Taxas de decaimento para a energia associada a um sistema semilinear de ondas elásticas em Rn com potencial do tipo dissipativo [PDF]
Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro de Ciências Físicas e Matemáticas. Programa de Pós-Graduação em Matemática Pura e Aplicada, Florianópolis, 2013Neste trabalho estuda-se a existência e a unicidade de soluções globais
Horbach, Jaqueline Luiza
core
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
The syntactic structure of predicatives : clues from the omission of the copula in child english [PDF]
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
core
Copula-based Kernel Dependency Measures
The paper presents a new copula based method for measuring dependence between random variables. Our approach extends the Maximum Mean Discrepancy to the copula of the joint distribution.
Zoubin Ghahramani (5363936) +2 more
core +1 more source
Uniform estimates for positive solutions of a class of semilinear elliptic equations and related Liouville and one-dimensional symmetry results [PDF]
We consider the semilinear elliptic equation $\Delta u = W'(u)$ with Dirichlet boundary conditions in a smooth, possibly unbounded, domain $\Omega \subset \mathbb{R}^n$. Under suitable assumptions on the potential $W$, including the double well potential
Sourdis, Christos
core
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.
core
Dynamic stochastic copula models: Estimation, inference and applications [PDF]
We propose a new dynamic copula model where the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic correlation process, it can be viewed as a generalization of ...
Hafner, Christian M., Manner, Hans
core
Copula-Based Mixtures of Regression Models for Multivariate Response Data
In recent years, the use of mixtures of regression models in clustering has gained popularity due to its ability to account for underlying heterogeneity and provide representative interpretations of covariate effects.
Cui, Claire
core
Copula Based Semiparametric Regressive Models
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
core
Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market [PDF]
This paper develops the method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. In order to provide a general framework being able to accommodate skewness, leptokurtosis, fat tails as ...
Dominique Guegan, Jing Zhang
core

