Academic literature on the topic 'Copula be'

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Journal articles on the topic "Copula be"

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Pérez-Ilzarbe, Paloma. "The Signification of the Copula in Fernando de Enzinas’ Syncategoremata." Vivarium 53, no. 2-4 (2015): 405–23. http://dx.doi.org/10.1163/15685349-12341307.

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This article deals with a brief difficultas in the Tractatus de compositione propositionis mentalis by Fernando de Enzinas: qualiter copule significent tempus et an copule de presenti et preterito sint synonime. A progressive determination of the signification of the copula is analysed: first, Enzinas defines his position about the principal syncategorematic signification of the copula; then, he analyses the sense of the consignification of time traditionally attributed to the copula. The originality of Enzinas’ position is highlighted, given the fact that he gives preference to the question a
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Chiravate, Boonjeera. "Aspectual Properties and Polarity-Sensitivity of Copulas pen1 and khʉʉ1 in Thai". MANUSYA 15, № 1 (2012): 1–18. http://dx.doi.org/10.1163/26659077-01501001.

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‘Pen1’ and ‘khʉʉ1’ in Thai have traditionally been regarded as copular verbs comparable to ‘be’ in English. Appearing in a copulative sentence, the two Thai copula verbs, however, differ in polarity-sensitivity. The present study demonstrates that the difference in polarity-sensitivity of the two Thai copulas cannot be accounted for within the theory of polarity-sensitive items previously proposed. Investigating the aspectual properties of the two Thai copulas in comparison with those of English copula, this study suggests that an explanation for the difference in polarity-sensitivity of the t
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Geist, Ljudmila. "Russisch byt' ('sein') als funktionale und/oder lexikalische Kategorie." ZAS Papers in Linguistics 14 (January 1, 1999): 1–39. http://dx.doi.org/10.21248/zaspil.14.1999.3.

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The present study offers an analysis of the Russian copular constructions with predicate nominals. In such copular sentences two cases may mark the predicate: the nominative and the instrumental as in 'Anna byla medsestra/medsestroj' - 'Anna was-3sg.fem.a nursenom/instr'. In the present tense the copula has a null-form and the predicate nominal can only be in the nominative. I argue that the case alternation corresponds to the distinction of Stage Level and Individual Level Predicates in the sense of Kratzer (1994) and Diesing (1992), but with some objections. The copula with Instrumental form
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Mikulskas, Rolandas. "Descriptive problems in defining the category of copulas: syntactic and semantic distribution of the ingressive copulas VIRSTI and TAPTI." Lietuvių kalba, no. 12 (December 15, 2018): 1–63. http://dx.doi.org/10.15388/lk.2018.22519.

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Cognitive Grammar (Langacker 1991) allows for a unified account of copular constructions. In this framework, all types of copular constructions can be seen as the different instantiations of a single archetype of statements of identity between two entities (Mikulskas 2017). Radical Construction Grammar, the framework adopted in this article, also allows for a unified account of copular verbs, as it views both so-called ‘semi-copulas’ and typical copulas as members of a single category of copulas as long as each of them fills the same slot between the thematic argument and the predicative compl
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Edwards, H. H., P. Mikusiński, and M. D. Taylor. "Measures of concordance determined byD4-invariant copulas." International Journal of Mathematics and Mathematical Sciences 2004, no. 70 (2004): 3867–75. http://dx.doi.org/10.1155/s016117120440355x.

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A continuous random vector(X,Y)uniquely determines a copulaC:[0,1]2→[0,1]such that when the distribution functions ofXandYare properly composed intoC, the joint distribution function of(X,Y)results. A copula is said to beD4-invariant if its mass distribution is invariant with respect to the symmetries of the unit square. AD4-invariant copula leads naturally to a family of measures of concordance having a particular form, and all copulas generating this family areD4-invariant. The construction examined here includes Spearman’s rho and Gini’s measure of association as special cases.
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Petré,, Peter. "General productivity: How become waxed and wax became a copula." Cognitive Linguistics 23, no. 1 (2012): 27–65. http://dx.doi.org/10.1515/cog-2012-0002.

