Maximum Likelihood Estimation Methods for Copula Models
Sign Up to like & getrecommendations! Published in 2021 at "Computational Economics"
DOI: 10.1007/s10614-021-10139-0
Abstract: For Copula models, the likelihood function could be multi-modal, and some traditional optimization algorithms such as simulated annealing (SA) may get stuck in the local mode and introduce bias in parameter estimation. To address this… read more here.
Keywords: likelihood estimation; estimation; estimation methods; maximum likelihood ... See more keywords
Vine copula models with GLM and sparsity
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2015.1122061
Abstract: ABSTRACT Vine copula provides a flexible tool to capture asymmetry in modeling multivariate distributions. Nevertheless, its flexibility is achieved at the expense of exponentially increasing complexity of the model. To alleviate this issue, the simplifying… read more here.
Keywords: models glm; glm sparsity; vine copula; copula models ... See more keywords
Segmentation of multicorrelated images with copula models and conditionally random fields
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Medical Imaging"
DOI: 10.1117/1.jmi.9.1.014001
Abstract: Abstract. Purpose: Multisource images are interesting in medical imaging. Indeed, multisource images enable the use of complementary information of different sources such as for T1 and T2 modalities in MRI imaging. However, such multisource data… read more here.
Keywords: random fields; multisource; method; multicorrelated images ... See more keywords
Recent Developments in Copula Models
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DOI: 10.3390/econometrics5030034
Abstract: Copula models have become very popular and well studied among the scientific community.[...] read more here.
Keywords: developments copula; recent developments; copula models;