Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Bo Chang 0002, Harry Joe	Prediction based on conditional distributions of vine copulas.	Comput. Stat. Data Anal.	2019	DBLP DOI BibTeX RDF
16	Jean-François Quessy, Louis-Paul Rivest, Marie-Hélène Toupin	Goodness-of-fit tests for the family of multivariate chi-square copulas.	Comput. Stat. Data Anal.	2019	DBLP DOI BibTeX RDF
16	Alastair Gregory	A streaming algorithm for bivariate empirical copulas.	Comput. Stat. Data Anal.	2019	DBLP DOI BibTeX RDF
16	Tianhui Zhao, Jianxue Wang, Yao Zhang	Day-Ahead Hierarchical Probabilistic Load Forecasting With Linear Quantile Regression and Empirical Copulas.	IEEE Access	2019	DBLP DOI BibTeX RDF
16	Pietro Verzelli, Laura Sacerdote	A study of dependency features of spike trains through copulas.	Biosyst.	2019	DBLP DOI BibTeX RDF
16	Stefan Hochrainer-Stigler, Juraj Balkovic, Kadri Silm, Anna Timonina-Farkas	Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria.	Comput. Manag. Sci.	2019	DBLP DOI BibTeX RDF
16	Natasa Tagasovska, Damien Ackerer, Thibault Vatter	Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders.	CoRR	2019	DBLP BibTeX RDF
16	Bruno Apolloni	An Algorithmic Inference Approach to Learn Copulas.	CoRR	2019	DBLP BibTeX RDF
16	Michael Falk, Simone A. Padoan, Florian Wisheckel	Generalized Pareto copulas: A key to multivariate extremes.	J. Multivar. Anal.	2019	DBLP DOI BibTeX RDF
16	Hélène Cossette, Simon-Pierre Gadoury, Etienne Marceau, Christian Y. Robert	Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions.	J. Multivar. Anal.	2019	DBLP DOI BibTeX RDF
16	Elisa Perrone, Liam Solus, Caroline Uhler	Geometry of discrete copulas.	J. Multivar. Anal.	2019	DBLP DOI BibTeX RDF
16	Vinnie Ko, Nils Lid Hjort	Model robust inference with two-stage maximum likelihood estimation for copulas.	J. Multivar. Anal.	2019	DBLP DOI BibTeX RDF
16	Julyan Arbel, Marta Crispino, Stéphane Girard	Dependence properties and Bayesian inference for asymmetric multivariate copulas.	J. Multivar. Anal.	2019	DBLP DOI BibTeX RDF
16	Shan Zhang, Lakshmi Narasimhan Theagarajan, Sora Choi, Pramod K. Varshney	Fusion of Correlated Decisions Using Regular Vine Copulas.	IEEE Trans. Signal Process.	2019	DBLP DOI BibTeX RDF
16	Ali E. Abbas, Zhengwei Sun	Archimedean Utility Copulas with Polynomial Generating Functions.	Decis. Anal.	2019	DBLP DOI BibTeX RDF
16	Jiehua Xie, Jingping Yang, Wenhao Zhu	A family of transformed copulas with a singular component.	Fuzzy Sets Syst.	2019	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Sebastian Fuchs	Reflection invariant copulas.	Fuzzy Sets Syst.	2019	DBLP DOI BibTeX RDF
16	J. J. Arias-García, Bernard De Baets	On the lattice structure of the set of supermodular quasi-copulas.	Fuzzy Sets Syst.	2019	DBLP DOI BibTeX RDF
16	Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic	Non-exchangeability of copulas arising from shock models.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
16	Anubha Goel, Amita Sharma, Aparna Mehra	Robust optimization of mixed CVaR STARR ratio using copulas.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
16	Xiao Jiang, Saralees Nadarajah	Efficient expressions for moments of dependent random sums using copulas.	J. Comput. Appl. Math.	2019	DBLP DOI BibTeX RDF
