Works about COPULA functions

Results: 1958

The Cauchy Combination Test under Arbitrary Dependence Structures.

Published in:

American Statistician, 2023, v. 77, n. 2, p. 134, doi. 10.1080/00031305.2022.2116109

By:

Long, Mingya;
Li, Zhengbang;
Zhang, Wei;
Li, Qizhai

Publication type:

Article

Testing for Positive Quadrant Dependence.

Published in:

American Statistician, 2021, v. 75, n. 1, p. 23, doi. 10.1080/00031305.2019.1607554

By:

Tang, Chuan-Fa;
Wang, Dewei;
El Barmi, Hammou;
Tebbs, Joshua M.

Publication type:

Article

Constructing gene regulatory networks from microarray data using non-Gaussian pair-copula Bayesian networks.

Published in:

Journal of Bioinformatics & Computational Biology, 2020, v. 18, n. 4, p. N.PAG, doi. 10.1142/S0219720020500237

By:

Chatrabgoun, O.;
Hosseinian-Far, A.;
Daneshkhah, A.

Publication type:

Article

The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 1, doi. 10.1007/s10690-010-9118-0

By:

Kitamura, Yoshihiro

Publication type:

Article

Copula and composite quantile regression-based estimating equations for longitudinal data.

Published in:

Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 441, doi. 10.1007/s10463-020-00756-1

By:

Wang, Kangning;
Shan, Wen

Publication type:

Article

Spatially homogeneous copulas.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 607, doi. 10.1007/s10463-018-0703-8

By:

Durante, Fabrizio;
Fernández Sánchez, Juan;
Trutschnig, Wolfgang

Publication type:

Article

Testing for a δ-neighborhood of a generalized Pareto copula.

Published in:

Annals of the Institute of Statistical Mathematics, 2019, v. 71, n. 3, p. 599, doi. 10.1007/s10463-018-0657-x

By:

Aulbach, Stefan;
Falk, Michael;
Fuller, Timo

Publication type:

Article

Quantile regression based on counting process approach under semi-competing risks data.

Published in:

Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 2, p. 395, doi. 10.1007/s10463-016-0593-6

By:

Hsieh, Jin-Jian;
Wang, Hong-Rui

Publication type:

Article

On a class of circulas: copulas for circular distributions.

Published in:

Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 5, p. 843, doi. 10.1007/s10463-014-0493-6

By:

Jones, M.;
Pewsey, Arthur;
Kato, Shogo

Publication type:

Article

Estimation of copula-based models for lifetime medical costs.

Published in:

Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 5, p. 897, doi. 10.1007/s10463-014-0477-6

By:

Zhao, Xiao;
Zhou, Xian

Publication type:

Article

The sinh-arcsinhed logistic family of distributions: properties and inference.

Published in:

Annals of the Institute of Statistical Mathematics, 2015, v. 67, n. 3, p. 573, doi. 10.1007/s10463-014-0465-x

By:

Pewsey, Arthur;
Abe, Toshihiro

Publication type:

Article

On the construction of minimum information bivariate copula families.

Published in:

Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 4, p. 703, doi. 10.1007/s10463-013-0422-0

By:

Bedford, Tim;
Wilson, Kevin

Publication type:

Article

Estimation in semiparametric models with missing data.

Published in:

Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 4, p. 785, doi. 10.1007/s10463-012-0393-6

By:

Chen, Song;
Van Keilegom, Ingrid

Publication type:

Article

Tests of symmetry for bivariate copulas.

Published in:

Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 4, p. 811, doi. 10.1007/s10463-011-0337-6

By:

Genest, Christian;
Nešlehová, Johanna;
Quessy, Jean-François

Publication type:

Article

Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process.

Published in:

Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 2, p. 347, doi. 10.1007/s10463-009-0257-x

By:

Kojadinovic, Ivan;
Yan, Jun

Publication type:

Article

Capability indices for circular tolerance regions based on a Gaussian copula.