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AbstractThis article provides an analysis—within the framework of Radical Construction Grammar—of how become developed into a copula ‘become’ out of an original sense ‘arrive’, and wax, originally ‘grow’, also came to be used as a copula ‘become’. Importantly, it explains why these verbs successfully became fully productive copulas in a very short period of time. It is argued that this happened after a pre-copular stage had reached a cognitive threshold value. The occurrence of this threshold is related to the fact that the copular constructions featuring become and wax were not the end result
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Li, Zhanling, Quanxi Shao, Qingyun Tian, and Louie Zhang. "Copula-based drought severity-area-frequency curve and its uncertainty, a case study of Heihe River basin, China." Hydrology Research 51, no. 5 (2020): 867–81. http://dx.doi.org/10.2166/nh.2020.173.

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Abstract Copulas are appropriate tools in drought frequency analysis. However, uncertainties originating from copulas in such frequency analysis have not received significant consideration. This study aims to develop a drought severity-areal extent-frequency (SAF) curve with copula theory and to evaluate the uncertainties in the curve. Three uncertainty sources are considered: different copula functions, copula parameter estimations, and copula input data. A case study in Heihe River basin in China is used as an example to illustrate the proposed approach. Results show that: (1) the dependence
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Welch, Nicholas. "Differential grammaticalization of copulas in Tsúùt’ínà and Tłı̨chǫ Yatıì." Diachronica 36, no. 2 (2019): 262–93. http://dx.doi.org/10.1075/dia.15031.wel.

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Abstract The languages of the Dene (aka Athapaskan) family in North America almost universally employ two copular verbs. In several languages of this family, copular forms are also employed as verbal auxiliaries: forms of one copula mark clausal focus while forms of the other mark TAM (tense/aspect/mode) categories. With reference to two Dene languages in particular, Tłı̨chǫ Yatıì and Tsúùt’ínà, I explain this difference by positing distinct grammaticalization paths and motivations for each copula: both focus and TAM markers originate in a uniclausal reanalysis of biclausal constructions, the
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Kamaruzaman, Izzat Fakhruddin, Wan Zawiah Wan Zin, and Noratiqah Mohd Ariff. "A generalized bivariate copula for flood analysis in Peninsular Malaysia." Malaysian Journal of Fundamental and Applied Sciences 15, no. 1 (2019): 38–49. http://dx.doi.org/10.11113/mjfas.v15n2019.1275.

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This study generalized the best copula to characterize the joint probability distribution between rainfall severity and duration in Peninsular Malaysia using two dimensional copulas. Specifically, to construct copulas, Inference Function for Margins (IFM) and Canonical Maximum Likelihood (CML) methods were specially exploited. For the purpose of achieving copula fitting, the derived rainfall variables by making use of the Standardized Precipitation Index (SPI) were fitted into several distributions. Five copulas, namely Gaussian, Clayton, Frank, Joe and Gumbel were put to the tests to establis
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Girard, Stéphane. "Transformation of a copula using the associated co-copula." Dependence Modeling 6, no. 1 (2018): 298–308. http://dx.doi.org/10.1515/demo-2018-0017.

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AbstractWe investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established.
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Dissertations / Theses on the topic "Copula be"

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Juste, Didier Jérémie. "Trois essais sur les risques de credit micro et macro en microfinance et sur l'estimation hédonique du prix de la qualité des écoles." Thesis, Cergy-Pontoise, 2018. http://www.theses.fr/2018CERG0982.

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Au cours de ces vingt dernières années le secteur de la microfinance au niveau global a crû de manière exponentielle. Il a permis à des millions de personnes à faibles revenus et exclues du secteur de la finance traditionnelle, de mieux lisser leur consommation et d'investir pour améliorer leur bien-être. Cependant au cours de cette même période, le secteur de la microfinance a aussi été frappé par des crises de repaiement et un certain nombre d'institutions de microfinance (IMFs) ont vu leur taux de défaut augmenter de manière alarmante. Il est ainsi crucial d'avoir une connaissance approfond
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Blom, Joakim, and Joakim Wargclou. "Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.

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Modern portfolio theory (MPT) is an investment theory which was introduced by Harry Markowitz in 1952 and describes how risk averse investors can optimize their portfolios. The objective of MPT is to assemble a portfolio by maximizing the expected return given a level of market risk or minimizing the market risk given an expected return. Although MPT has gained popularity over the years it has also been criticized for several theoretical and empirical shortcomings such as using variance as a measure of risk, measuring the dependence with linear correlation and assuming that returns are normall
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Azam, Kazim. "Copula methods in econometrics." Thesis, University of Warwick, 2013. http://wrap.warwick.ac.uk/60167/.

