Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Lolwa Alshagrawi, Mohamed Kayid	Copulas Arisen from Degradation-Based Time-to-Failure Models.	Symmetry	2022	DBLP DOI BibTeX RDF
16	Petras Rupsys, Edmundas Petrauskas	On the Construction of Growth Models via Symmetric Copulas and Stochastic Differential Equations.	Symmetry	2022	DBLP DOI BibTeX RDF
16	Ranjan R. Chakravarty, Sudhanshu Pani	Investigating Intertrade Durations using Copulas: An Experiment with NASDAQ Data.	Algorithmic Finance	2022	DBLP DOI BibTeX RDF
16	Xudan Chen, Xinli Sun	Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas.	Commun. Stat. Simul. Comput.	2022	DBLP DOI BibTeX RDF
16	Sirasak Sasiwannapong, Saowanit Sukparungsee, Piyapatr Busababodhin, Yupaporn Areepong	The efficiency of constructed bivariate copulas for MEWMA and Hotelling's T2 control charts.	Commun. Stat. Simul. Comput.	2022	DBLP DOI BibTeX RDF
16	Levent Bekdemir, Cüneyt F. Bazlamaçci	Hybrid probabilistic timing analysis with Extreme Value Theory and Copulas.	Microprocess. Microsystems	2022	DBLP DOI BibTeX RDF
16	Steffen Grønneberg, Njål Foldnes, Katerina M. Marcoulides	covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas.	J. Stat. Softw.	2022	DBLP DOI BibTeX RDF
16	Fatih Yavuz Ilgin	Double Threshold Energy Based Spectrum Sensing with Copulas.	Wirel. Pers. Commun.	2022	DBLP DOI BibTeX RDF
16	Yuting Ng, Ali Hasan, Vahid Tarokh	Inference and Sampling for Archimax Copulas.	CoRR	2022	DBLP DOI BibTeX RDF
16	Alexandre Drouin, Étienne Marcotte, Nicolas Chapados	TACTiS: Transformer-Attentional Copulas for Time Series.	CoRR	2022	DBLP BibTeX RDF
16	Régis Houssou, Mihai-Cezar Augustin, Efstratios Rappos, Vivien Bonvin, Stephan Robert-Nicoud	Generation and Simulation of Synthetic Datasets with Copulas.	CoRR	2022	DBLP DOI BibTeX RDF
16	Martin Haugh, Raghav Singal	Counterfactual Analysis in Dynamic Models: Copulas and Bounds.	CoRR	2022	DBLP DOI BibTeX RDF
16	Maximilian Kertel, Markus Pauly	Estimating Gaussian Copulas with Missing Data.	CoRR	2022	DBLP BibTeX RDF
16	Magda Amiridi, Nicholas D. Sidiropoulos	Learning Multivariate CDFs and Copulas using Tensor Factorization.	CoRR	2022	DBLP DOI BibTeX RDF
16	Carles M. Cuadras, Michael Greenacre	A short history of statistical association: From correlation to correspondence analysis to copulas.	J. Multivar. Anal.	2022	DBLP DOI BibTeX RDF
16	Jiehua Xie, Jingping Yang, Wenhao Zhu, Wei Zou	A generalization of Archimedean and Marshall-Olkin copulas family.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Gleb Beliakov, Enrique de Amo, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Correction: "Best-possible bounds on the set of copulas with a given value of Spearman's footrule" [Fuzzy Sets Syst. 428 (2022) 138-152].	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores	On the measure induced by copulas that are invariant under univariate truncation.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Peerapong Panyasakulwong, Tippawan Santiwipanont, Songkiat Sumetkijakan, Noppawit Yanpaisan	Countably piecewise monotonic surjection implicit dependence copulas.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Extreme semilinear copulas.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Gleb Beliakov, Enrique de Amo, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Best-possible bounds on the set of copulas with a given value of Spearman's footrule.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	David Dolzan, Damjana Kokol Bukovsek, Matjaz Omladic, Damjan Skulj	Some multivariate imprecise shock model copulas.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Erich-Peter Klement, Susanne Saminger-Platz, Carlo Sempi	Ordinal sums: From triangular norms to bi- and multivariate copulas.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Radko Mesiar, Abd Al Karim Haj Ismail	A generalization of quasi-homogenous copulas.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Matjaz Omladic, Nik Stopar	Dedekind-MacNeille completion of multivariate copulas via ALGEN method.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez	Several algorithms for constructing copulas via ⁎-product decompositions.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
