Works about COPULA functions

Results: 2000

Spatio-temporal characteristics and multivariate recurrence period of agricultural drought in Northwestern China.

Published in:

Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-04473-8

By:

Feng, Kai;
Wang, Shile;
Wang, Yingying;
Li, Yanbin;
Jiang, Tianliang;
Huang, Shengzhi;
Wang, Fei;
Su, Xiaoling;
Zhang, Zezhong

Publication type:

Article

D-plots: Visualizations for Analysis of Bivariate Dependence Between Continuous Random Variables.

Published in:

Stats, 2025, v. 8, n. 2, p. 43, doi. 10.3390/stats8020043

By:

Erdely, Arturo;
Rubio-Sánchez, Manuel

Publication type:

Article

Fatigue correlation reliability evaluation of heavy-haul railway bridges.

Published in:

Applied Mathematics & Mechanics, 2025, v. 46, n. 7, p. 1295, doi. 10.1007/s10483-025-3269-8

By:

Zhang, Mingyang;
Chen, Mengcheng;
Fang, Wei;
Xu, Kaicheng;
Huang, Hong

Publication type:

Article

Energy storage configuration and scheduling strategy for microgrid with consideration of grid-forming capability.

Published in:

Electrical Engineering, 2025, v. 107, n. 6, p. 7709, doi. 10.1007/s00202-024-02928-1

By:

Yan, Zhibin;
Li, Li;
Wu, Weimin;
Song, Huihui;
Che, Bin;
Jin, Panlong

Publication type:

Article

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

Multiple Imputation Using Gaussian Copulas.

Published in:

Sociological Methods & Research, 2021, v. 50, n. 3, p. 1259, doi. 10.1177/0049124118799381

By:

Hollenbach, Florian M.;
Bojinov, Iavor;
Minhas, Shahryar;
Metternich, Nils W.;
Ward, Michael D.;
Volfovsky, Alexander

Publication type:

Article

Copula Models for Sociology: Measures of Dependence and Probabilities for Joint Distributions.

Published in:

Sociological Methods & Research, 2017, v. 46, n. 3, p. 604, doi. 10.1177/0049124115584477

By:

Vuolo, Mike

Publication type:

Article

Global and Extreme Dependence Between Investor Sentiment and Stock Returns in European Markets.

Published in:

Journal of Behavioral Finance, 2018, v. 19, n. 2, p. 141, doi. 10.1080/15427560.2017.1373647

By:

Horta, Paulo;
Lobão, Júlio

Publication type:

Article

Degradation in Durability of Magnesium Oxychloride-Coated Reinforced Steel Concrete.

Published in:

ACI Materials Journal, 2020, v. 117, n. 2, p. 33, doi. 10.14359/51720298

By:

Wang Penghui;
Qiao Hongxia;
Feng Qiong;
Cao Hui

Publication type:

Article

Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry.

Published in:

Journal of Agricultural & Food Industrial Organization, 2016, v. 14, n. 1, p. 121, doi. 10.1515/jafio-2015-0001

By:

Panagiotou, Dimitrios;
Stavrakoudis, Athanassios

Publication type:

Article

Operational Risk Measurement: An Optimal Timescale Selection Method Based on Information Entropy.

Published in:

International Journal of Information Technology & Decision Making, 2025, v. 24, n. 3, p. 713, doi. 10.1142/S0219622023410055

By:

Chang, Yanpeng;
Wang, Yinghui;
Li, Jianping;
Zhu, Xiaoqian

Publication type:

Article

Multivariate Skew Normal Copula for Asymmetric Dependence: Estimation and Application.

Published in:

International Journal of Information Technology & Decision Making, 2019, v. 18, n. 1, p. 365, doi. 10.1142/S021962201750047X

By:

Wei, Zheng;
Kim, Seongyong;
Choi, Boseung;
Kim, Daeyoung

Publication type:

Article

Importance Sampling for Credit Portfolio Risk with Risk Factors Having -Copula.

Published in:

International Journal of Information Technology & Decision Making, 2017, v. 16, n. 4, p. 1101, doi. 10.1142/S0219622017500201

By:

Chen, Rongda;
Wang, Ze;
Yu, Lean

Publication type:

Article

Distorted Copula-Based Probability Distribution of a Counting Hierarchical Variable: A Credit Risk Application.

Published in:

International Journal of Information Technology & Decision Making, 2016, v. 15, n. 2, p. 285, doi. 10.1142/S021962201650005X

By:

Bernardi, Enrico;
Romagnoli, Silvia

Publication type:

Article

A COPULA-BASED CORRELATION MEASURE AND ITS APPLICATION IN CHINESE STOCK MARKET.

