Search results for "Copula"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Aviral Kumar Tiwari, Sangram Keshari Jena, Satish Kumar, Erik Hille	Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
14	Ying-Kui Gu, Chao-Jun Fan, Ling-Qiang Liang, Jun Zhang	Reliability calculation method based on the Copula function for mechanical systems with dependent failure.	Ann. Oper. Res.	2022	DBLP DOI BibTeX RDF
14	Haile Mekonnen Fenta, Demeke Lakew Workie, Dereje Tesfaye Zikie	Joint modeling of rainfall and temperature in Bahir Dar, Ethiopia: Application of copula.	Frontiers Appl. Math. Stat.	2022	DBLP DOI BibTeX RDF
14	Xia Li, Bing Hou	Correlation analysis of financial assets based on asymmetric copula.	Frontiers Appl. Math. Stat.	2022	DBLP DOI BibTeX RDF
14	Cristiano Tamborrino, Roberto Interdonato, Maguelonne Teisseire	Sentinel-2 Satellite Image Time-Series Land Cover Classification with Bernstein Copula Approach.	Remote. Sens.	2022	DBLP DOI BibTeX RDF
14	John Hughes 0002	Sklar's Omega: A Gaussian copula-based framework for assessing agreement.	Stat. Comput.	2022	DBLP DOI BibTeX RDF
14	Jindrich Duník, Ondrej Straka, Jakub Matousek, Erik Blasch	Copula-based convolution for fast point-mass prediction.	Signal Process.	2022	DBLP DOI BibTeX RDF
14	Lihua Ni, Di Zhang, Ziqiang Wang, Jing Liang 0002, Jie Zhuang, Qun Wan	Fast copula-based fusion of correlated decisions for distributed radar detection.	Signal Process.	2022	DBLP DOI BibTeX RDF
14	Arian Morteza, Maryam Amirmazlaghani	A Novel Gaussian-Copula modeling for image despeckling in the shearlet domain.	Signal Process.	2022	DBLP DOI BibTeX RDF
14	Tamara Skoric, Dejan Pantelic, Brana Jelenkovic, Dragana Bajic	Noise reduction in two-photon laser scanned microscopic images by singular value decomposition with copula threshold.	Signal Process.	2022	DBLP DOI BibTeX RDF
14	Eisa Mahmoudi, Rahmat Sadat Meshkat, Hamzeh Torabi	Copula-Based Reliability for Weighted-$k$-Out-of-$n$ Systems Having Randomly Chosen Components of $m$ Different Types.	IEEE Trans. Reliab.	2022	DBLP DOI BibTeX RDF
14	Teng Wang, Xinyu Yang, Xuebin Ren, Wei Yu 0002, Shusen Yang	Locally Private High-Dimensional Crowdsourced Data Release Based on Copula Functions.	IEEE Trans. Serv. Comput.	2022	DBLP DOI BibTeX RDF
14	Afief D. Pambudi, Fauzia Ahmad, Abdelhak M. Zoubir	Robust Copula-Based Detection of Shallow-Buried Landmines With Forward-Looking Radar.	IEEE Trans. Aerosp. Electron. Syst.	2022	DBLP DOI BibTeX RDF
14	Shenyi Pan, Harry Joe	Predicting times to event based on vine copula models.	Comput. Stat. Data Anal.	2022	DBLP DOI BibTeX RDF
14	Danilo Petti, Alessia Eletti, Giampiero Marra, Rosalba Radice	Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme.	Comput. Stat. Data Anal.	2022	DBLP DOI BibTeX RDF
14	Amanda M. Y. Chu, Chun Yin Ip, Benson S. Y. Lam, Mike K. P. So	Vine copula statistical disclosure control for mixed-type data.	Comput. Stat. Data Anal.	2022	DBLP DOI BibTeX RDF
14	Thong Nguyen-Huy, Ravinesh C. Deo, Shahjahan Khan, Aruna Devi, Adewuyi Ayodele Adeyinka, Armando A. Apan, Zaher Mundher Yaseen	Student Performance Predictions for Advanced Engineering Mathematics Course With New Multivariate Copula Models.	IEEE Access	2022	DBLP DOI BibTeX RDF
14	Yuichi Sei, J. Andrew Onesimu, Akihiko Ohsuga	Machine Learning Model Generation With Copula-Based Synthetic Dataset for Local Differentially Private Numerical Data.	IEEE Access	2022	DBLP DOI BibTeX RDF
14	Yumei Liu, Yun Chen	Dynamic Reliability Evaluation of High-Speed Train Gearbox Based on Copula Function.	IEEE Access	2022	DBLP DOI BibTeX RDF