16	Maximilian Kertel, Markus Pauly	Estimating Gaussian Copulas with Missing Data with and without Expert Knowledge.	Entropy	2022	DBLP DOI BibTeX RDF
16	Tomaz Kosir, Matjaz Omladic	Singular components of shock model copulas.	J. Comput. Appl. Math.	2022	DBLP DOI BibTeX RDF
16	Huang Ai Hua, Yi Wen De	Modeling the Dependence of Time Series Vector Using Copulas.	ICBICC	2022	DBLP DOI BibTeX RDF
16	Yuting Ng, Ali Hasan, Vahid Tarokh	Inference and Sampling for Archimax Copulas.	NeurIPS	2022	DBLP BibTeX RDF
16	Chon Van Le, Olga Kosheleva, Vladik Kreinovich	Why Gaussian Copulas Are Ubiquitous in Economics: Fuzzy-Related Explanation.	NAFIPS	2022	DBLP DOI BibTeX RDF
16	Alexandre Drouin, Étienne Marcotte, Nicolas Chapados	TACTiS: Transformer-Attentional Copulas for Time Series.	ICML	2022	DBLP BibTeX RDF
16	Tobias Gebhard, Eva Brucherseifer, Florian Steinke	Monitoring Electricity Demand Synchronization Using Copulas.	ISGT-Europe	2022	DBLP DOI BibTeX RDF
16	Nguyen Dinh Phu, Nguyen Nhut Hung, Ali Ahmadian, Soheil Salahshour, Norazak Senu	Geometric picture fuzzy numbers and three-dimensional copulas with the non-linear programming approach.	J. Intell. Fuzzy Syst.	2021	DBLP DOI BibTeX RDF
16	Till Massing	Clustering Using Student t Mixture Copulas.	SN Comput. Sci.	2021	DBLP DOI BibTeX RDF
16	Simona Franzoni, Cristian Pelizzari	Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas.	Ann. Oper. Res.	2021	DBLP DOI BibTeX RDF
16	Lasse Petersen, Niels Richard Hansen	Testing Conditional Independence via Quantile Regression Based Partial Copulas.	J. Mach. Learn. Res.	2021	DBLP BibTeX RDF
16	Christoph Werner	Assessing and Modelling Tail Dependencies Between Service Times in Discrete Event Simulation With Minimum Information Copulas for a Better Understanding of Maximum Time in System Risk.	Frontiers Appl. Math. Stat.	2021	DBLP DOI BibTeX RDF
16	Mohsen Soltani, Julian Koch, Simon Stisen	Using a Groundwater Adjusted Water Balance Approach and Copulas to Evaluate Spatial Patterns and Dependence Structures in Remote Sensing Derived Evapotranspiration Products.	Remote. Sens.	2021	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Hans E. De Meyer, Abd Al Karim Haj Ismail, Bernard De Baets	Curved splicing of copulas.	Inf. Sci.	2021	DBLP DOI BibTeX RDF
16	Sébastien Gambs, Frédéric Ladouceur, Antoine Laurent, Alexandre Roy-Gaumond	Growing synthetic data through differentially-private vine copulas.	Proc. Priv. Enhancing Technol.	2021	DBLP DOI BibTeX RDF
16	Jan Górecki, Marius Hofert, Ostap Okhrin	Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation.	Comput. Stat. Data Anal.	2021	DBLP DOI BibTeX RDF
16	Ihsan Chaoubi, Hélène Cossette, Etienne Marceau, Christian Y. Robert	Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs.	Comput. Stat. Data Anal.	2021	DBLP DOI BibTeX RDF
16	Saowanit Sukparungsee, Sirasak Sasiwannapong, Piyapatr Busababodhin, Yupaporn Areepong	The effects of constructed bivariate copulas on multivariate control charts effectiveness.	Qual. Reliab. Eng. Int.	2021	DBLP DOI BibTeX RDF
16	Edgar Mauricio Salazar Duque, Pedro P. Vergara, Phuong H. Nguyen, Anne van der Molen, Johannes G. Slootweg	Conditional Multivariate Elliptical Copulas to Model Residential Load Profiles From Smart Meter Data.	IEEE Trans. Smart Grid	2021	DBLP DOI BibTeX RDF
16	José M. González-Barrios, Ricardo Hoyos-Argüelles	Estimating checkerboard approximations with sample d-copulas.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
16	Wenjun Jiang, Han-Ping Hong, Jiandong Ren	Estimation of model parameters of dependent processes constructed using Lévy Copulas.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
