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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) |
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 |
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES JOURNAL ARTICLE published June 2009 in Econometric Theory |
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 |
Compositions of Copulas and Quasi-Copulas BOOK CHAPTER published 2004 in Soft Methodology and Random Information Systems |
Theory of Copula in Hydrology and Hydroclimatology BOOK CHAPTER published 2018 in Statistical Methods in Hydrology and Hydroclimatology |
A copula-based bivariate integer-valued autoregressive process with application JOURNAL ARTICLE published 2019 in Modern Stochastics: Theory and Applications |
Poisson noise and Gaussian noise separation through copula theory JOURNAL ARTICLE published 29 January 2024 in Multimedia Tools and Applications |
Theory of Copula in Hydrology and Hydroclimatology BOOK CHAPTER published 2022 in Statistical Methods in Hydrology and Hydroclimatology |
RANDOMIZATION TESTS OF COPULA SYMMETRY JOURNAL ARTICLE published December 2020 in Econometric Theory |
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) |
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 |
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 |
Dynamic structured copula models JOURNAL ARTICLE published 1 December 2013 in Statistics & Risk Modeling |
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) |
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 |
TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS JOURNAL ARTICLE published October 2014 in Econometric Theory |
A note on bivariate Archimax copulas JOURNAL ARTICLE published 1 October 2018 in Dependence Modeling |
Introduction BOOK CHAPTER published 2010 in Springer Series in Statistics |