Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Weiwen Peng, Yan-Feng Li, Yuanjian Yang, Shun-Peng Zhu, Hong-Zhong Huang	Bivariate Analysis of Incomplete Degradation Observations Based on Inverse Gaussian Processes and Copulas.	IEEE Trans. Reliab.	2016	DBLP DOI BibTeX RDF
16	J. J. Arias-García, Hans E. De Meyer, Bernard De Baets	Multivariate upper semilinear copulas.	Inf. Sci.	2016	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores	Diagonal plane sections of trivariate copulas.	Inf. Sci.	2016	DBLP DOI BibTeX RDF
16	Harold Dias de Mello Junior, Luis Martí, André Vargas Abs da Cruz, Marley M. B. R. Vellasco	Evolutionary algorithms and elliptical copulas applied to continuous optimization problems.	Inf. Sci.	2016	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	The distribution of the probability mass of biconic copulas.	Inf. Sci.	2016	DBLP DOI BibTeX RDF
16	Roy Cerqueti, Claudio Lupi	Non-exchangeable copulas and multivariate total positivity.	Inf. Sci.	2016	DBLP DOI BibTeX RDF
16	Jozef Komorník, Magda Komorníková, Jana Kalická, Cuong Nguyen	Tail dependence of perturbed copulas.	J. Stat. Theory Appl.	2016	DBLP DOI BibTeX RDF
16	Jan Górecki, Marius Hofert, Martin Holena	An approach to structure determination and estimation of hierarchical Archimedean Copulas and its application to Bayesian classification.	J. Intell. Inf. Syst.	2016	DBLP DOI BibTeX RDF
16	Heping Li, Estelle Deloux, Laurence Dieulle	A condition-based maintenance policy for multi-component systems with Lévy copulas dependence.	Reliab. Eng. Syst. Saf.	2016	DBLP DOI BibTeX RDF
16	Diakarya Barro, Moumouni Diallo, Remi Guillaume Bagré	Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas.	Int. J. Math. Math. Sci.	2016	DBLP DOI BibTeX RDF
16	Sebastià Massanet, Daniel Ruiz-Aguilera, Joan Torrens	On two construction methods of copulas from fuzzy implication functions.	Prog. Artif. Intell.	2016	DBLP DOI BibTeX RDF
16	Thomas Nagler, Claudia Czado	Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas.	J. Multivar. Anal.	2016	DBLP DOI BibTeX RDF
16	Liya Fu, You-Gan Wang	Efficient parameter estimation via Gaussian copulas for quantile regression with longitudinal data.	J. Multivar. Anal.	2016	DBLP DOI BibTeX RDF
16	Jean-François Quessy, Louis-Paul Rivest, Marie-Hélène Toupin	On the family of multivariate chi-square copulas.	J. Multivar. Anal.	2016	DBLP DOI BibTeX RDF
16	Clark Kimberling	A directory of families of infinitely extendible Archimedean copulas.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	The distribution of the probability mass of conic copulas.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Elena Di Bernardino, Didier Rullière	On tail dependence coefficients of transformed multivariate Archimedean copulas.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Matjaz Omladic, Nina Ruzic	Shock models with recovery option via the maxmin copulas.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig	Baire category results for exchangeable copulas.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Enrique de Amo, Hans E. De Meyer, Manuel Díaz Carrillo, Juan Fernández-Sánchez	Characterization of copulas with given diagonal and opposite diagonal sections.	Fuzzy Sets Syst.	2016	DBLP DOI BibTeX RDF
16	Jesús E. García, Verónica Andrea González-López, Roger B. Nelsen	The Structure of the Class of Maximum Tsallis-Havrda-Chavát Entropy Copulas.	Entropy	2016	DBLP DOI BibTeX RDF