Published in:

International Journal of Advanced Manufacturing Technology, 2019, v. 104, n. 9-12, p. 4143, doi. 10.1007/s00170-019-04197-w

By:

Rodríguez-Picón, Luis Alberto;
Méndez-González, Luis Carlos;
Flores-Ochoa, Victor Hugo;
Rodríguez-Medina, Manuel Arnoldo

Publication type:

Article

Identification of marginal and joint CDFs using bivariate type I interval multiply censored data for RBDO of a pick-up device of a pilot mining robot.

Published in:

Structural & Multidisciplinary Optimization, 2021, v. 63, n. 4, p. 1989, doi. 10.1007/s00158-020-02828-5

By:

Kim, Saekyeol;
Cho, Su-gil;
Lee, Tae Hee;
Choi, Jong-Su;
Park, Sanghyun;
Hong, Sup;
Kim, Hyung-Woo;
Min, Cheon-Hong;
Ko, Young-Tak;
Chi, Sang-Bum

Publication type:

Article

Bayes theorem–based and copula-based estimation for failure probability function.

Published in:

Structural & Multidisciplinary Optimization, 2020, v. 62, n. 1, p. 131, doi. 10.1007/s00158-019-02474-6

By:

Li, Xinyao;
Zhang, Weihong;
He, Liangli

Publication type:

Article

Evidence-theory-based reliability design optimization with parametric correlations.

Published in:

Structural & Multidisciplinary Optimization, 2019, v. 60, n. 2, p. 565, doi. 10.1007/s00158-019-02225-7

By:

Huang, Z. L.;
Jiang, C.;
Zhang, Z.;
Zhang, W.;
Yang, T. G.

Publication type:

Article

Model uncertainty approximation using a copula-based approach for reliability based design optimization.

Published in:

Structural & Multidisciplinary Optimization, 2016, v. 54, n. 6, p. 1543, doi. 10.1007/s00158-016-1530-2

By:

Pan, Hao;
Xi, Zhimin;
Yang, Ren-Jye

Publication type:

Article

The effect of ignoring dependence between failure modes on evaluating system reliability.

Published in:

Structural & Multidisciplinary Optimization, 2015, v. 52, n. 2, p. 251, doi. 10.1007/s00158-015-1239-7

By:

Park, Chanyoung;
Kim, Nam;
Haftka, Raphael

Publication type:

Article

Random field modeling with insufficient field data for probability analysis and design.

Published in:

Structural & Multidisciplinary Optimization, 2015, v. 51, n. 3, p. 599, doi. 10.1007/s00158-014-1165-0

By:

Xi, Zhimin;
Youn, Byeng;
Jung, Byung;
Yoon, Joung

Publication type:

Article

Equivalent target probability of failure to convert high-reliability model to low-reliability model for efficiency of sampling-based RBDO.

Published in:

Structural & Multidisciplinary Optimization, 2013, v. 48, n. 2, p. 235, doi. 10.1007/s00158-013-0905-x

By:

Lee, Ikjin;
Shin, Jaekwan;
Choi, K.

Publication type:

Article

Conservative multi-objective optimization considering design robustness and tolerance: a quality engineering design approach.

Published in:

Structural & Multidisciplinary Optimization, 2013, v. 47, n. 2, p. 259, doi. 10.1007/s00158-012-0823-3

By:

Lee, Jongsoo;
Kwon, Yong

Publication type:

Article

Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems.

Published in:

Structural & Multidisciplinary Optimization, 2011, v. 43, n. 3, p. 419, doi. 10.1007/s00158-010-0568-9

By:

Hu, Chao;
Youn, Byeng

Publication type:

Article

Power system state forecasting using machine learning techniques.

Published in:

Electrical Engineering, 2022, v. 104, n. 1, p. 283, doi. 10.1007/s00202-021-01328-z

By:

Mukherjee, Debottam;
Chakraborty, Samrat;
Ghosh, Sandip

Publication type:

Article

Unsupervised Image Segmentation with Pairwise Markov Chains Based on Nonparametric Estimation of Copula Using Orthogonal Polynomials.

