Analysis of paediatric visual acuity using Bayesian copula models with sinh-arcsinh marginal densities.
Sign Up to like & getrecommendations! Published in 2019 at "Statistics in medicine"
DOI: 10.1002/sim.8176
Abstract: We analyse paediatric ophthalmic data from a large sample of children aged between 3 and 8 years. We use a Bayesian additive conditional bivariate copula regression model with sinh-arcsinh marginal densities with location, scale, and… read more here.
Keywords: arcsinh marginal; marginal densities; sinh arcsinh; visual acuity ... See more keywords
Fuzzy empirical copula for estimating data dependence structure
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Fuzzy Systems"
DOI: 10.1007/978-3-662-53692-6_6
Abstract: Empirical copula is a non-parametric algorithm to estimate the dependence structure of high-dimensional arbitrarily distributed data. The computation of empirical copula is, however, very costly so that it cannot be implemented into applications at a… read more here.
Keywords: empirical copula; copula; fuzzy empirical; dependence structure ... See more keywords
A comprehensive extension of the FGM copula
Sign Up to like & getrecommendations! Published in 2017 at "Statistical Papers"
DOI: 10.1007/s00362-015-0703-1
Abstract: We consider one-parametric families of copulas for which the complement function for independence satisfies an anti-symmetric property. The Spearman rank correlation and Kendall’s tau of an anti-symmetric family of copulas are necessarily odd functions of… read more here.
Keywords: anti symmetric; copula; extension fgm; fgm copula ... See more keywords
Vine copula models for predicting water flow discharge at King George Island, Antarctica
Sign Up to like & getrecommendations! Published in 2018 at "Stochastic Environmental Research and Risk Assessment"
DOI: 10.1007/s00477-018-1599-9
Abstract: In order to understand the behavior of the glaciers, their mass balance should be studied. The loss of water produced by melting, known as glacier discharge, is one of the components of this mass balance.… read more here.
Keywords: glacier discharge; vine copula; king george; discharge ... See more keywords
Extraction dependence structure of distorted copulas via a measure of dependence
Sign Up to like & getrecommendations! Published in 2017 at "Annals of Operations Research"
DOI: 10.1007/s10479-017-2487-2
Abstract: Copulas are one of the most powerful tools in modeling dependence structure of multivariate variables. In Tran et al. (Integrated uncertainty in knowledge modelling and decision making. Springer, Berlin, pp 126–137, 2015), we have constructed… read more here.
Keywords: dependence; measure; structure distorted; dependence structure ... See more keywords
A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns
Sign Up to like & getrecommendations! Published in 2020 at "Computational Economics"
DOI: 10.1007/s10614-020-09981-5
Abstract: This paper develops a new time-varying mixture copula, in which the dynamic weights of four distinct copulas are determined by a two-stratum process, to investigate the magnitude of tail dependence in four independent quadrants. In… read more here.
Keywords: tail dependence; copula; dependence; mixture copula ... See more keywords
Spatial Pair-Copula Model of Grade for an Anisotropic Gold Deposit
Sign Up to like & getrecommendations! Published in 2018 at "Mathematical Geosciences"
DOI: 10.1007/s11004-018-9757-7
Abstract: Copulas provide a convenient way to express multivariate distribution. In this study, pair-copula modelling is applied to a gold deposit in Western Ghana. The dataset for the gold deposit has 1500 surface soil samples on… read more here.
Keywords: pair; gold deposit; spatial pair; copula ... See more keywords
Generating Synthetic Rainfall Total Using Multivariate Skew-t and Checkerboard Copula of Maximum Entropy
Sign Up to like & getrecommendations! Published in 2017 at "Water Resources Management"
DOI: 10.1007/s11269-017-1597-6
Abstract: This study aims to test the appropriateness of multivariate skew-t copula and checkerboard copula of maximum entropy in generating monthly rainfall total data. The generation of synthetic data is important, as it provides hypothetical data… read more here.
Keywords: multivariate skew; copula; maximum entropy; rainfall total ... See more keywords
Archimedean copula-based bivariate flood-frequency analysis on Sukkur, Pakistan
Sign Up to like & getrecommendations! Published in 2020 at "Arabian Journal of Geosciences"
DOI: 10.1007/s12517-020-5223-1
Abstract: Floods are disastrous events in nature. In order to minimize the loss caused by these inevitable events, there is a need to estimate the risk of their occurrences. Several attempts have been made to study… read more here.
Keywords: archimedean copula; analysis; flood frequency; copula ... See more keywords
A Copula Nonlinear Granger Causality
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DOI: 10.1016/j.econmod.2019.09.052
Abstract: Abstract We propose a new copula nonlinear Granger causality test that is more robust than the current available linear and nonlinear Granger causality tests when there exists an asymmetric and nonlinear directional dependence. To perform… read more here.
Keywords: nonlinear granger; granger causality; copula nonlinear; causality ... See more keywords
Modeling energy prices under energy transition: A novel stochastic-copula approach
Sign Up to like & getrecommendations! Published in 2021 at "Economic Modelling"
DOI: 10.1016/j.econmod.2021.105671
Abstract: Abstract Energy producers are challenged to contribute to a lower carbon economy and to enhance the decarbonization of this sector two sources highlight: electricity (mainly from renewables) and natural gas. To overcome the gap in… read more here.
Keywords: copula approach; energy; energy transition; electricity ... See more keywords