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On Some Mixing Properties of Copula-Based Markov Chains

JOURNAL ARTICLE published 24 June 2022 in Journal of Statistical Theory and Applications

Research funded by College of Liberal Arts, University of Mississippi (Sabbatical)

Authors: Martial Longla | Hamadou Mous-Abou | Isidore Seraphin Ngongo

Copula Eigenfaces - Semiparametric Principal Component Analysis for Facial Appearance Modeling

PROCEEDINGS ARTICLE published 2016 in Proceedings of the 11th Joint Conference on Computer Vision, Imaging and Computer Graphics Theory and Applications

Authors: Bernhard Egger | Dinu Kaufmann | Sandro Schönborn | Volker Roth | Thomas Vetter

COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: Rustam Ibragimov

Chapter 4 Copula Theory Applied to Hedge Funds Dependence Structure Determination

BOOK CHAPTER published 31 December 2010 in International Symposia in Economic Theory and Econometrics

Authors: Rania Hentati | Jean-Luc Prigent

Compositions of Copulas and Quasi-Copulas

BOOK CHAPTER published 2004 in Soft Methodology and Random Information Systems

Authors: Fabrizio Durante | Carlo Sempi

Theory of Copula in Hydrology and Hydroclimatology

BOOK CHAPTER published 2018 in Statistical Methods in Hydrology and Hydroclimatology

Authors: Rajib Maity

A copula-based bivariate integer-valued autoregressive process with application

JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications

Authors: Andrius Buteikis | Remigijus Leipus

Poisson noise and Gaussian noise separation through copula theory

JOURNAL ARTICLE published 29 January 2024 in Multimedia Tools and Applications

Authors: Abdelghani Ghazdali | Aissam Hadri | Amine Laghrib | Mourad Nachaoui

Theory of Copula in Hydrology and Hydroclimatology

BOOK CHAPTER published 2022 in Statistical Methods in Hydrology and Hydroclimatology

Authors: Rajib Maity

RANDOMIZATION TESTS OF COPULA SYMMETRY

JOURNAL ARTICLE published December 2020 in Econometric Theory

Authors: Brendan K. Beare | Juwon Seo

Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula

JOURNAL ARTICLE published January 2018 in Physica A: Statistical Mechanics and its Applications

Research funded by National Natural Science Foundation of China (71371157,71671145) | humanities and social science fund of ministry of education (15YJA790031,16YJA790062,17YJA790015,17XJA790002) | young scholar fund of science & technology department of Sichuan province (2015JQO010) | National Training Programs of Innovation and Entrepreneurship for Undergraduates (201610616035)

Authors: Wenhua Yu | Kun Yang | Yu Wei | Likun Lei

The application Copula-GARCH-EVT models in analyzing financial markets tail dependence of China

PROCEEDINGS ARTICLE published June 2010 in 2010 International Conference on Financial Theory and Engineering

Authors: Kang Meng-meng | Zhao Jia-zhang

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

JOURNAL ARTICLE published December 2010 in The Journal of Risk

Authors: Jan Viebig | Thorsten Poddig

Dynamic structured copula models

JOURNAL ARTICLE published 1 December 2013 in Statistics & Risk Modeling

Authors: Wolfgang Karl Härdle | Ostap Okhrin | Yarema Okhrin

Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components

JOURNAL ARTICLE published June 2017 in Journal of Multivariate Analysis

Research funded by Ministerio de Economía y Competitividad (MTM2012–34023–FEDER)

Authors: Jorge Navarro | Fabrizio Durante

Appendix B: Elements of Stochastic Processes Theory

OTHER published 28 November 2011 in Dynamic Copula Methods in Finance

Bernstein copula characteristic function

JOURNAL ARTICLE published 18 August 2023 in Communications in Statistics - Theory and Methods

Authors: Tarik Bahraoui

TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS

JOURNAL ARTICLE published October 2014 in Econometric Theory

Authors: Brendan K. Beare | Juwon Seo

A note on bivariate Archimax copulas

JOURNAL ARTICLE published 1 October 2018 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

Introduction

BOOK CHAPTER published 2010 in Springer Series in Statistics

Authors: Albert W. Marshall | Ingram Olkin | Barry C. Arnold