16	Abba Mallam Hassane, Diakarya Barro, Wendkouni Yaméogo, Saley Bisso	Pricing Multivariate European Equity Option Using Gaussians Mixture Distributions and EVT-Based Copulas.	Int. J. Math. Math. Sci.	2021	DBLP DOI BibTeX RDF
16	Wendkouni Yaméogo, Diakarya Barro	Modeling the Dependence of Losses of a Financial Portfolio Using Nested Archimedean Copulas.	Int. J. Math. Math. Sci.	2021	DBLP DOI BibTeX RDF
16	Miriam Jaser, Aleksey Min	On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity.	Comput. Stat.	2021	DBLP DOI BibTeX RDF
16	Walter Schneider	Statistical gate-delay modeling with copulas.	Microelectron. J.	2021	DBLP DOI BibTeX RDF
16	Tim Janke, Mohamed Ghanmi, Florian Steinke	Implicit Generative Copulas.	CoRR	2021	DBLP BibTeX RDF
16	Ali Hasan, Khalil Elkhalil, João M. Pereira 0002, Sina Farsiu, Jose H. Blanchet, Vahid Tarokh	Deep Extreme Value Copulas for Estimation and Sampling.	CoRR	2021	DBLP BibTeX RDF
16	Yuting Ng, Ali Hasan, Khalil Elkhalil, Vahid Tarokh	Generative Archimedean Copulas.	CoRR	2021	DBLP BibTeX RDF
16	Kjersti Aas, Thomas Nagler, Martin Jullum, Anders Løland	Explaining predictive models using Shapley values and non-parametric vine copulas.	CoRR	2021	DBLP BibTeX RDF
16	Hongwei Wang 0004, Lantao Yu, Zhangjie Cao, Stefano Ermon	Multi-Agent Imitation Learning with Copulas.	CoRR	2021	DBLP BibTeX RDF
16	Emma S. Simpson, Jennifer L. Wadsworth, Jonathan A. Tawn	A geometric investigation into the tail dependence of vine copulas.	J. Multivar. Anal.	2021	DBLP DOI BibTeX RDF
16	Benjamin W. Langworthy, Rebecca L. Stephens, John H. Gilmore, Jason P. Fine	Canonical correlation analysis for elliptical copulas.	J. Multivar. Anal.	2021	DBLP DOI BibTeX RDF
16	Alan Riva-Palacio, Fabrizio Leisen	Compound vectors of subordinators and their associated positive Lévy copulas.	J. Multivar. Anal.	2021	DBLP DOI BibTeX RDF
16	Christian Genest, Piotr Jaworski	On the class of bivariate Archimax copulas under constraints.	Fuzzy Sets Syst.	2021	DBLP DOI BibTeX RDF
16	Matjaz Omladic, Nik Stopar	On a new partial order on bivariate distributions and on constrained bounds of their copulas.	Fuzzy Sets Syst.	2021	DBLP DOI BibTeX RDF
16	Ayyub Sheikhi, Vahid Amirzadeh, Radko Mesiar	A comprehensive family of copulas to model bivariate random noise and perturbation.	Fuzzy Sets Syst.	2021	DBLP DOI BibTeX RDF
16	Susanne Saminger-Platz, Anna Kolesárová, Adam Seliga, Radko Mesiar, Erich-Peter Klement	The impact on the properties of the EFGM copulas when extending this family.	Fuzzy Sets Syst.	2021	DBLP DOI BibTeX RDF
16	Naif Alotaibi	A New Lifetime Distribution: Properties, Copulas, Applications, and Different Classical Estimation Methods.	Complex.	2021	DBLP DOI BibTeX RDF
16	Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic	Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta.	J. Comput. Appl. Math.	2021	DBLP DOI BibTeX RDF
16	Hongwei Wang 0004, Lantao Yu, Zhangjie Cao, Stefano Ermon	Multi-agent Imitation Learning with Copulas.	ECML/PKDD (1)	2021	DBLP DOI BibTeX RDF
16	Yuting Ng, Ali Hasan, Khalil Elkhalil, Vahid Tarokh	Generative Archimedean copulas.	UAI	2021	DBLP BibTeX RDF
16	Ander Gray, Dominik Hose, Marco de Angelis 0002, Michael Hanss, Scott Ferson	Dependent Possibilistic Arithmetic using Copulas.	ISIPTA	2021	DBLP BibTeX RDF
16	Siva Rajesh Kasa, Vaibhav Rajan	Dependency Modeling with Copulas in Multi-Armed Bandits.	ICIS	2021	DBLP BibTeX RDF
16	Tim Janke, Mohamed Ghanmi, Florian Steinke	Implicit Generative Copulas.	NeurIPS	2021	DBLP BibTeX RDF
16	Stefan Lotz, Alta de Waal, Colette le Roux	Estimation of copulas between solar wind parameters and a geomagnetic index during intense geomagnetic storms.	FUSION	2021	DBLP BibTeX RDF
16	Henrik Sloot, Matthias Scherer	A probabilistic view on semilinear copulas.	Inf. Sci.	2020	DBLP DOI BibTeX RDF
16	Hoang Nguyen 0004, María Concepción Ausín, Pedro Galeano	Variational inference for high dimensional structured factor copulas.	Comput. Stat. Data Anal.	2020	DBLP DOI BibTeX RDF