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Augustine, Cecilia. "Pairs trading: a copula approach." Master's thesis, University of Cape Town, 2014. http://hdl.handle.net/11427/8532.

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Includes bibliographical references.<br>Pairs trading is an arbitrage strategy that involves identifying a pair of stocks known to move together historically and trading on them when relative mispricing occurs. The strategy involves shorting the overvalued stock and simultaneously going long on the undervalued stock and closing the positions once the prices have returned to fair values. The cointegration method and the distance method are the most common techniques used in pairs trading strategy. However under these methods, the measure of divergence between the stocks or the spread is assumed
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Nystedt, Gustav. "Scenario Creation for Stress Testing Using Copula Transformation." Thesis, Umeå universitet, Institutionen för fysik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-160352.

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Due to turbulence in the financial market throughout history, stress testing has become a growing part of the risk analysis performed by clearing houses. Events connected to previous crises have increased the demand for prudent risk exposure, and in this thesis we investigate regulators view on how CCPs should construct risk scenarios to meet best practice for stress testing their members’ composite portfolios. A method based on multivariate t-distributions and copula-transformations applied to historical time series data, is proposed for constructing an independent scenario generator which sh
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Sjöberg, Anna. "The Use of the Copula in Non-Copula Constructions in the Languages of South Asia." Thesis, Uppsala universitet, Institutionen för lingvistik och filologi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-360512.

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In this thesis, I explore the use of copulas in non-copula constructions in the languages of South Asia to establish possible genetic and areal tendencies in the distribution. Using materials – language descriptions and data – from Grierson’s Linguistic Survey of India, I examine the phenomenon in 206 languages from four families (Munda, Dravidian, Indo-Aryan and Sino-Tibetan). It is found that the languages of South Asia appear to be more likely than the world-wide average to use the copula in non-copula constructions and that at least Munda, Dravidian and Indo-Aryan use it in the same way wi
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Gui, Wenhao. "Adaptive series estimators for copula densities." Tallahassee, Florida : Florida State University, 2009. http://etd.lib.fsu.edu/theses/available/etd-05072009-133639/.

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Thesis (Ph. D.)--Florida State University, 2009.<br>Advisor: Marten Wegkamp, Florida State University, College of Arts and Sciences, Dept. of Statistics. Title and description from dissertation home page (viewed on Oct. 5, 2009). Document formatted into pages; contains xi, 87 pages. Includes bibliographical references.
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PEREIRA, GUILHERME ARMANDO DE ALMEIDA. "COPULA MODELS FOR STREAMFLOW SCENARIO SIMULATION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2017. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33720@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>PROGRAMA DE DOUTORADO SANDUÍCHE NO EXTERIOR<br>Muitos dos modelos de simulação de cenários de vazões, necessários para o planejamento e operação de setores elétricos, são construídos sob hipóteses rígidas. Isto pode restringir sua capacidade de representar dependências não-lineares e\ou distribuições não usuais. Cópulas superam estas limitações. Elas possibilitam que o comportam
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Foscolo, Enrico <1983&gt. "Inference on copula-based correlation structures." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2011. http://amsdottorato.unibo.it/3373/.

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We propose an extension of the approach provided by Kluppelberg and Kuhn (2009) for inference on second-order structure moments. As in Kluppelberg and Kuhn (2009) we adopt a copula-based approach instead of assuming normal distribution for the variables, thus relaxing the equality in distribution assumption. A new copula-based estimator for structure moments is investigated. The methodology provided by Kluppelberg and Kuhn (2009) is also extended considering the copulas associated with the family of Eyraud-Farlie-Gumbel-Morgenstern distribution functions (Kotz, Balakrishnan, and Johnson, 2000,
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Gyamfi, Michael. "Modelling The Financial Market Using Copula." University of Akron / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=akron149601408369316.

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Books on the topic "Copula be"

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Cherubini, Umberto, Fabio Gobbi, and Sabrina Mulinacci. Convolution Copula Econometrics. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-48015-2.

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Narahara, Tomiko. The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530.

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Cherubini, Umberto, Elisa Luciano, and Walter Vecchiato. Copula Methods in Finance. John Wiley & Sons Ltd, 2004. http://dx.doi.org/10.1002/9781118673331.