14	Abdelhakim Cheriet	Vine copula-based EDA for dynamic multiobjective optimization.	Evol. Intell.	2022	DBLP DOI BibTeX RDF
14	Andrew Easton, Okki van Dalen, Rainer Göb, Alessandro Di Bucchianico	Bivariate copula monitoring.	Qual. Reliab. Eng. Int.	2022	DBLP DOI BibTeX RDF
14	Wafaa Anwar Abd El-Latif Hassanein, Marwa Moghazy Attia Seyam	Structure of bivariate Rayleigh proportional hazard rate model with its associated copula applied on COVID-19 data.	Qual. Reliab. Eng. Int.	2022	DBLP DOI BibTeX RDF
14	Jinglai Sun, Fan Wang, Zequan Li, Darui Ren, Mingyuan Yu	A new hybrid copula-based nonparametric Bayesian model for risk assessments of water inrush.	Qual. Reliab. Eng. Int.	2022	DBLP DOI BibTeX RDF
14	Peter E. D. Love, Kiril Tenekedjiev	Understanding near-miss count data on construction sites using Greedy D-vine Copula Marginal Regression: A comment.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
14	Chunfang Zhang, Liang Wang, Xuchao Bai, Jianan Huang	Bayesian reliability analysis for copula based step-stress partially accelerated dependent competing risks model.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
14	Fan Wang, Heng Li 0001, Chao Dong	Understanding near-miss count data on construction sites using greedy D-vine copula marginal regression: A reply.	Reliab. Eng. Syst. Saf.	2022	DBLP DOI BibTeX RDF
14	Van Hung Pham, Tuan Hung Nguyen, Duc Minh Nguyen, Hisashi Morishita	A New Method Based on Copula Theory for Evaluating Detection Performance of Distributed-Processing Multistatic Radar System.	IEICE Trans. Commun.	2022	DBLP DOI BibTeX RDF
14	Shouji Fujimoto, Atushi Ishikawa, Takayuki Mizuno	Copula-Based Synthetic Data Generation in Firm-Size Variables.	Rev. Socionetwork Strateg.	2022	DBLP DOI BibTeX RDF
14	Jong-Min Kim 0001	Copula Dynamic Conditional Correlation and Functional Principal Component Analysis of COVID-19 Mortality in the United States.	Axioms	2022	DBLP DOI BibTeX RDF
14	Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh 0001	Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.	Axioms	2022	DBLP DOI BibTeX RDF
14	Kuo-Shing Chen, Shen-Ho Chang	Volatility Co-Movement between Bitcoin and Stablecoins: BEKK-GARCH and Copula-DCC-GARCH Approaches.	Axioms	2022	DBLP DOI BibTeX RDF
14	Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta	Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach.	Axioms	2022	DBLP DOI BibTeX RDF
14	Jong-Min Kim 0001, Hope H. Han, Sangjin Kim	Forecasting Crude Oil Prices with Major S&P 500 Stock Prices: Deep Learning, Gaussian Process, and Vine Copula.	Axioms	2022	DBLP DOI BibTeX RDF
14	Monica Billio, Lorenzo Frattarolo, Dominique Guégan	High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization.	Symmetry	2022	DBLP DOI BibTeX RDF
14	Jia-Han Shih, Yoshihiko Konno, Yuan-Tsung Chang, Takeshi Emura	Copula-Based Estimation Methods for a Common Mean Vector for Bivariate Meta-Analyses.	Symmetry	2022	DBLP DOI BibTeX RDF
14	Shunfu Lin, Chitao Liu, Yunwei Shen, Fangxing Li 0001, Dongdong Li, Yang Fu	Stochastic Planning of Integrated Energy System via Frank-Copula Function and Scenario Reduction.	IEEE Trans. Smart Grid	2022	DBLP DOI BibTeX RDF
14	Emre Yildirim, Mehmet Ali Cengiz	Modeling dependency between industry production and energy market via stochastic copula approach.	Commun. Stat. Simul. Comput.	2022	DBLP DOI BibTeX RDF
14	Fatemeh Rezaee, Ehsan Bahrami Samani, Mojtaba Ganjali	Gaussian copula-based zero-inflated power series joint models to analyze correlated count data.	Commun. Stat. Simul. Comput.	2022	DBLP DOI BibTeX RDF