16	Tomás Bacigál, Magdaléna Komorníková, Jozef Komorník	State-of-the-art in Modeling Nonlinear Dependence Among Many Random Variables with Copulas and Application to Financial Indexes.	J. Autom. Mob. Robotics Intell. Syst.	2019	DBLP DOI BibTeX RDF
16	Xiaonan Zhu, Qingsong Shan, Suttisak Wisadwongsa, Tonghui Wang	Flexible Constructions for Bivariate Copulas Emphasizing Local Dependence.	Structural Changes and their Econometric Modeling	2019	DBLP DOI BibTeX RDF
16	Kewalin Somboon, Chukiat Chaiboonsri, Satawat Wannapan, Songsak Sriboonchitta	Investigating Structural Dependence in Natural Rubber Supplys Based on Entropy Analyses and Copulas.	Structural Changes and their Econometric Modeling	2019	DBLP DOI BibTeX RDF
16	Piotr Jaworski	On Extreme Value Copulas with Given Concordance Measures.	AGOP	2019	DBLP DOI BibTeX RDF
16	John Klein, Mahmoud Albardan, Benjamin Guedj, Olivier Colot	Decentralized Learning with Budgeted Network Load Using Gaussian Copulas and Classifier Ensembles.	PKDD/ECML Workshops (1)	2019	DBLP DOI BibTeX RDF
16	Pin-Hsun Lin, Eduard A. Jorswieck, Rafael F. Schaefer, Carsten R. Janda, Martin Mittelbach	Copulas and Multi-User Channel Orders.	ICC	2019	DBLP DOI BibTeX RDF
16	Cornelia Fuetterer, Georg Schollmeyer, Thomas Augustin	Constructing Simulation Data with Dependency Structure for Unreliable Single-Cell RNA-Sequencing Data Using Copulas.	ISIPTA	2019	DBLP BibTeX RDF
16	Tina Nane, Ashni Bachasingh	Dependence modeling of bibliometric indicators with copulas.	ISSI	2019	DBLP BibTeX RDF
16	Natasa Tagasovska, Damien Ackerer, Thibault Vatter	Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders.	NeurIPS	2019	DBLP BibTeX RDF
16	Kartik Kaushik, Cinzia Cirillo, Fabian Bastin	On Modelling Human Population Characteristics with Copulas.	ANT/EDI40	2019	DBLP DOI BibTeX RDF
16	Anna Kolesárová, Radko Mesiar	Fuzzy implicators related to (quasi-)copulas.	EUSFLAT Conf.	2019	DBLP DOI BibTeX RDF
16	Jinjin Chi, Jihong Ouyang, Ximing Li 0002, Yang Wang 0023, Meng Wang 0001	Approximate Optimal Transport for Continuous Densities with Copulas.	IJCAI	2019	DBLP DOI BibTeX RDF
16	Nezha Mamouni, Hassan Fenniri, Abdelghani Ghazdali, Abdelilah Hakim, Amor Keziou	Separation of independent/dependent sources using copulas.	EUSIPCO	2019	DBLP DOI BibTeX RDF
16	Yasukazu Yoshizawa, Naoyuki Ishimura	Evolution of multivariate copulas in continuous and discrete processes.	Intell. Syst. Account. Finance Manag.	2018	DBLP DOI BibTeX RDF
16	Christian Schellhase, Fabian Spanhel	Estimating non-simplified vine copulas using penalized splines.	Stat. Comput.	2018	DBLP DOI BibTeX RDF
16	Matthias Killiches, Daniel Kraus, Claudia Czado	Model distances for vine copulas in high dimensions.	Stat. Comput.	2018	DBLP DOI BibTeX RDF
16	Ivan Kupka, Jozef Kiselák, Naoyuki Ishimura, Yasukazu Yoshizawa, Ledys Salazar, Milan Stehlík	Time evolutions of copulas and foreign exchange markets.	Inf. Sci.	2018	DBLP DOI BibTeX RDF
16	Songsak Sriboonchitta, Vladik Kreinovich	Why Are FGM Copulas Successful? A Simple Explanation.	Adv. Fuzzy Syst.	2018	DBLP DOI BibTeX RDF
16	Evgeny Levi, Radu V. Craiu	Bayesian inference for conditional copulas using Gaussian Process single index models.	Comput. Stat. Data Anal.	2018	DBLP DOI BibTeX RDF
16	Roy Cerqueti, Claudio Lupi	Copulas, uncertainty, and false discovery rate control.	Int. J. Approx. Reason.	2018	DBLP DOI BibTeX RDF