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Kurowicka, Dorota, and Harry Joe. Dependence modeling: Vine copula handbook. World Scientific, 2011.

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Copula: Sexual technologies, reproductive powers. State University of New York Press, 2006.

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Cherubini, Umberto, Fabio Gobbi, Sabrina Mulinacci, and Silvia Romagnoli. Dynamic Copula Methods in Finance. John Wiley & Sons, Ltd., 2011. http://dx.doi.org/10.1002/9781118467404.

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Jaworski, Piotr, Fabrizio Durante, Wolfgang Karl Härdle, and Tomasz Rychlik, eds. Copula Theory and Its Applications. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12465-5.

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Dynamic copula methods in finance. Wiley, 2011.

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Trivedi, P. K. Copula modeling: An introduction for practitioners. Now, 2007.

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Hofert, Marius, Ivan Kojadinovic, Martin Mächler, and Jun Yan. Elements of Copula Modeling with R. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89635-9.

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Book chapters on the topic "Copula be"

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Czado, Claudia. "Pair-Copula Constructions of Multivariate Copulas." In Copula Theory and Its Applications. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12465-5_4.

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Narahara, Tomiko. "Copula Forms." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_8.

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Choroś, Barbara, Rustam Ibragimov, and Elena Permiakova. "Copula Estimation." In Copula Theory and Its Applications. Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12465-5_3.

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Gaenssler, Peter, and Winfried Stute. "Copula processes." In DMV Seminar. Birkhäuser Basel, 1987. http://dx.doi.org/10.1007/978-3-0348-6269-1_5.

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Chen, Lu, and Shenglian Guo. "Copula Theory." In Springer Water. Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-0574-0_2.

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Narahara, Tomiko. "De aru Copula." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_9.

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Narahara, Tomiko. "Introduction to the Japanese Copula." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_1.

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Narahara, Tomiko. "Da." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_10.

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Narahara, Tomiko. "Discourse Functions of da and zyanai." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_11.

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Narahara, Tomiko. "The Copula as a Universal Notion." In The Japanese Copula. Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1057/9780230504530_2.

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Conference papers on the topic "Copula be"

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Zimmerling, A. V. "ZERO FORMS IN MORPHOLOGICAL PARADIGMS: THE VERB “BE” IN RUSSIAN." In International Conference on Computational Linguistics and Intellectual Technologies "Dialogue". Russian State University for the Humanities, 2020. http://dx.doi.org/10.28995/2075-7182-2020-19-795-810.

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This paper offers a corpus analysis of the Russian verb быть ‘be’ which has an abnormal present tense paradigm including a zero form ØBE.PRES and overt forms естьBE.PRES and сутьBE.PRES which do not discriminate person and number and are distributed syntactically. I discuss different approaches to the grammar of быть and argue that Apresjan’s model which recognizes ØBE.PRES, естьBE.PRES and сутьBE.PRES as parts of one and the same lemma is superior to alternative models splitting быть split into two lemmas representing copula vs content verb ‘be’. The peripheral status of overt present BE-form
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Noh, Yoojeong, K. K. Choi, and Liu Du. "Selection of Copula to Generate Input Joint CDF for RBDO." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-49494.

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For RBDO problems with correlated input variables, it is necessary to obtain the input joint distribution (CDF, cumulative distribution function). Then Rosenblatt transformation is used to transform the correlated input variables into the independent standard normal variables for the purpose of inverse reliability analysis. However, in practical industry RBDO problems, often only the marginal CDFs and paired samples are available from limited experimental data. In this paper, a copula, which is a link between a joint CDF and marginal CDFs, is proposed to generate an input joint CDF from these
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Klement, Erich Peter, Fabio Spizzichino, Radko Mesiar, and Andrea Stupnanova. "Copula-based universal integrals." In 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE). IEEE, 2013. http://dx.doi.org/10.1109/fuzz-ieee.2013.6622330.

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Tao, Shanshan, Sheng Dong, and Yinghui Xu. "Design Parameter Estimation of Wave Height and Wind Speed With Bivariate Copulas." In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/omae2013-10519.