Published in:

International Journal of Image & Graphics, 2016, v. 16, n. 4, p. -1, doi. 10.1142/S0219467816500200

By:

Atiampo, Armand Kodjo;
Loum, Georges Laussane

Publication type:

Article

Optimal Portfolio Allocation with Elliptical and Mixed Copulas.

Published in:

Istanbul Business Research, 2023, v. 52, n. 3, p. 461, doi. 10.26650/ibr.2023.52.1038219

By:

Özgür, Cemile;
Sarıkovanlık, Vedat

Publication type:

Article

Evaluation of the Combined Drought Index MCDI Based on Multivariate Copula Distribution.

Published in:

Geography & Development Iranian Journal / Jughrāfiyā va Tusi̒ah, 2025, v. 23, n. 78, p. 105, doi. 10.22111/GDIJ.2024.48446.3640

By:

Shahbeygi, Narjes;
Pirzadeh, Bahareh;
Piri, Jamshid

Publication type:

Article

基于Copula 函数的千米尺度综合干旱指数构建与应用 --以重庆市为例.

Published in:

Remote Sensing for Natural Resources, 2024, v. 36, n. 3, p. 117, doi. 10.6046/zrzyyg.2023097

By:

杨辰飞;
吴田军;
王长鹏;
杨丽娟;
骆剑承;
张新

Publication type:

Article

基于标准化降水蒸散指数分析湖南各气候区干旱事件重现期.

Published in:

Chinese Journal of Agrometeorology, 2024, v. 45, n. 8, p. 913, doi. 10.3969/j.issn.1000-6362.2024.08.010

By:

先建春;
周青云;
吕平安;
韩信;
蒋磊

Publication type:

Article

Risk Assessment of Agricultural Meteorological Disasters in North China under Warming Environment ?: Joint Return Period Analysis of the Duration and Intensity of Heat Events in Beijing-Tianjin-Hebei Region.

Published in:

Chinese Journal of Agrometeorology, 2024, v. 45, n. 7, p. 798, doi. 10.3969/j.issn.1000-6362.2024.07.010

By:

YANG Yu-xiao;
ZHAO Jun-chi;
ZHANG Qi;
LIU Zhong-xian;
YU Xin

Publication type:

Article

基于 Copula 函数分析华北地区年高温干旱复合事件发生特征.

Published in:

Chinese Journal of Agrometeorology, 2023, v. 44, n. 8, p. 695, doi. 10.3969/j.issn.1000-6362.2023.08.005

By:

俞昕;
张琪;
杨再强

Publication type:

Article

TAIL DEPENDENCE OF COMMODITY FUTURES RETURNS IN THE AGRICULTURAL AND ENERGY SECTORS.

Published in:

Annals of the Polish Association of Agricultural & Agribusiness Economists, 2024, v. 26, n. 3, p. 80, doi. 10.5604/01.3001.0054.7494

By:

LACH, AGNIESZKA

Publication type:

Article

Propagation Characteristics and Influencing Factors of Meteorological Drought to Soil Drought in the Upper Reaches of the Shiyang River Based on the Copula Function.

Published in:

Land (2012), 2024, v. 13, n. 12, p. 2050, doi. 10.3390/land13122050

By:

Zhou, Junju;
Gou, Anning;
Xu, Shizhen;
Wu, Yuze;
Yang, Xuemei;
Wei, Wei;
Zhu, Guofeng;
Zhang, Dongxia;
Shi, Peiji

Publication type:

Article

Coupling Changes in Runoff and Sediment and Their Relationships with Erosion Energy and Underlying Surface in the Wuding River Basin, China.

Published in:

Land (2012), 2024, v. 13, n. 4, p. 496, doi. 10.3390/land13040496

By:

Yang, Qiannan;
Gao, Haidong;
Han, Yong;
Li, Zhanbin;
Lu, Kexin

Publication type:

Article

Early Evidence That Soil Dryness Causes Widespread Decline in Grassland Productivity in China.

