Mixed vine copula flows for flexible modeling of neural dependencies. [PDF]
Front Neurosci, 2022 Mitskopoulos L, Amvrosiadis T, Onken A.
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An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]
Biometrics, 2023 Sun T, Cheng Y, Ding Y.
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Constructing and generalizing multivariate copulas: a generalizing approach [PDF]
Recently, Liebscher (2006) introduced a general construction scheme of d-variate copulas which generalizes the Archimedean family. Similarly, Morillas (2005) proposed a method to obtain a variety of new copulas from a given d-copula.
Fischer, Matthias J., Köck, Christian
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The linkage between Bitcoin and foreign exchanges in developed and emerging markets. [PDF]
Financ Innov, 2023 BenSaïda A.
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Properties of Hierarchical Archimedean Copulas [PDF]
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean copulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely
Yarema Okhrin +2 more
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A geometric investigation into the tail dependence of vine copulas
Vine copulas are a type of multivariate dependence model, composed of a collection of bivariate copulas that are combined according to a specific underlying graphical structure.
Tawn, Jonathan A. +2 more
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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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Joint meta-analysis of two diagnostic tests accounting for within and between studies dependence. [PDF]
Stat Methods Med ResNikoloulopoulos AK.
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A dependent circular-linear model for multivariate biomechanical data: Ilizarov ring fixator study. [PDF]
Stat Methods Med ResNagar P +4 more
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A spatial copula interpolation in a random field with application in air pollution data. [PDF]
Model Earth Syst Environ, 2023 Thakur D, Das I, Chakravarty S.
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