A compendium of copulas

S Nadarajah, E Afuecheta, S Chan - Statistica, 2017 - rivista-statistica.unibo.it
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 …

[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 …

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 …

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 …

Estimation of a common mean vector in bivariate meta-analysis under the FGM copula

JH Shih, Y Konno, YT Chang, T Emura - Statistics, 2019 - Taylor & Francis
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 …

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 …

Patent keyword analysis using time series and copula models

JM Kim, J Yoon, SY Hwang, S Jun - Applied Sciences, 2019 - mdpi.com
Featured Application This work can be applied to the research and development planning or
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 …

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 …

[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 …