This chapter reviews multivariate modeling using copulas with illustrative applications in
engineering such as multivariate process control and degradation analysis. A copula …

Meta-elliptical copulas are often proposed to model dependence between the components
of a random vector. They are specified by a correlation matrix and a map g, called density …

The present paper addresses computational and numerical challenges when working with t
copulas and their more complicated extensions, the grouped t and skew t copulas. We …

Many extensions of the multivariate normal distribution to heavy-tailed distributions are
proposed in the literature, which includes scale Gaussian mixture distribution, elliptical …

Abstract gave conditions under which the empirical copula process associated with a
random sample from a bivariate continuous distribution has a smaller asymptotic covariance …

In this paper, we make use of meta-elliptical copula functions to build a new multivariate
distribution with fixed marginal distributions and dependence structure to analyze bounded …

Les organtsmes vivants, tissus et cellules sont en permanence exposés aux variations des
paramètres de leur environnement tels que la température, le pH, la pression en oxygène, la …

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