16	Konrad Furmanczyk	Archimedean copulas with applications to VaR estimation.	Stat. Methods Appl.	2016	DBLP DOI BibTeX RDF
16	Shubo Zhang, Yin Zhang, Bin Zhang 0001, Daming Sun	基于Copulas框架的混合式查询扩展方法 (Combined Query Expansion Method Based on Copulas Framework).	计算机科学	2016	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Stéphane Girard, Gildas Mazo	Marshall-Olkin type copulas generated by a global shock.	J. Comput. Appl. Math.	2016	DBLP DOI BibTeX RDF
16	Zheng Wei, Tonghui Wang, Daeyoung Kim 0003	Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas.	Causal Inference in Econometrics	2016	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Elisa Perrone	Asymmetric Copulas and Their Application in Design of Experiments.	On Logical, Algebraic, and Probabilistic Aspects of Fuzzy Set Theory	2016	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores	Associative Copulas: A Survey.	Fuzzy Logic and Information Fusion	2016	DBLP DOI BibTeX RDF
16	Hang Yu 0002, Junwei Huang, Justin Dauwels	Latent tree ensemble of pairwise copulas for spatial extremes analysis.	ISIT	2016	DBLP DOI BibTeX RDF
16	Georgios Balikas, Hesam Amoualian, Marianne Clausel, Éric Gaussier, Massih-Reza Amini	Modeling topic dependencies in semantically coherent text spans with copulas.	COLING	2016	DBLP BibTeX RDF
16	Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat	Optimal transport vs. Fisher-Rao distance between copulas for clustering multivariate time series.	SSP	2016	DBLP DOI BibTeX RDF
16	Dragana Miljkovic, Nada Lavrac, Marko Bohanec, Biljana Mileva-Boshkoska	Detection of dependencies between literature domains through relation extraction and copulas.	CoDIT	2016	DBLP DOI BibTeX RDF
16	Janina Engel, Matthias Scherer, Leonhard Spiegelberg	One-Factor Lévy-Frailty Copulas with Inhomogeneous Trigger Rates.	SMPS	2016	DBLP DOI BibTeX RDF
16	José De Jesús Arias García, Hans E. De Meyer, Bernard De Baets	On the Construction of Radially Symmetric Trivariate Copulas.	SMPS	2016	DBLP DOI BibTeX RDF
16	Gautier Marti, Sébastien Andler, Frank Nielsen, Philippe Donnat	Exploring and measuring non-linear correlations: Copulas, Lightspeed Transportation and Clustering.	NIPS Time Series Workshop	2016	DBLP BibTeX RDF
16	Arno Onken, Stefano Panzeri	Mixed vine copulas as joint models of spike counts and local field potentials.	NIPS	2016	DBLP BibTeX RDF
16	Naoyuki Ishimura, Yasukazu Yoshizawa	Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates.	NAA	2016	DBLP DOI BibTeX RDF
16	Ricardo T. A. de Oliveira, Thaize Fernandes O. de Assis, Paulo Renato A. Firmino, Tiago A. E. Ferreira, Adriano L. I. Oliveira	Copulas-based ensemble of Artificial Neural Networks for forecasting real world time series.	IJCNN	2016	DBLP DOI BibTeX RDF
16	Vaibhav Rajan, Sakyajit Bhattacharya	Dependency Clustering of Mixed Data with Gaussian Mixture Copulas.	IJCAI	2016	DBLP BibTeX RDF
16	Shaobo Han	Bayesian Learning with Dependency Structures via Latent Factors, Mixtures, and Copulas.		2016	RDF
16	Wlodzimierz Wysocki	Characterizations of Archimedean n-copulas.	Kybernetika	2015	DBLP DOI BibTeX RDF
16	Tomás Bacigál, Radko Mesiar, Vadoud Najjari	Generators of copulas and aggregation.	Inf. Sci.	2015	DBLP DOI BibTeX RDF
16	Anna Kolesárová, Gaspar Mayor, Radko Mesiar	Quadratic constructions of copulas.	Inf. Sci.	2015	DBLP DOI BibTeX RDF
16	Songsak Sriboonchitta, Olga Kosheleva, Hung T. Nguyen 0002	Why are Vine Copulas so Successful in Econometrics?	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2015	DBLP DOI BibTeX RDF