Published in:

International Journal of Information Technology & Decision Making, 2009, v. 8, n. 4, p. 787, doi. 10.1142/S0219622009003612

By:

WEN, FENGHUA;
LIU, ZHIFENG

Publication type:

Article

ON DEFAULT CORRELATION AND PRICING OF COLLATERALIZED DEBT OBLIGATION BY COPULA FUNCTIONS.

Published in:

International Journal of Information Technology & Decision Making, 2006, v. 5, n. 3, p. 483, doi. 10.1142/S0219622006002076

By:

PING LI;
HOUSHENG CHEN;
XIAOTIE DENG;
SHUNMING ZHANG

Publication type:

Article

Preface.

Published in:

2020

By:

Pozo, Aurora;
de Arruda Camargo, Heloisa

Publication type:

Editorial

A proposal for tuning the α parameter in CαC-integrals for application in fuzzy rule-based classification systems.

Published in:

Natural Computing, 2020, v. 19, n. 3, p. 533, doi. 10.1007/s11047-018-9678-x

By:

Lucca, Giancarlo;
Sanz, José A.;
Dimuro, Graçaliz P.;
Bedregal, Benjamín;
Bustince, Humberto

Publication type:

Article

Approximations of Copulas via Transformed Moments.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 3175, doi. 10.1007/s11009-022-09969-8

By:

Mnatsakanov, Robert M.;
Albrecher, Hansjoerg;
Loisel, Stephane

Publication type:

Article

On the Mean and Variance Residual Life Comparisons of Coherent Systems with Identically Distributed Components.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2801, doi. 10.1007/s11009-022-09952-3

By:

Khaleghpanah Noughabi, Elham;
Chahkandi, Majid;
Rezaei, Majid

Publication type:

Article

A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks.

Published in:

Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2455, doi. 10.1007/s11009-021-09925-y

By:

Mulinacci, Sabrina

Publication type:

Article

Efficient and Accurate Evaluation Methods for Concordance Measures via Functional Tensor Characterizations of Copulas.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1089, doi. 10.1007/s11009-019-09752-2

By:

Dalessandro, Antonio;
Peters, Gareth W.

Publication type:

Article

Quantile Function Expansion Using Regularly Varying Functions.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 4, p. 1091, doi. 10.1007/s11009-017-9593-0

By:

Fung, Thomas;
Seneta, Eugene

Publication type:

Article

Operator Tail Dependence of Copulas.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 3, p. 1013, doi. 10.1007/s11009-017-9592-1

By:

Li, Haijun

Publication type:

Article

Dependence Properties of Conditional Distributions of some Copula Models.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 3, p. 975, doi. 10.1007/s11009-017-9544-9

By:

Joe, Harry

Publication type:

Article

Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 205, doi. 10.1007/s11009-016-9539-y

By:

Mulinacci, Sabrina

Publication type:

Article

Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators.

Published in:

Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 237, doi. 10.1007/s11009-017-9545-8

By:

Dalessandro, Antonio;
Peters, Gareth

Publication type:

Article

Series Representations for Multivariate Time-Changed Lévy Models.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 1, p. 97, doi. 10.1007/s11009-015-9461-8

By:

Panov, Vladimir

Publication type:

Article

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 765, doi. 10.1007/s11009-016-9487-6

By:

Bibbona, Enrico;
Sacerdote, Laura;
Torre, Emiliano

Publication type:

Article

Testing Serial Independence via Density-Based Measures of Divergence.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 627, doi. 10.1007/s11009-013-9320-4

By:

Bagnato, Luca;
De Capitani, Lucio;
Punzo, Antonio

Publication type:

Article

Bayesian Nonparametric Inference for a Multivariate Copula Function.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 747, doi. 10.1007/s11009-013-9348-5

By:

Wu, Juan;
Wang, Xue;
Walker, Stephen

Publication type:

Article

Multivariate Generalized Marshall-Olkin Distributions and Copulas.

Published in:

Methodology & Computing in Applied Probability, 2014, v. 16, n. 1, p. 53, doi. 10.1007/s11009-012-9297-4

By:

Lin, Jianhua;
Li, Xiaohu

Publication type:

Article

Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments.

Published in:

Methodology & Computing in Applied Probability, 2013, v. 15, n. 1, p. 105, doi. 10.1007/s11009-011-9224-0

By:

Arbenz, Philipp

Publication type:

Article

Autocopulas: Investigating the Interdependence Structure of Stationary Time Series.

