A compendium of copulas
Copulas are used to specify dependence between two or more random variables. The last
few years have seen a surge of developments of parametric models for copulas. Here, we …
few years have seen a surge of developments of parametric models for copulas. Here, we …
[HTML][HTML] Genomic clustering within functionally related gene families in Ascomycota fungi
D Hagee, AA Hardan, J Botero, JT Arnone - Computational and Structural …, 2020 - Elsevier
Multiple mechanisms collaborate for proper regulation of gene expression. One layer of this
regulation is through the clustering of functionally related genes at discrete loci throughout …
regulation is through the clustering of functionally related genes at discrete loci throughout …
Multivariate non-stationary hydrological frequency analysis
F Chebana, TBMJ Ouarda - Journal of Hydrology, 2021 - Elsevier
To study hydrological events, such as floods and droughts, frequency analysis (FA)
techniques are commonly employed. FA relies on some assumptions, especially, the …
techniques are commonly employed. FA relies on some assumptions, especially, the …
Analysis of directional dependence using asymmetric copula-based regression models
D Kim, JM Kim - Journal of Statistical Computation and Simulation, 2014 - Taylor & Francis
The directional dependence between variables using asymmetric copula regression has
drawn much attention in recent years. There are, however, some critical issues which have …
drawn much attention in recent years. There are, however, some critical issues which have …
Estimation of a common mean vector in bivariate meta-analysis under the FGM copula
We propose a bivariate Farlie–Gumbel–Morgenstern (FGM) copula model for bivariate meta-
analysis, and develop a maximum likelihood estimator for the common mean vector. With …
analysis, and develop a maximum likelihood estimator for the common mean vector. With …
Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals
JM Kim, SY Hwang - Communications in Statistics-Simulation and …, 2017 - Taylor & Francis
This article proposes a new directional dependence by using the Gaussian copula beta
regression model. In particular, we consider an asymmetric Generalized AutoRegressive …
regression model. In particular, we consider an asymmetric Generalized AutoRegressive …
Patent keyword analysis using time series and copula models
Featured Application This work can be applied to the research and development planning or
sustainable technology management. Abstract The technological keywords extracted from …
sustainable technology management. Abstract The technological keywords extracted from …
[PDF][PDF] The COM-Poisson cure rate model for survival data-computational aspects
Z He, T Emura - J Chin Stat Assoc, 2019 - academia.edu
ABSTRACT The Conway-Maxwell-Poisson (COM-Poisson) distribution is useful to account
for a cure proportion in survival data. With this model, two computational approaches for …
for a cure proportion in survival data. With this model, two computational approaches for …
Modeling asymmetrically dependent automobile bodily injury claim data using Khoudraji Copulas
EK Kara, SA Kemaloğlu - Sigma Journal of Engineering and Natural …, 2024 - dergipark.org.tr
Linear-dependent variables are typically modeled through the Spearman correlation, a
classical statistical technique. In reality, the dependence between the data cannot always be …
classical statistical technique. In reality, the dependence between the data cannot always be …
[PDF][PDF] Modeling dependence relationships of anthropometric variables using copula approach
FWO Saporu, IE Gongsin - American Journal of Theoretical and …, 2020 - researchgate.net
Copula model is introduced in modeling the co-dependence structures of anthropometric
variables-Body mass index (BMI), Abdominal circumference, Adiposity and Percent body fat …
variables-Body mass index (BMI), Abdominal circumference, Adiposity and Percent body fat …