14	Longxiang Fang, Xinsheng Zhang, Qing Jin	Optimal Grouping of Heterogeneous Components in Series and Parallel Systems Under Archimedean Copula Dependence.	J. Syst. Sci. Complex.	2022	DBLP DOI BibTeX RDF
14	Rui Hua, Wenhao Gui	Inference for copula-based dependent competing risks model with step-stress accelerated life test under generalized progressive hybrid censoring.	Comput. Stat.	2022	DBLP DOI BibTeX RDF
14	Lisa L. Henn	Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data.	Comput. Stat.	2022	DBLP DOI BibTeX RDF
14	Hirofumi Michimae, Takeshi Emura	Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients.	Comput. Stat.	2022	DBLP DOI BibTeX RDF
14	Mirza Nazmul Hasan, Roel Braekers	Modelling the association in bivariate survival data by using a Bernstein copula.	Comput. Stat.	2022	DBLP DOI BibTeX RDF
14	Yanning Sun, Wei Qin, Zilong Zhuang	Nonparametric-copula-entropy and network deconvolution method for causal discovery in complex manufacturing systems.	J. Intell. Manuf.	2022	DBLP DOI BibTeX RDF
14	Lihui Lin, Yanghui Rao, Haoran Xie 0001, Raymond Y. K. Lau, Jian Yin 0001, Fu Lee Wang, Qing Li 0001	Copula Guided Parallel Gibbs Sampling for Nonparametric and Coherent Topic Discovery.	IEEE Trans. Knowl. Data Eng.	2022	DBLP DOI BibTeX RDF
14	Saeid Pakravan, Ghosheh Abed Hodtani	Copula based analysis of impact of wireless channels correlation on the physical layer security performances in a wireless wiretap channel with artificial noise.	Trans. Emerg. Telecommun. Technol.	2022	DBLP DOI BibTeX RDF
14	Hang-Hyun Jo, Eun Lee, Young-Ho Eom	Copula-based analysis of the generalized friendship paradox in clustered networks.	CoRR	2022	DBLP DOI BibTeX RDF
14	Nunzio A. Letizia, Andrea M. Tonello	Copula Density Neural Estimation.	CoRR	2022	DBLP DOI BibTeX RDF
14	Daniel Pfeifer, Edith Alice Kovács	Matrix and graph representations of vine copula structures.	CoRR	2022	DBLP DOI BibTeX RDF
14	Jian Ma	Causal Domain Adaptation with Copula Entropy based Conditional Independence Test.	CoRR	2022	DBLP BibTeX RDF
14	Jian Ma	Copula Entropy based Variable Selection for Survival Analysis.	CoRR	2022	DBLP DOI BibTeX RDF
14	Sophia Huiwen Sun, Rose Yu	Copula Conformal Prediction for Multi-step Time Series Forecasting.	CoRR	2022	DBLP DOI BibTeX RDF
14	Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark	Copula-based Black-Litterman portfolio optimization.	Eur. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
14	Emerson Butyn, Elizabeth W. Karas, Welington de Oliveira 0001	A derivative-free trust-region algorithm with copula-based models for probability maximization problems.	Eur. J. Oper. Res.	2022	DBLP DOI BibTeX RDF
14	Cheng Peng, Yihe Yang, Jie Zhou 0002, Jianxin Pan	Latent Gaussian copula models for longitudinal binary data.	J. Multivar. Anal.	2022	DBLP DOI BibTeX RDF
14	Alexis Derumigny, Jean-David Fermanian	Identifiability and estimation of meta-elliptical copula generators.	J. Multivar. Anal.	2022	DBLP DOI BibTeX RDF
14	Nariankadu D. Shyamalkumar, Siyang Tao	t-copula from the viewpoint of tail dependence matrices.	J. Multivar. Anal.	2022	DBLP DOI BibTeX RDF
14	Yawen Zheng, Xiaojie Zhao, Li Yao 0002	Copula-based transformer in EEG to assess visual discomfort induced by stereoscopic 3D.	Biomed. Signal Process. Control.	2022	DBLP DOI BibTeX RDF
14	Yanyong Huang, Kejun Guo, Xiuwen Yi, Jing Yu, Zongxin Shen, Tianrui Li 0001	T-copula and Wasserstein distance-based stochastic neighbor embedding.	Knowl. Based Syst.	2022	DBLP DOI BibTeX RDF
14	Akram Seifi, Mohammad Ehteram, Fatemeh Soroush, Ali Torabi Haghighi	Multi-model ensemble prediction of pan evaporation based on the Copula Bayesian Model Averaging approach.	Eng. Appl. Artif. Intell.	2022	DBLP DOI BibTeX RDF
