction-diffusion problem [PDF]
, 2008 A singularly perturbed semilinear reaction-diffusion equation, posed in the unit square, is discretized on arbitrary nonuniform tensor-product meshes. We establish a second-order maximum norm a posteriori error estimate that holds true uniformly in the ...
Kopteva, Natalia
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Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
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Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M. +2 more
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