16	Saowanit Sukparungsee, Sasigarn Kuvattana, Piyapatr Busababodhin, Yupaporn Areepong	Bivariate copulas on the Hotelling's T2 control chart.	Commun. Stat. Simul. Comput.	2018	DBLP DOI BibTeX RDF
16	Nathan Uyttendaele	On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison.	Comput. Stat.	2018	DBLP DOI BibTeX RDF
16	Dragana Miljkovic, Nada Lavrac, Marko Bohanec, Biljana Mileva-Boshkoska	Discovering dependencies between domains of redox potential and plant defence through triplet extraction and copulas.	Int. J. Intell. Eng. Informatics	2018	DBLP DOI BibTeX RDF
16	John Klein, Mahmoud Albardan, Benjamin Guedj, Olivier Colot	Decentralized learning with budgeted network load using Gaussian copulas and classifier ensembles.	CoRR	2018	DBLP BibTeX RDF
16	Krzysztof Domino, Adam Glos	Hiding higher order cross-correlations of multivariate data using Archimedean copulas.	CoRR	2018	DBLP BibTeX RDF
16	Houman Safaai, Arno Onken, Christopher D. Harvey, Stefano Panzeri	Information Estimation Using Non-Parametric Copulas.	CoRR	2018	DBLP BibTeX RDF
16	Jan-Frederik Mai	Extreme-value copulas associated with the expected scaled maximum of independent random variables.	J. Multivar. Anal.	2018	DBLP DOI BibTeX RDF
16	Marius Hofert, Raphaël Huser, Avinash Prasad	Hierarchical Archimax copulas.	J. Multivar. Anal.	2018	DBLP DOI BibTeX RDF
16	Jean-David Fermanian, Olivier Lopez	Single-index copulas.	J. Multivar. Anal.	2018	DBLP DOI BibTeX RDF
16	J. J. Arias-García, Hans E. De Meyer, Bernard De Baets	On the construction of radially symmetric copulas in higher dimensions.	Fuzzy Sets Syst.	2018	DBLP DOI BibTeX RDF
16	Victor Fossaluza, Luís Gustavo Esteves, Carlos Alberto De Bragança Pereira	Estimating Multivariate Discrete Distributions Using Bernstein Copulas.	Entropy	2018	DBLP DOI BibTeX RDF
16	Sebastian Fuchs, Yann McCord, Klaus D. Schmidt	Characterizations of Copulas Attaining the Bounds of Multivariate Kendall's Tau.	J. Optim. Theory Appl.	2018	DBLP DOI BibTeX RDF
16	Matthias Fischer, Ingo Klein, Thomas Pleier	Weighted power mean copulas: theory and application.	Model. Assist. Stat. Appl.	2018	DBLP DOI BibTeX RDF
16	Justin Joyce, Ni-Bin Chang, Rahim Harji, Thomas Ruppert	Coupling infrastructure resilience and flood risk assessment via copulas analyses for a coastal green-grey-blue drainage system under extreme weather events.	Environ. Model. Softw.	2018	DBLP DOI BibTeX RDF
16	Roengchai Tansuchat, Paravee Maneejuk	Modeling Dependence with Copulas: Are Real Estates and Tourism Associated?	IUKM	2018	DBLP DOI BibTeX RDF
16	Felix Berief, Steffen Leonhardt, Christoph Hoog Antink	Modelling and Synthesizing Motion Artifacts in Unobtrusive Multimodal Sensing using Copulas.	EMBC	2018	DBLP DOI BibTeX RDF
16	Diana Carrera, Roberto Santana 0001, José Antonio Lozano 0001	The Relationship Between Graphical Representations of Regular Vine Copulas and Polytrees.	IPMU (3)	2018	DBLP DOI BibTeX RDF
16	Anna Kolesárová, Radko Mesiar, Susanne Saminger-Platz	Generalized Farlie-Gumbel-Morgenstern Copulas.	IPMU (1)	2018	DBLP DOI BibTeX RDF
16	Peijun Ye, Xiao Wang 0002	Population Synthesis using Discrete Copulas.	ITSC	2018	DBLP DOI BibTeX RDF
16	Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta	Portfolio Selection with Stock, Gold and Bond in Thailand Under Vine Copulas Functions.	ECONVN	2018	DBLP DOI BibTeX RDF