Published in:

Land (2012), 2023, v. 12, n. 2, p. 484, doi. 10.3390/land12020484

By:

He, Panxing;
Zeng, Yiyan;
Wang, Ningfei;
Han, Zhiming;
Meng, Xiaoyu;
Dong, Tong;
Ma, Xiaoliang;
Ma, Shangqian;
Ma, Jun;
Sun, Zongjiu

Publication type:

Article

Computer‐assisted demand‐side energy management in residential smart grid employing novel pooling deep learning algorithm.

Published in:

International Journal of Energy Research, 2021, v. 45, n. 5, p. 7961, doi. 10.1002/er.6449

By:

Jeyaraj, Pandia Rajan;
Nadar, Edward Rajan Samuel

Publication type:

Article

Construction of New Bivariate Semilinear Copulas Based on the Ali–Mikhail–Haq, Farlie–Gumbel–Morgenstern and Plackett Families.

Published in:

Advances in Data Science & Adaptive Analysis, 2024, v. 16, n. 1/2, p. 1, doi. 10.1142/S2424922X24500025

By:

Correia, Átila P.;
Suzuki, Adriano K.;
Ferreira, Paulo H.;
Viola, Márcio L. L.

Publication type:

Article

Modeling method of failure dependent system based on time varying copula function.

Published in:

Vibroengineering Procedia, 2017, v. 14, p. 76, doi. 10.21595/vp.2017.19172

By:

Mengli Xing;
Dan Xu;
Jiaolan He

Publication type:

Article

Research on Two-Level Price-Fluctuation Supply Chain Ordering Strategy Problem.

Published in:

Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/3867401

By:

Zheng, Minchao;
Meng, Zhiqing;
Shen, Rui

Publication type:

Article

Multiple-Event Catastrophe Bond Pricing Based on CIR-Copula-POT Model.

Published in:

Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/5068480

By:

Chao, Wen;
Zou, Huiwen

Publication type:

Article

Infinite-time absolute ruin in dependent renewal risk models with constant force of interest.

Published in:

Stochastic Models, 2017, v. 33, n. 1, p. 97, doi. 10.1080/15326349.2016.1216798

By:

Liu, Jiajun;
Yang, Yang

Publication type:

Article

Parametric Modeling of Sparse Random Trees Using 3D Copulas.

Published in:

Stochastic Models, 2015, v. 31, n. 2, p. 226, doi. 10.1080/15326349.2014.999285

By:

Neuhäuser, David;
Hirsch, Christian;
Gloaguen, Catherine;
Schmidt, Volker

Publication type:

Article

Copulas: A Review and Recent Developments.

Published in:

Stochastic Models, 2006, v. 22, n. 4, p. 617, doi. 10.1080/15326340600878206

By:

Kolev, Nikolai;
Anjos, Ulissesdos;
Mendes, Beatriz Vaz deM.

Publication type:

Article

Recent Developments in Copula Models.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 3, p. 34, doi. 10.3390/econometrics5030034

By:

Fermanian, Jean-David

Publication type:

Article

Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 2, p. 21, doi. 10.3390/econometrics5020021

By:

Schamberger, Benedikt;
Gruber, Lutz F.;
Czado, Claudia

Publication type:

Article

Copula-Based Factor Models for Multivariate Asset Returns.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 2, p. 20, doi. 10.3390/econometrics5020020

By:

Ivanov, Eugen;
Min, Aleksey;
Ramsauer, Franz

Publication type:

Article

A Note on Identification of Bivariate Copulas for Discrete Count Data.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 1, p. 10, doi. 10.3390/econometrics5010010

By:

Trivedi, Pravin;
Zimmer, David

Publication type:

Article

Goodness-of-Fit Tests for Copulas of Multivariate Time Series.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 1, p. 13, doi. 10.3390/econometrics5010013

By:

Rémillard, Bruno

Publication type:

Article