Published in:

Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 149, doi. 10.1007/s11009-011-9230-2

By:

Rakonczai, Pál;
Márkus, László;
Zempléni, András

Publication type:

Article

Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 3, p. 279, doi. 10.1007/s11009-007-9053-3

By:

Kortschak, Dominik;
Albrecher, Hansjörg

Publication type:

Article

Tail Dependence Comparison of Survival Marshall–Olkin Copulas.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 39, doi. 10.1007/s11009-007-9037-3

By:

Li, Haijun

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

A stochastic power curve for wind turbines with reduced variability using conditional copula.

Published in:

Wind Energy, 2016, v. 19, n. 8, p. 1519, doi. 10.1002/we.1934

By:

Bai, Guanghan;
Fleck, Brian;
Zuo, Ming J.

Publication type:

Article

A note on the multivariate Archimedean dependence structure in small wind generation sites.

Published in:

Wind Energy, 2014, v. 17, n. 8, p. 1287, doi. 10.1002/we.1633

By:

Díaz, Guzmán

Publication type:

Article

The discourse functions of simple copulas in Dzongkha.

Published in:

Functions of Language, 2024, v. 31, n. 1, p. 34, doi. 10.1075/fol.22056.wat

By:

Watters, Stephen

Publication type:

Article

A copula-based framework for assessing heat wave extremes and probability of occurrence in Iran: implications for climate change.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 6, p. 2461, doi. 10.1007/s00477-025-02979-1

By:

Rezaee, Ali;
Goodarzi, Mohammad Reza;
Etemadfard, Hossein;
Alavizadeh, Mohammad

Publication type:

Article

Study on multi-objective joint optimization of water and sediment operation considering multiple uncertainties: a case study in the lower yellow river.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 5, p. 1963, doi. 10.1007/s00477-025-02951-z

By:

Zhao, Fangzheng;
Yi, Peng;
Zhong, Ping-an;
Wan, Xinyu;
Li, Jieyu;
Wang, Sen;
Shi, Weiyi;
Wang, Xinyu;
Zheng, Ke

Publication type:

Article

A new promoted Surface Water Supply Index for multi-faceted drought assessment.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 4, p. 1605, doi. 10.1007/s00477-025-02935-z

By:

Klaho, Mohamad Haytham;
Alijanian, Mohammadali;
Moeini, Ramtin

Publication type:

Article

Mixed vector autoregression and GARCH–Copula approach for long-term streamflow probabilistic forecasting in a multisite system.

Published in:

Stochastic Environmental Research & Risk Assessment, 2025, v. 39, n. 3, p. 1039, doi. 10.1007/s00477-025-02906-4

By:

Ji, Saijin;
Xu, Bin;
Sun, Yu;
Mo, Ran;
Wang, Sen;
Lu, Peng

Publication type:

Article

Reliability analysis of cutting slopes under rainfall conditions considering copula dependence between shear strengths.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 10, p. 3985, doi. 10.1007/s00477-024-02789-x

By:

Liu, Lei-Lei;
Xu, Yue-Bing;
Zhu, Wen-Qing;
Zallah, Khan;
Huang, Lei;
Wang, Can

Publication type:

Article

Traffic flows time series in a flood-prone area: modeling and clustering on extreme values with a spatial constraint.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 8, p. 3109, doi. 10.1007/s00477-024-02735-x

By:

Carpita, Maurizio;
De Luca, Giovanni;
Metulini, Rodolfo;
Zuccolotto, Paola

Publication type:

Article

Risk assessment of meteo-groundwater drought using copula approach in the arid region.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 4, p. 1523, doi. 10.1007/s00477-023-02641-8

By:

Meimandi, Jafar Bahari;
Bazrafshan, Ommolbanin;
Esmaeilpour, Yahya;
Zamani, Hossein;
Shekari, Marzieh

Publication type:

Article

Multi-phase hybrid bidirectional deep learning model integrated with Markov chain Monte Carlo bivariate copulas function for streamflow prediction.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 4, p. 1351, doi. 10.1007/s00477-023-02632-9

By:

Iqbal, Asif;
Siddiqi, Tanveer Ahmed

Publication type:

Article

Streamflow forecasting method with a hybrid physical process-mathematical statistic.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 12, p. 4805, doi. 10.1007/s00477-023-02542-w

By:

Wang, Sen;
Zhong, Ping-an;
Zhu, Feilin;
Xu, Bin;
Li, Jieyu;
Qian, Xinyuan;
Wang, Bin

Publication type:

Article

Joint probability distribution of weather factors: a neural network approach for environmental science.

Published in:

Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 11, p. 4385, doi. 10.1007/s00477-023-02513-1

By:

Yang, Yong;
Li, Dongsheng;
Li, Haibin;
Li, Daizhou

Publication type:

Article