16	Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta	Mixed-Copulas Approach in Examining the Relationship Between Oil Prices and ASEAN's Stock Markets.	ECONVN	2018	DBLP DOI BibTeX RDF
16	Hien D. Tran, Uyen Hoang Pham, Sel Ly, T. Vo-Duy	Extraction dependence structure of distorted copulas via a measure of dependence.	Ann. Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Yinping You, Xiaohu Li	Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas.	Ann. Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Abdelghani Ghazdali, Mohammed El Rhabi, Hassan Fenniri, Abdelilah Hakim, Amor Keziou	Blind noisy mixture separation for independent/dependent sources through a regularized criterion on copulas.	Signal Process.	2017	DBLP DOI BibTeX RDF
16	Jianchun Zhang, Xiaobing Ma 0001, Yu Zhao 0003	A Stress-Strength Time-Varying Correlation Interference Model for Structural Reliability Analysis Using Copulas.	IEEE Trans. Reliab.	2017	DBLP DOI BibTeX RDF
16	Ricardo T. A. de Oliveira, Thaize Fernandes O. de Assis, Paulo Renato A. Firmino, Tiago A. E. Ferreira	Copulas-based time series combined forecasters.	Inf. Sci.	2017	DBLP DOI BibTeX RDF
16	Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber	Model selection for discrete regular vine copulas.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
16	Fuqiang Sun, Ning Wang, Xiaoyang Li 0001, Wei Zhang 0075	Remaining Useful Life Prediction for a Machine With Multiple Dependent Features Based on Bayesian Dynamic Linear Model and Copulas.	IEEE Access	2017	DBLP DOI BibTeX RDF
16	Naushad Mamode Khan, Wasseem Rumjaun, Yuvraj Sunecher, Vandna Jowaheer	Computing with bivariate COM-Poisson model under different copulas.	Monte Carlo Methods Appl.	2017	DBLP DOI BibTeX RDF
16	Dan Xu 0004, Qidong Wei, Elsayed A. Elsayed, Yunxia Chen, Rui Kang	Multivariate Degradation Modeling of Smart Electricity Meter with Multiple Performance Characteristics via Vine Copulas.	Qual. Reliab. Eng. Int.	2017	DBLP DOI BibTeX RDF
16	Boyd Anderson, Stefanka S. Chukova, Yuichi Hirose	Using Copulas to Model and Simulate Two-dimensional Warranty Data.	Qual. Reliab. Eng. Int.	2017	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores	Copulas with given values on the tails.	Int. J. Approx. Reason.	2017	DBLP DOI BibTeX RDF
16	Tõnu Kollo, Gaida Pettere, Marju Valge	Tail dependence of skew t-copulas.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
16	Hakim Bekrizadeh, Gholam Ali Parham, Babak Jamshidi	A new asymmetric class of bivariate copulas for modeling dependence.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
16	Lavanya Sita Tekumalla, Vaibhav Rajan, Chiranjib Bhattacharyya	Vine copulas for mixed data : multi-view clustering for mixed data beyond meta-Gaussian dependencies.	Mach. Learn.	2017	DBLP DOI BibTeX RDF
16	Lena Silbermayr, Werner Jammernegg, Peter Kischka	Inventory pooling with environmental constraints using copulas.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
16	Léo R. Belzile, Johanna Neslehová	Extremal attractors of Liouville copulas.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
16	Irène Gijbels, Marek Omelka, Michal Pesta, Noël Veraverbeke	Score tests for covariate effects in conditional copulas.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
16	Hang Yu 0002, Wayne Isaac T. Uy, Justin Dauwels	Modeling Spatial Extremes via Ensemble-of-Trees of Pairwise Copulas.	IEEE Trans. Signal Process.	2017	DBLP DOI BibTeX RDF
