Relevant bibliographies by topics / Copulas

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Copulas'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2025

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Journal articles on the topic "Copulas"

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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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Welch, Nicholas, and Marie-Louise Bouvier White. "Copular clauses in Dene languages: Argument structure and interpretation." Canadian Journal of Linguistics/Revue canadienne de linguistique 66, no. 2 (June 2021): 223–54. http://dx.doi.org/10.1017/cnj.2021.12.

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AbstractA widely accepted assumption in both the syntactic and semantic literature is that copulas lack semantic content. A consequent question is how to explain the existence in certain languages of two copular verbs that give rise to different interpretations. Such is the case in numerous languages of the Dene family (formerly known as Athapaskan). We explain this situation with the hypothesis that the copulas realize an underlying three-copula system differing in argument structure. Differences between the interpretations of copular clauses in these languages originate in the compositional
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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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Fuchs, Sebastian, and Yann McCord. "On the lower bound of Spearman’s footrule." Dependence Modeling 7, no. 1 (May 11, 2019): 126–32. http://dx.doi.org/10.1515/demo-2019-0005.

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AbstractÚbeda-Flores showed that the range of multivariate Spearman’s footrule for copulas of dimension d ≥ 2 is contained in the interval [−1/d, 1], that the upper bound is attained exclusively by the upper Fréchet-Hoeffding bound, and that the lower bound is sharp in the case where d = 2. The present paper provides characterizations of the copulas attaining the lower bound of multivariate Spearman’s footrule in terms of the copula measure but also via the copula’s diagonal section.
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Petré,, Peter. "General productivity: How become waxed and wax became a copula." Cognitive Linguistics 23, no. 1 (February 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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Alanazi, Fadhah Amer. "Truncating Regular Vine Copula Based on Mutual Information: An Efficient Parsimonious Model for High-Dimensional Data." Mathematical Problems in Engineering 2021 (October 20, 2021): 1–11. http://dx.doi.org/10.1155/2021/4347957.

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Based on (different) bivariate copulas as simple building blocks to model complex multivariate dependency patterns, vine copulas provide flexible multivariate models. They, however, lose their flexibility with dimensions. Attempts have been existing to reduce the model complexity by searching for a subclass of truncation vine copulas, of which only a limited number of vine trees are estimated. However, they are either time-consuming or model-dependent or require additional computational efforts. Inspired by the relationship between copula’s parameters (and the corresponding Kendall’s tau) and
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Xie, Jiehua, Jun Fang, Jingping Yang, and Lan Bu. "MULTIVARIATE COMPOSITE COPULAS." ASTIN Bulletin 52, no. 1 (November 3, 2021): 145–84. http://dx.doi.org/10.1017/asb.2021.30.

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AbstractIn this paper, we present a method for generating a copula by composing two arbitrary n-dimensional copulas via a vector of bivariate functions, where the resulting copula is named as the multivariate composite copula. A necessary and sufficient condition on the vector guaranteeing the composite function to be a copula is given, and a general approach to construct the vector satisfying this necessary and sufficient condition via bivariate copulas is provided. The multivariate composite copula proposes a new framework for the construction of flexible multivariate copula from existing on
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Aldhufairi, Fadal Abdullah-A., Ranadeera G. M. Samanthi, and Jungsywan H. Sepanski. "New Families of Bivariate Copulas via Unit Lomax Distortion." Risks 8, no. 4 (October 14, 2020): 106. http://dx.doi.org/10.3390/risks8040106.

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This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval. Existing copulas play the role of the base copulas that are distorted into new families of copulas with additional parameters, allowing more flexibility and better fit to data. We present general forms for the new bivariate copula function and its conditional and density distributions. The properties of the new family of the unit-Lomax induced copulas, including the tail beh
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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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Aminullah, Salsabila Zahra, Mila Novita, and Ida Fithriani. "Vine Copula Model: Application to Chemical Elements in Water Samples." Proceedings of The International Conference on Data Science and Official Statistics 2023, no. 1 (December 29, 2023): 572–85. http://dx.doi.org/10.34123/icdsos.v2023i1.346.

