Works about COPULA functions
Results: 1906
Mixed vector autoregression and GARCH–Copula approach for long-term streamflow probabilistic forecasting in a multisite system.
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- Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 3, p. 1039, doi. 10.1007/s00477-025-02906-4
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- Article
Operational Risk Assessment of Commercial Banks' Supply Chain Finance.
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- Systems, 2025, v. 13, n. 2, p. 76, doi. 10.3390/systems13020076
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- Article
Diffusion Mechanisms for Both Living and Dying Trees Across 37 Years in a Forest Stand in Lithuania's Kazlų Rūda Region.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 213, doi. 10.3390/sym17020213
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- Article
Consideration of Wind-Solar Uncertainty and V2G Mode of Electric Vehicles in Bi-Level Optimization Scheduling of Microgrids.
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- Energies (19961073), 2025, v. 18, n. 4, p. 823, doi. 10.3390/en18040823
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- Article
Forecasting COVID-19 Cases, Hospital Admissions, and Deaths Based on Wastewater SARS-CoV-2 Surveillance Using Gaussian Copula Time Series Marginal Regression Model.
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- COVID, 2025, v. 5, n. 2, p. 25, doi. 10.3390/covid5020025
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- Article
A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew.
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- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 457, doi. 10.1093/jjfinec/nbr016
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- Article
When is a Copula Constant? A Test for Changing Relationships.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 106, doi. 10.1093/jjfinec/nbq020
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- Article
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 511, doi. 10.1093/jfinec/nbp031
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- Article
Modeling International Financial Returns with a Multivariate Regime-switching Copula.
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- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 437, doi. 10.1093/jjfinec/nbp014
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- Article
Linear Correlation and EVT: Properties and Caveats.
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- Journal of Financial Econometrics, 2009, v. 7, n. 1, p. 30, doi. 10.1093/jjfinec/nbn015
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- Article
Modeling a Multivariate Transaction Process.
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- Journal of Financial Econometrics, 2008, v. 6, n. 1, p. 143, doi. 10.1093/jjfinec/nbm020
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- Article
THE ROLE OF COPULAS IN THE HOUSING CRISIS.
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- Review of Economics & Statistics, 2012, v. 94, n. 2, p. 607, doi. 10.1162/REST_a_00172
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- Article
Approximations of Copulas via Transformed Moments.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 3175, doi. 10.1007/s11009-022-09969-8
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- Article
On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2801, doi. 10.1007/s11009-022-09952-3
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- Article
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2455, doi. 10.1007/s11009-021-09925-y
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- Article
Efficient and Accurate Evaluation Methods for Concordance Measures via Functional Tensor Characterizations of Copulas.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1089, doi. 10.1007/s11009-019-09752-2
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- Article
Quantile Function Expansion Using Regularly Varying Functions.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1091, doi. 10.1007/s11009-017-9593-0
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- Article
Operator Tail Dependence of Copulas.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 3, p. 1013, doi. 10.1007/s11009-017-9592-1
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- Article
Dependence Properties of Conditional Distributions of some Copula Models.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 3, p. 975, doi. 10.1007/s11009-017-9544-9
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- Article
Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 205, doi. 10.1007/s11009-016-9539-y
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- Article
Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 237, doi. 10.1007/s11009-017-9545-8
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- Article
Series Representations for Multivariate Time-Changed Lévy Models.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 1, p. 97, doi. 10.1007/s11009-015-9461-8
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- Article
A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 765, doi. 10.1007/s11009-016-9487-6
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- Article
Testing Serial Independence via Density-Based Measures of Divergence.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 627, doi. 10.1007/s11009-013-9320-4
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- Article
Bayesian Nonparametric Inference for a Multivariate Copula Function.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 747, doi. 10.1007/s11009-013-9348-5
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- Article
Multivariate Generalized Marshall-Olkin Distributions and Copulas.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 1, p. 53, doi. 10.1007/s11009-012-9297-4
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- Article
Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments.
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- Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 105, doi. 10.1007/s11009-011-9224-0
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- Article
Autocopulas: Investigating the Interdependence Structure of Stationary Time Series.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 149, doi. 10.1007/s11009-011-9230-2
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- Article
Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 279, doi. 10.1007/s11009-007-9053-3
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- Article
Tail Dependence Comparison of Survival Marshall–Olkin Copulas.