16	Jianqiang Cheng, Michal Houda, Abdel Lisser	Chance constrained 0-1 quadratic programs using copulas.	Optim. Lett.	2015	DBLP DOI BibTeX RDF
16	Zheng Wei, Tonghui Wang, Phuong Anh Nguyen 0003	Multivariate dependence concepts through copulas.	Int. J. Approx. Reason.	2015	DBLP DOI BibTeX RDF
16	Bernhard Schmelzer	Joint distributions of random sets and their relation to copulas.	Int. J. Approx. Reason.	2015	DBLP DOI BibTeX RDF
16	Martin Holena, Lukás Bajer, Martin Scavnicky	Using Copulas in Data Mining Based on the Observational Calculus.	IEEE Trans. Knowl. Data Eng.	2015	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores	Convergence results for patchwork copulas.	Eur. J. Oper. Res.	2015	DBLP DOI BibTeX RDF
16	Xiaohu Li, Rui Fang	Ordering properties of order statistics from random variables of Archimedean copulas with applications.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Dorota Kurowicka, Wim T. van Horssen	On an interaction function for copulas.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Harry Joe, Jun Cai, Claudia Czado, Haijun Li	Preface to special issue on high-dimensional dependence and copulas.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Olivier P. Faugeras	Maximal coupling of empirical copulas for discrete vectors.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Piotr Jaworski	Univariate conditioning of vine copulas.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Georg Mainik	Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Martial Longla	On mixtures of copulas and mixing coefficients.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Eike C. Brechmann, Harry Joe	Truncation of vine copulas using fit indices.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Haijun Li, Lei Hua	Higher order tail densities of copulas and hidden regular variation.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Oliver Grothe, Marius Hofert	Construction and sampling of Archimedean and nested Archimedean Lévy copulas.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Bernard De Baets, Hans E. De Meyer	Semiquadratic copulas based on horizontal and vertical interpolation.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	Radko Mesiar, Magda Komorníková, Jozef Komorník	Perturbation of bivariate copulas.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	Ronald R. Yager	Conditional information using copulas with an application to decision making.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Roberta Pappadà	Copulas, diagonals, and tail dependence.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	Tomás Bacigál, Vadoud Najjari, Radko Mesiar, Hasan Bal	Additive generators of copulas.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	Bernard De Baets, Hans E. De Meyer, Jana Kalická, Radko Mesiar	On the relationship between modular functions and copulas.	Fuzzy Sets Syst.	2015	DBLP DOI BibTeX RDF
16	F. Marta L. Di Lascio, Simone Giannerini, Alessandra Reale	Exploring copulas for the imputation of complex dependent data.	Stat. Methods Appl.	2015	DBLP DOI BibTeX RDF
16	Jae Youn Ahn	Negative dependence concept in copulas and the marginal free herd behavior index.	J. Comput. Appl. Math.	2015	DBLP DOI BibTeX RDF
16	Jozef Komorník, Magda Komorníková, Jana Kalická	Perturbations of Tail Dependencies of Copulas.	AGOP	2015	DBLP BibTeX RDF
16	Sebastià Massanet, Daniel Ruiz-Aguilera, Joan Torrens	Defining Copulas from Fuzzy Implication Functions.	AGOP	2015	DBLP BibTeX RDF