14	Martynas Manstavicius, Gediminas Bagdonas	A class of bivariate independence copula transformations.	Fuzzy Sets Syst.	2022	DBLP DOI BibTeX RDF
14	Takeshi Emura, Hirofumi Michimae, Shigeyuki Matsui	Dynamic Risk Prediction via a Joint Frailty-Copula Model and IPD Meta-Analysis: Building Web Applications.	Entropy	2022	DBLP DOI BibTeX RDF
14	Mahnaz Ashrafi, Hamid Soltanian-Zadeh	Multivariate Gaussian Copula Mutual Information to Estimate Functional Connectivity with Less Random Architecture.	Entropy	2022	DBLP DOI BibTeX RDF
14	Peili Liu, Song Han, Na Rong, Junqiu Fan	Frequency Stability Prediction of Power Systems Using Vision Transformer and Copula Entropy.	Entropy	2022	DBLP DOI BibTeX RDF
14	Cang Wu, Shubin Si, Wenpo Huang, Wei Jiang	Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes.	Comput. Ind. Eng.	2022	DBLP DOI BibTeX RDF
14	Shijing Zhao	Systemic risk measurement: A limiting threshold copula approach to CoVaR.	Comput. Ind. Eng.	2022	DBLP DOI BibTeX RDF
14	Nina Kudryashova, Theoklitos Amvrosiadis, Nathalie Dupuy, Nathalie Rochefort, Arno Onken	Parametric Copula-GP model for analyzing multidimensional neuronal and behavioral relationships.	PLoS Comput. Biol.	2022	DBLP DOI BibTeX RDF
14	Snehalika Lall, Sumanta Ray, Sanghamitra Bandyopadhyay	A copula based topology preserving graph convolution network for clustering of single-cell RNA-seq data.	PLoS Comput. Biol.	2022	DBLP DOI BibTeX RDF
14	Nafisatu Muhammad Usman, Ibrahim Yusuf	Reliability analysis of rice milling station via Gumbel Hougaard Family Copula.	Int. J. Simul. Process. Model.	2022	DBLP DOI BibTeX RDF
14	Tiefeng Zhu	Reliability estimation of s-out-of-k system in a multicomponent stress-strength dependent model based on copula function.	J. Comput. Appl. Math.	2022	DBLP DOI BibTeX RDF
14	Xueqian Wang 0002, Dong Zhu, Gang Li 0008, Xiao-Ping Zhang 0002, You He	Proposal-Copula-Based Fusion of Spaceborne and Airborne SAR Images for Ship Target Detection⁎⁎.	Inf. Fusion	2022	DBLP DOI BibTeX RDF
14	Imène Trigui, Damoon Shahbaztabar, Wessam Ajib, Wei-Ping Zhu 0001	Copula-Based Modeling of RIS-Assisted Communications: Outage Probability Analysis.	IEEE Commun. Lett.	2022	DBLP DOI BibTeX RDF
14	Roengchai Tansuchat, Pichayakone Rakpho	Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH.	IUKM	2022	DBLP DOI BibTeX RDF
14	Konnika Palason, Tanapol Rattanasamakarn, Roengchai Tansuchat	Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula.	IUKM	2022	DBLP DOI BibTeX RDF
14	Farshad Rostami Ghadi, Francisco Javier López-Martínez, Ghosheh Abed Hodtani	Copula-based Analysis of Interference Channels: Outage Probability.	IWCIT	2022	DBLP DOI BibTeX RDF
14	Xin Yang, Yongping Li, Guohe Huang	Development of a Bayesian Copula-based Spatial-temporal Method for Multivariate Drought Risk Analysis.	ICCDE	2022	DBLP DOI BibTeX RDF
14	Dizhi Wu, Jun Dai, Taihao Zhang, Shengping Yu, Bing Xing, Liangyin Chen	Research on NARX wind speed prediction network based on Copula.	ICAC	2022	DBLP DOI BibTeX RDF
14	Daniel Kasper, Jens Grossklags	A Hierarchical Macroeconomic Copula Model for Cyber Damages Based on Current Cyber Insurance Prices.	SciSec	2022	DBLP DOI BibTeX RDF
14	Zhiyuan Wang, Xovee Xu, Goce Trajcevski, Kunpeng Zhang, Ting Zhong, Fan Zhou 0002	PrEF: Probabilistic Electricity Forecasting via Copula-Augmented State Space Model.	AAAI	2022	DBLP DOI BibTeX RDF
14	Yuxuan Zhao, Eric Landgrebe, Eliot Shekhtman, Madeleine Udell	Online Missing Value Imputation and Change Point Detection with the Gaussian Copula.	AAAI	2022	DBLP DOI BibTeX RDF