16	Jozef Komorník, Magda Komorníková, Jana Kalická	Dependence measures for perturbations of copulas.	Fuzzy Sets Syst.	2017	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	Copulas with given track and opposite track sections: Solution to a problem on diagonals.	Fuzzy Sets Syst.	2017	DBLP DOI BibTeX RDF
16	Sebastià Massanet, Ana Pradera, Daniel Ruiz-Aguilera, Joan Torrens	From three to one: Equivalence and characterization of material implications derived from co-copulas, probabilistic S-implications and survival S-implications.	Fuzzy Sets Syst.	2017	DBLP DOI BibTeX RDF
16	Woojoo Lee, Ka Chun Cheung, Jae Youn Ahn	Multivariate countermonotonicity and the minimal copulas.	J. Comput. Appl. Math.	2017	DBLP DOI BibTeX RDF
16	Rasool Roozegar, Saralees Nadarajah	New classes of power series bivariate copulas.	J. Comput. Appl. Math.	2017	DBLP DOI BibTeX RDF
16	Zheng Wei, Daeyoung Kim 0003, Tonghui Wang, Teerawut Teetranont	A Multivariate Generalized FGM Copulas and Its Application to Multiple Regression.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
16	Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn	Constructions of Multivariate Copulas.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
16	Jozef Komorník, Magdaléna Komorníková, Jana Kalická	Families of Perturbation Copulas Generalizing the FGM Family and Their Relations to Dependence Measures.	AGOP	2017	DBLP DOI BibTeX RDF
16	Gerardo Muela, Vladik Kreinovich, Christian Servin	Scaling-invariant description of dependence between fuzzy variables: Towards a fuzzy version of copulas.	IFSA-SCIS	2017	DBLP DOI BibTeX RDF
16	Sebastià Massanet, Daniel Ruiz-Aguilera, Joan Torrens	On some new relations between copulas and fuzzy implication functions.	FUZZ-IEEE	2017	DBLP DOI BibTeX RDF
16	Jiangze Du, Kin Keung Lai	Modeling Dependence between European Electricity Markets with Constant and Time-varying Copulas.	ITQM	2017	DBLP DOI BibTeX RDF
16	Fei Zheng 0002	Learning and Smoothing in Switching Markov Models with Copulas. (Apprentissage et Lissage dans Les Modèles de Markov à Sauts et à Copules).		2017	RDF
16	Hesam Amoualian	Modeling and learning dependencies with copulas in latent topic models. (Modélisation et apprentissage de dépendances á l'aide de copules dans les modéles probabilistes latents).		2017	RDF
16	Carole Bernard, Don McLeish	Algorithms for Finding Copulas Minimizing Convex Functions of Sums.	Asia Pac. J. Oper. Res.	2016	DBLP DOI BibTeX RDF
16	Justin Bedo, Cheng Soon Ong	Multivariate Spearman's rho for Aggregating Ranks Using Copulas.	J. Mach. Learn. Res.	2016	DBLP BibTeX RDF
16	Michal Dibala, Susanne Saminger-Platz, Radko Mesiar, Erich-Peter Klement	Defects and transformations of quasi-copulas.	Kybernetika	2016	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	Proving the characetrization of Archimedean copulas via Dini derivatives.	Kybernetika	2016	DBLP DOI BibTeX RDF
16	Gildas Mazo, Stéphane Girard, Florence Forbes	A flexible and tractable class of one-factor copulas.	Stat. Comput.	2016	DBLP DOI BibTeX RDF
16	Ioannis Kosmidis, Dimitris Karlis	Model-based clustering using copulas with applications.	Stat. Comput.	2016	DBLP DOI BibTeX RDF
16	Stéphane Derrode, Wojciech Pieczynski	Unsupervised classification using hidden Markov chain with unknown noise copulas and margins.	Signal Process.	2016	DBLP DOI BibTeX RDF