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The data of annual extreme wave height and corresponding wind speed at a platform in Bohai Bay is hindcasted by a numerical model from 1970 to 1993. Common-used design probability distributions, such as Gumbel distribution, Weibull distribution, and lognormal distribution are applied to fit the data of extreme wave height and concomitant wind speed, respectively. Then the best-fitted marginal distributions of annual extreme wave height and wind speed can be selected. Bivariate normal copula and Frank copula are utilized to construct joint distribution of these two random variables. Based on em
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Sakji-Nsibi, S., and A. Benazza-Benyahia. "Copula-based statistical models for multicomponent image retrieval using a Bayesian copula selection." In 2009 6th International Symposium on Image and Signal Processing and Analysis. IEEE, 2009. http://dx.doi.org/10.1109/ispa.2009.5297721.

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Shen, Linjie, Yugang Zhang, and Xinchen Zhuang. "Research on Function Reliability of Gear Door Lock System With Correlated Failure Models Based on Mixed Copula." In ASME 2016 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/imece2016-66619.

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The gear door lock system (GDLS) is a mechanism with multi-failure modes. It often leads to a large error when ignoring the correlation between failure modes. Copula theory in this work is applied to research the correlation between two failure modes. A dynamic simulation model is constructed to acquire the joint statistics characteristics of the two failure modes. Gumbel and Clayton Copula functions are chosen to establish the reliability model respectively, which shows that the single Copula model cannot fully capture the tail dependence. To solve the problem, a mixed Copula function is cons
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Hyrs, Martin, and Josef Schwarz. "Advanced parallel copula based EDA." In 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, 2016. http://dx.doi.org/10.1109/ssci.2016.7850202.

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Hu, Yueguang, and Zhigang Zhang. "Copula function theory and classification." In 2017 2nd International Conference on Education, Sports, Arts and Management Engineering (ICESAME 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/icesame-17.2017.422.

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Lestari, Tika, Khreshna Syuhada, and Utriweni Mukhaiyar. "Bivariate control chart with copula." In 1ST INTERNATIONAL CONFERENCE ON ACTUARIAL SCIENCE AND STATISTICS (ICASS 2014). AIP Publishing LLC, 2015. http://dx.doi.org/10.1063/1.4936445.

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Tian, Xue. "Transfer Entropy Estimation via Copula." In 2017 2nd International Conference on Machinery, Electronics and Control Simulation (MECS 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/mecs-17.2017.159.

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Reports on the topic "Copula be"

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Chen, Xiaohong, Zhijie Xiao, and Roger Koenker. Copula-based nonlinear quantile autoregression. Institute for Fiscal Studies, 2008. http://dx.doi.org/10.1920/wp.cem.2008.2708.

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Gómez-González, José Eduardo, Juan Sebastian Cubillos-Rocha, and Luis Fernando Melo-Velandia. Detecting exchange rate contagion using copula functions. Banco de la República, 2018. http://dx.doi.org/10.32468/be.1047.

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Chen, Xiaohong, Wei Biao Wu Wu, and Yanping Yi. Efficient estimation of copula-based semiparametric Markov models. Institute for Fiscal Studies, 2009. http://dx.doi.org/10.1920/wp.cem.2009.0609.

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Loaiza-Maya, Rubén Albeiro, José Eduardo Gómez-González, and Luis Fernando Melo-Velandia. Latin american exchange rate dependencies : a regular vine copula approach. Banco de la República, 2012. http://dx.doi.org/10.32468/be.729.

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Deb, Partha, Pravin Trivedi, and David Zimmer. Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15191.

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Qin, Yueyue. Climate Change Assessment in Columbia River Basin (CRB) Using Copula Based on Coupling of Temperature and Precipitation. Portland State University Library, 2000. http://dx.doi.org/10.15760/etd.2309.

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Becerra, Oscar, and Luis Fernando Melo-Velandia. Medidas de riesgo financiero usando copulas: teoría y aplicaciones. Banco de la República, 2008. http://dx.doi.org/10.32468/be.489.

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Chervenov, Nikolay, and Boyan Kostadinov. Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, 2019. http://dx.doi.org/10.7546/crabs.2019.03.02.

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Yang, Wen. Drought Analysis under Climate Change by Application of Drought Indices and Copulas. Portland State University Library, 2000. http://dx.doi.org/10.15760/etd.716.

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Horta, Paulo, Sérgio Lagoa, and Luís Filipe Martins. Contagion Channels of the Subprime Financial Crisis to the NYSE Euronext European Markets using Copulas. DINÂMIA'CET-IUL, 2011. http://dx.doi.org/10.7749/dinamiacet-iul.wp.2011.15.

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