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Copula can link the bivariate distribution function with marginal distribution functions without requiring specific information about the interdependence among random variables. There are several types of copulas, such as elliptical copulas, Archimedean copulas, and extreme value copulas. However, in multivariate modeling, each type of copula has limitations in modeling complex dependence structures in terms of symmetry and tail dependence properties. The class of vine copulas overcomes these limitations by constructing multivariate models using bivariate copulas in a tree-like structure. The
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Dissertations / Theses on the topic "Copulas"

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Lauterbach, Dominic [Verfasser]. "Singular Mixture Copulas - A Geometric Method of Constructing Copulas / Dominic Lauterbach." München : Verlag Dr. Hut, 2014. http://d-nb.info/1052375359/34.

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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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Schmitz, Volker. "Copulas and stochastic processes." [S.l.] : [s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=972691669.

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Zeng, Xuexing. "Copulas for image processing." Thesis, University of Strathclyde, 2010. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=14336.

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Mazzoli, Maria. "Copulas in Nigerian Pidgin." Doctoral thesis, Università degli studi di Padova, 2013. http://hdl.handle.net/11577/3422599.

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In this work I describe the copular system of Nigerian Pidgin (NigP), a pidgin/creole language spoken in Nigeria. I restricted the analysis to the modern Western metropolitan variety. I built the present work upon both corpus occurrences and grammaticality judgments and, as I explain in Chapter 2, the spoken corpus of NigP was collected during field research in Lagos in 2007; later, I added to this material a sample of written NigP texts. This combined corpus counts about 100.000 words and is accessible in the CD (Appendix A-CD and B-CD). In 2012 I conducted a prosodic experiment in collaborat
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Harder, Michael [Verfasser]. "Exchangeability of copulas / Michael Harder." Ulm : Universität Ulm, 2016. http://d-nb.info/1106329910/34.

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Kakouris, Iakovos. "Applications of copulas in optimisation." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/33163.

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The methods for modelling uncertainty and assessing the risk of financial markets were placed under scrutiny after the 2008 crisis. To protect against the worst possible scenario, in a problem of asset allocation, robust optimisation is required. Still, within this framework, assumptions about the uncertainty set have to be made. In our work, we expand the possible options for describing uncertainty sets, through the use of copulas. Copulas are a useful tool for describing uncertainty because of the modelling flexibility that they provide. They are able to easily describe asymmetric dependence
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Viola, Márcio Luis Lanfredi 1978. "Teoria de valores extremos e copulas : distribuição valor extremo generalizada e copulas arquimedianas generalizadas trivariadas." [s.n.], 2006. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306675.

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Orientadores: Veronica Andrea Gonzales-Lopez, Laura Leticia Ramos Rifo<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica<br>Made available in DSpace on 2018-08-07T14:24:13Z (GMT). No. of bitstreams: 1 Viola_MarcioLuisLanfredi_M.pdf: 24648946 bytes, checksum: 3e9e740e3961441870b59a758583d5af (MD5) Previous issue date: 2006<br>Resumo: Sob a ótica da Teoria de Cópulas, a modelagem multidimensional pode ser considerada decorrente de dois processos: estimação das funções de distribuição acumulada marginais e modelagem de um
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Krupskii, Pavel. "Structured factor copulas and tail inference." Thesis, University of British Columbia, 2014. http://hdl.handle.net/2429/48390.

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In this dissertation we propose factor copula models where dependence is modeled via one or several common factors. These are general conditional independence models for $d$ observed variables, in terms of $p$ latent variables and the classical multivariate normal model with a correlation matrix having a factor structure is a special case. We also propose and investigate dependence properties of the extended models that we call structured factor copula models. The extended models are suitable for modeling large data sets when variables can be split into non-overlapping groups such that there i
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Schmitz, Volker [Verfasser]. "Copulas and Stochastic Processes / Volker Schmitz." Aachen : Shaker, 2003. http://d-nb.info/1179023064/34.