16	Matjaz Omladic, Damjan Skulj	Constructing copulas from shock models with imprecise distributions.	Int. J. Approx. Reason.	2020	DBLP DOI BibTeX RDF
16	Radko Mesiar, Anna Kolesárová	Copulas and fuzzy implications.	Int. J. Approx. Reason.	2020	DBLP DOI BibTeX RDF
16	Siva Rajesh Kasa, Sakyajit Bhattacharya, Vaibhav Rajan	Gaussian mixture copulas for high-dimensional clustering and dependency-based subtyping.	Bioinform.	2020	DBLP DOI BibTeX RDF
16	Chun Kai Ling, Fei Fang 0001, J. Zico Kolter	Deep Archimedean Copulas.	CoRR	2020	DBLP BibTeX RDF
16	Mike G. Tsionas, Athanasios Andrikopoulos	On a High-Dimensional Model Representation method based on Copulas.	Eur. J. Oper. Res.	2020	DBLP DOI BibTeX RDF
16	Jan-Frederik Mai, Matthias Scherer	On the structure of exchangeable extreme-value copulas.	J. Multivar. Anal.	2020	DBLP DOI BibTeX RDF
16	Lubomíra Horanská, Peter Sarkoci	A note on the copulas invariant with respect to (a, b)-transformation.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Noppadon Kamnitui, Wolfgang Trutschnig	On some properties of reflected maxmin copulas.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic	Asymmetric linkages: Maxmin vs. reflected maxmin copulas.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	A note on an idempotent transformation of absolutely continuous Archimedean copulas.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Tomaz Kosir, Matjaz Omladic	Reflected maxmin copulas and modeling quadrant subindependence.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	J. J. Arias-García, Radko Mesiar, Bernard De Baets	A hitchhiker's guide to quasi-copulas.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Enrique de Amo, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Zero-sets of copulas.	Fuzzy Sets Syst.	2020	DBLP DOI BibTeX RDF
16	Jae Youn Ahn, Sebastian Fuchs	On Minimal Copulas under the Concordance Order.	J. Optim. Theory Appl.	2020	DBLP DOI BibTeX RDF
16	Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic	Erratum to "Non-exchangeability of copulas arising from shock models" [J. Comput. Appl. Math. 358 >(2019) 61-83].	J. Comput. Appl. Math.	2020	DBLP DOI BibTeX RDF
16	Manoj Bahuguna, Ravindra Khattree	A generic all-purpose transformation for multivariate modeling through copulas.	Int. J. Data Sci. Anal.	2020	DBLP DOI BibTeX RDF
16	Chun Kai Ling, Fei Fang 0001, J. Zico Kolter	Deep Archimedean Copulas.	NeurIPS	2020	DBLP BibTeX RDF
16	Adam Samara, Felix Rempe, Simone Göttlich	Modelling arterial travel time distribution using copulas.	ITSC	2020	DBLP DOI BibTeX RDF
16	Andrea Dömötör, Zijian Gyozo Yang, Attila Novák	Much Ado About Nothing - Identification of Zero Copulas in Hungarian Using an NMT Model.	LREC	2020	DBLP BibTeX RDF
16	Elisabetta Allevi, L. Boffino, Maria Elena De Giuli, Giorgia Oggioni	Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems.	Ann. Oper. Res.	2019	DBLP DOI BibTeX RDF
16	Radko Mesiar, Ayyub Sheikhi, Magda Komorníková	Random noise and perturbation of copulas.	Kybernetika	2019	DBLP DOI BibTeX RDF
16	Dominik Müller, Claudia Czado	Selection of sparse vine copulas in high dimensions with the Lasso.	Stat. Comput.	2019	DBLP DOI BibTeX RDF
16	David Gunawan, Minh-Ngoc Tran, Kosuke Suzuki, Josef Dick, Robert Kohn	Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins.	Stat. Comput.	2019	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	Zero-linear copulas.	Inf. Sci.	2019	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Extreme biconic copulas: Characterization, properties and extensions to aggregation functions.	Inf. Sci.	2019	DBLP DOI BibTeX RDF
16	Piotr Helbin, Michal Baczynski 0001, Przemyslaw Grzegorzewski, Wanda Niemyska	Some properties of fuzzy implications based on copulas.	Inf. Sci.	2019	DBLP DOI BibTeX RDF
16	Dominik Müller, Claudia Czado	Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso.	Comput. Stat. Data Anal.	2019	DBLP DOI BibTeX RDF