14	Alicja Wolny-Dominiak, Tomasz Zadlo	Copula-based risk measures in non-life insurance portfolio.	KES	2022	DBLP DOI BibTeX RDF
14	Chien Lu, Jaakko Peltonen	Gaussian Copula Embeddings.	NeurIPS	2022	DBLP BibTeX RDF
14	Payam Teimourzadeh Baboli, Amin Raeiszadeh, Michael Brand, Sebastian Lehnhoff	Multivariate Cross-Correlated Reliability Modeling of Wind Turbines using Pair-Copula Functions.	ISGT-Europe	2022	DBLP DOI BibTeX RDF
14	Marvin Lasserre	Apprentissages dans les réseaux bayésiens à base de copules non-paramétriques. (Learning non-parametric copula bayesian networks).		2022	RDF
14	Yousef Ali Khan, Y. M. Chu, Syed Zaheer Abbas	Reflection of government performance from foreign exchange market through engineered mechanism using conditional copula model.	J. Intell. Fuzzy Syst.	2021	DBLP DOI BibTeX RDF
14	Lei Xu 0042, Yi Liu, Haobin Liu	Linguistic interval-valued intuitionistic fuzzy copula power aggregation operators for multiattribute group decision making.	J. Intell. Fuzzy Syst.	2021	DBLP DOI BibTeX RDF
14	Annalisa Di Clemente, Claudio Romano	Calibrating and Simulating Copula Functions in Financial Applications.	Frontiers Appl. Math. Stat.	2021	DBLP DOI BibTeX RDF
14	Jeongeun Won, Jiyu Seo, Jeonghoon Lee, Okjeong Lee, Sangdan Kim	Vegetation Drought Vulnerability Mapping Using a Copula Model of Vegetation Index and Meteorological Drought Index.	Remote. Sens.	2021	DBLP DOI BibTeX RDF
14	Xing Yu, Xinxin Wang, Weiguo Zhang, Chengli Zheng	Methanol futures hedging with skewed normal distribution by copula method.	Int. J. Comput. Math.	2021	DBLP DOI BibTeX RDF
14	Lei-Lei Chang 0001, Limao Zhang, Xiaojian Xu 0003	Correlation-oriented complex system structural risk assessment using Copula and belief rule base.	Inf. Sci.	2021	DBLP DOI BibTeX RDF
14	Yue Pan, Limao Zhang, Jiale Koh, Yong Deng 0001	An adaptive decision making method with copula Bayesian network for location selection.	Inf. Sci.	2021	DBLP DOI BibTeX RDF
14	Soundouss Messoudi, Sébastien Destercke, Sylvain Rousseau 0001	Copula-based conformal prediction for multi-target regression.	Pattern Recognit.	2021	DBLP DOI BibTeX RDF
14	Snehalika Lall, Debajyoti Sinha, Abhik Ghosh, Debarka Sengupta, Sanghamitra Bandyopadhyay	Stable feature selection using copula based mutual information.	Pattern Recognit.	2021	DBLP DOI BibTeX RDF
14	Carlos E. Rodríguez, Stephen G. Walker	Copula Particle Filters.	Comput. Stat. Data Anal.	2021	DBLP DOI BibTeX RDF
14	Maximilian Coblenz	MATVines: A vine copula package for MATLAB.	SoftwareX	2021	DBLP DOI BibTeX RDF
14	Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada	On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk.	IEEE Access	2021	DBLP DOI BibTeX RDF
14	Bangdong Zhi, Xiaojun Wang 0002, Fangming Xu	Portfolio optimization for inventory financing: Copula-based approaches.	Comput. Oper. Res.	2021	DBLP DOI BibTeX RDF
14	Yufei Song, Jinhua Mi, Yuhua Cheng 0001, Libing Bai, Kai Chen 0018	Reliability assessment for failure-dependent and uncertain systems: A Bayesian network based on copula method and probability-box.	Qual. Reliab. Eng. Int.	2021	DBLP DOI BibTeX RDF
14	Ying Wang, Zaizai Yan	Statistical inference on accelerated life testing with dependent competing failure model under progressively type-II censored data based on copula theory.	Qual. Reliab. Eng. Int.	2021	DBLP DOI BibTeX RDF
14	Li-Sha Zhu, Hao Lu, Yi-Min Zhang	A system reliability estimation method by the fourth moment saddle point approximation and copula functions.	Qual. Reliab. Eng. Int.	2021	DBLP DOI BibTeX RDF