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Books on the topic "Copulas"

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Górecki, Jan, and Ostap Okhrin. Hierarchical Archimedean Copulas. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-56337-9.

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Nelsen, Roger B. An Introduction to Copulas. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4757-3076-0.

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Nelsen, Roger B. An introduction to copulas. 2nd ed. New York, NY: Springer, 2004.

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Nelsen, Roger B. An introduction to copulas. New York: Springer, 1999.

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Mai, Jan-Frederik, and Matthias Scherer. Financial Engineering with Copulas Explained. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137346315.

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Schröter, Klaus J. Modellierung von Abhängigkeitsstrukturen durch Copulas. Berlin, Heidelberg: Springer Berlin Heidelberg, 2022. http://dx.doi.org/10.1007/978-3-662-65469-9.

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Alexander, Lipton, and Rennie Andrew 1968-, eds. Credit correlation: Life after copulas. New Jersey: World Scientific, 2008.

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Alexander, Lipton, and Rennie Andrew 1968-, eds. Credit correlation: Life after copulas. New Jersey: World Scientific, 2008.

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Úbeda Flores, Manuel, Enrique de Amo Artero, Fabrizio Durante, and Juan Fernández Sánchez, eds. Copulas and Dependence Models with Applications. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-64221-5.

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Czado, Claudia. Analyzing Dependent Data with Vine Copulas. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13785-4.

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Book chapters on the topic "Copulas"

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Okubo, Wataru, and Hiroki Nomoto. "Chapter 9. A null stem analysis of Persian copular verbs." In Advances in Iranian Linguistics II, 231–62. Amsterdam: John Benjamins Publishing Company, 2023. http://dx.doi.org/10.1075/cilt.361.09oku.

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Traditional grammars of Persian recognize two copular series for the affirmative indicative present tense, which we call the independent copulas and dependent copulas. The former has been considered as a full verb whereas the latter has been described as an enclitic. This paper explores the syntactic and phonological properties of the two copular series by looking into cases in which only one form is grammatical. We propose that the dependent copulas are not enclitics but have the same internal structure as the independent copulas, consisting of a null verbal stem and a person inflectional suffix. Through examinations of the syntactic operations of A-bar movement via association with an enclitic focus particle and ellipsis of the complement, as well as stress assignment in copular constructions, we demonstrate that nonparallel grammatical judgments arise from unsuccessful stress assignment, which results from the absence of overt material in the complement. This work contributes a new look at the copular system in Persian and beyond, which has not been extensively investigated in the literature.
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Hofert, Marius, Ivan Kojadinovic, Martin Mächler, and Jun Yan. "Copulas." In Elements of Copula Modeling with R, 9–79. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89635-9_2.

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Brockhaus, Oliver. "Copulas." In Equity Derivatives and Hybrids, 128–43. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_9.

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Trivedi, Pravin K. "Copulas." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_1960-1.

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Sempi, Carlo. "Copulas." In International Encyclopedia of Statistical Science, 302–5. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_190.

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Trivedi, Pravin K. "Copulas." In The New Palgrave Dictionary of Economics, 2290–93. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1960.

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Ruppert, David. "Copulas." In Statistics and Data Analysis for Financial Engineering, 175–200. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-7787-8_8.

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Ruppert, David, and David S. Matteson. "Copulas." In Statistics and Data Analysis for Financial Engineering, 183–215. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2614-5_8.

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Górecki, Jan, and Ostap Okhrin. "Copulas." In Hierarchical Archimedean Copulas, 1–14. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-56337-9_1.

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Czado, Claudia. "Pair-Copula Constructions of Multivariate Copulas." In Copula Theory and Its Applications, 93–109. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12465-5_4.