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- Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 39, doi. 10.1007/s11009-007-9037-3
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- Article
Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets.
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- Computational Economics, 2017, v. 50, n. 2, p. 325, doi. 10.1007/s10614-016-9587-y
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- Article
Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory.
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- Computational Economics, 2015, v. 45, n. 4, p. 647, doi. 10.1007/s10614-014-9440-0
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- Article
A New Approach for Firm Value and Default Probability Estimation beyond Merton Models.
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- Computational Economics, 2008, v. 31, n. 2, p. 161, doi. 10.1007/s10614-007-9112-4
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- Article
A coupled dynamical-copula downscaling approach for temperature projections over the Canadian Prairies.
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- Climate Dynamics, 2018, v. 51, n. 7/8, p. 2413, doi. 10.1007/s00382-017-4020-3
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- Article
An effective post-processing of the North American multi-model ensemble (NMME) precipitation forecasts over the continental US.
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- Climate Dynamics, 2018, v. 51, n. 1/2, p. 457, doi. 10.1007/s00382-017-3934-0
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- Article
Multisite and multivariable statistical downscaling using a Gaussian copula quantile regression model.
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- Climate Dynamics, 2016, v. 47, n. 5/6, p. 1383, doi. 10.1007/s00382-015-2908-3
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- Article
A copula-based multivariate analysis of Canadian RCM projected changes to flood characteristics for northeastern Canada.
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- Climate Dynamics, 2014, v. 42, n. 7/8, p. 2045, doi. 10.1007/s00382-013-1851-4
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- Article
Unsupervised Image Segmentation with Pairwise Markov Chains Based on Nonparametric Estimation of Copula Using Orthogonal Polynomials.
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- International Journal of Image & Graphics, 2016, v. 16, n. 4, p. -1, doi. 10.1142/S0219467816500200
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- Article
Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model.
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- Current Issues in Tourism, 2016, v. 19, n. 9, p. 876, doi. 10.1080/13683500.2014.932336
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- Article
Normal Mode Copulas for Nonmonotonic Dependence.
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- Political Analysis, 2024, v. 32, n. 4, p. 1, doi. 10.1017/pan.2023.45
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- Article
An Item‐Level Expected Classification Accuracy and Its Applications in Cognitive Diagnostic Assessment.
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- Journal of Educational Measurement, 2019, v. 56, n. 1, p. 51, doi. 10.1111/jedm.12200
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- Article
A Comparison of Different Psychometric Approaches to Modeling Testlet Structures: An Example with C-Tests.
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- Journal of Educational Measurement, 2014, v. 51, n. 4, p. 400, doi. 10.1111/jedm.12054
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- Article
Estimation of Time of Survival Rate by Using Clayton Function for the Exponential Distribution with Practical Application.
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- Journal of Economics & Administrative Sciences, 2022, v. 28, n. 132, p. 134, doi. 10.33095/jeas.v28i132.2278
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- Article
Nearest-Neighbor Mixture Models for Non-Gaussian Spatial Processes.
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- Bayesian Analysis, 2023, v. 18, n. 4, p. 1191, doi. 10.1214/23-BA1405
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- Article
A Bayesian Approach to Modeling Multivariate Multilevel Insurance Claims in the Presence of Unsettled Claims.
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- Bayesian Analysis, 2022, v. 17, n. 1, p. 67, doi. 10.1214/20-BA1243
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- Article
Implicit Copulas from Bayesian Regularized Regression Smoothers.
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- Bayesian Analysis, 2019, v. 14, n. 4, p. 1143, doi. 10.1214/18-BA1138
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- Article
Bayesian Model Selection of Regular Vine Copulas.
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- Bayesian Analysis, 2018, v. 13, n. 4, p. 1111, doi. 10.1214/17-BA1089
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- Article
Specification of Informative Prior Distributions for Multinomial Models Using Vine Copulas.
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- Bayesian Analysis, 2018, v. 13, n. 3, p. 749, doi. 10.1214/17-BA1068
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- Article
Approximate Bayesian Inference in Semiparametric Copula Models.
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- Bayesian Analysis, 2017, v. 12, n. 4, p. 991, doi. 10.1214/17-BA1080
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- Article
Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis.
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- International Journal of Financial Engineering, 2022, v. 9, n. 2, p. 1, doi. 10.1142/S2424786321500328
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- Article