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Conference papers on the topic "Copulas"

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Le, Cat P., Chris Cannella, Ali Hasan, Yuting Ng, and Vahid Tarokh. "Perceiving Copulas for Multimodal Time Series Forecasting." In 2024 Winter Simulation Conference (WSC), 690–701. IEEE, 2024. https://doi.org/10.1109/wsc63780.2024.10838953.

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Chan, Jackson Tsz Wah, Kwok Tai Chui, Leung Pun Wong, Ryan Wen Liu, Kwan-Keung Ng, and Yan Keung Hui. "Generating Multivariate Exam Scores using Copulas and Socioeconomic Factors." In 2024 International Symposium on Educational Technology (ISET), 75–79. IEEE, 2024. http://dx.doi.org/10.1109/iset61814.2024.00024.

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Van Wijngaarden, Elise, Bart Van der Holst, and Nikolaos G. Paterakis. "Day-Ahead Price Scenario Generation Using Conditioned Multivariate Elliptical Copulas." In 2024 International Conference on Smart Energy Systems and Technologies (SEST), 1–6. IEEE, 2024. http://dx.doi.org/10.1109/sest61601.2024.10694076.

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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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Pougaza, Doriano-Boris, Ali Mohammad-Djafari, Ali Mohammad-Djafari, Jean-François Bercher, and Pierre Bessiére. "Maximum Entropies Copulas." In BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: Proceedings of the 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. AIP, 2011. http://dx.doi.org/10.1063/1.3573634.

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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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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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Shen, Xiaoping, Robert L. Ewing, and Jia Li. "Supervise Learning With Copulas." In NAECON 2019 - IEEE National Aerospace and Electronics Conference. IEEE, 2019. http://dx.doi.org/10.1109/naecon46414.2019.9058051.

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Eickhoff, Carsten, Arjen P. de Vries, and Kevyn Collins-Thompson. "Copulas for information retrieval." In SIGIR '13: The 36th International ACM SIGIR conference on research and development in Information Retrieval. New York, NY, USA: ACM, 2013. http://dx.doi.org/10.1145/2484028.2484066.

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Pap, Endre, and Aniko Szakal. "Binary copulas as aggregation functions." In 2014 IEEE 15th International Symposium on Computational Intelligence and Informatics (CINTI). IEEE, 2014. http://dx.doi.org/10.1109/cinti.2014.7028703.

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Reports on the topic "Copulas"

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Qian, Yi, Anthony Koschmann, and Hui Xie. A Practical Guide to Endogeneity Correction Using Copulas. Cambridge, MA: National Bureau of Economic Research, March 2024. http://dx.doi.org/10.3386/w32231.

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Becerra, Oscar, and Luis Fernando Melo-Velandia. Medidas de riesgo financiero usando copulas: teoría y aplicaciones. Bogotá, Colombia: Banco de la República, February 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, March 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, January 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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Chen, Xiaohong, Zhijie Xiao, and Roger Koenker. Copula-based nonlinear quantile autoregression. Institute for Fiscal Studies, October 2008. http://dx.doi.org/10.1920/wp.cem.2008.2708.

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Bouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.

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COVID-19 has created an unprecedented global health crisis that caused millions of infections and deaths worldwide. Many, however, argue that pre-existing social inequalities have led to inequalities in infection and death rates across social classes, with the most-deprived classes are worst hit. In this paper, we derive semi/non-parametric estimators of Health Concentration Curve (HC) that can quantify inequalities in COVID-19 infections and deaths and help identify the social classes that are most at risk of infection and dying from the virus. We express HC in terms of copula function that w
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Gómez-González, José Eduardo, Juan Sebastian Cubillos-Rocha, and Luis Fernando Melo-Velandia. Detecting exchange rate contagion using copula functions. Bogotá, Colombia: Banco de la República, August 2018. http://dx.doi.org/10.32468/be.1047.

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9

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

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10

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

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