16	Vladik Kreinovich, Hung T. Nguyen 0002, Songsak Sriboonchitta, Olga Kosheleva	Why Copulas Have Been Successful in Many Practical Applications: A Theoretical Explanation Based on Computational Efficiency.	IUKM	2015	DBLP DOI BibTeX RDF
16	Abdelkader Khobzaoui, Mhamed Mesfioui, Abderrahmane Yousfate, Boucif Amar Bensaber	On Copulas-Based Classification Method for Intrusion Detection.	CIIA	2015	DBLP DOI BibTeX RDF
16	Martin Hyrs, Josef Schwarz	Elliptical and Archimedean Copulas in Estimation of Distribution Algorithm with Model Migration.	IJCCI (ECTA)	2015	DBLP DOI BibTeX RDF
16	Raghu Pasupathy, Kalyani Nagaraj	Modeling dependence in simulation input: the case for copulas.	WSC	2015	DBLP DOI BibTeX RDF
16	Ping Li 0037, Jie Liu, Xinyun Zhang, Guangdong Huang	Pricing of Basket Default Swaps Based on Factor Copulas and NIG.	ITQM	2015	DBLP DOI BibTeX RDF
16	Carsten Eickhoff, Arjen P. de Vries, Thomas Hofmann	Modelling Term Dependence with Copulas.	SIGIR	2015	DBLP DOI BibTeX RDF
16	Ana Perez, Mercedes Prieto	Measuring dependence between dimensions of poverty in Spain: An approach based on copulas.	IFSA-EUSFLAT	2015	DBLP BibTeX RDF
16	Balakrishna Gokaraju, Anish C. Turlapaty, Daniel Adrian Doss, Roger L. King, Nicolas H. Younan	Change detection analysis of tornado disaster using conditional copulas and Data Fusion for cost-effective disaster management.	AIPR	2015	DBLP DOI BibTeX RDF
16	Sebastian Fuchs	Multivariate copulas: Transformations, symmetry, order and measures of concordance.	Kybernetika	2014	DBLP DOI BibTeX RDF
16	Sebastian Fuchs, Klaus D. Schmidt	Bivariate copulas: Transformations, asymmetry and measures of concordance.	Kybernetika	2014	DBLP DOI BibTeX RDF
16	Xuexing Zeng, Jinchang Ren, Meijun Sun, Stephen Marshall, Tariq S. Durrani	Copulas for statistical signal processing (Part II): Simulation, optimal selection and practical applications.	Signal Process.	2014	DBLP DOI BibTeX RDF
16	Xuexing Zeng, Jinchang Ren, Zheng Wang 0008, Stephen Marshall, Tariq S. Durrani	Copulas for statistical signal processing (Part I): Extensions and generalization.	Signal Process.	2014	DBLP DOI BibTeX RDF
16	Serkan Eryilmaz	Modeling Dependence Between Two Multi-State Components via Copulas.	IEEE Trans. Reliab.	2014	DBLP DOI BibTeX RDF
16	Christopher G. Valicka, Richard A. Rekoske, Dusan M. Stipanovic, Ali E. Abbas	Multiattribute Utility Copulas for Multi-objective Coverage Control.	Paladyn J. Behav. Robotics	2014	DBLP DOI BibTeX RDF
16	Veni Arakelian, Dimitris Karlis	Clustering Dependencies Via Mixtures of Copulas.	Commun. Stat. Simul. Comput.	2014	DBLP DOI BibTeX RDF
16	Göran Kauermann, Renate Meyer	Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas.	Comput. Stat.	2014	DBLP DOI BibTeX RDF
16	Lei Hua, Harry Joe, Haijun Li	Relations Between Hidden Regular Variation and the Tail Order of Copulas.	J. Appl. Probab.	2014	DBLP DOI BibTeX RDF
16	Justin Bedo, Cheng Soon Ong	Multivariate Spearman's rho for aggregating ranks using copulas.	CoRR	2014	DBLP BibTeX RDF
16	Iakovos Kakouris, Berç Rustem	Robust portfolio optimization with copulas.	Eur. J. Oper. Res.	2014	DBLP DOI BibTeX RDF
16	Shaomin Wu	Construction of asymmetric copulas and its application in two-dimensional reliability modelling.	Eur. J. Oper. Res.	2014	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig	Multivariate copulas with hairpin support.	J. Multivar. Anal.	2014	DBLP DOI BibTeX RDF
16	A. Charpentier, Anne-Laure Fougères, Christian Genest, Johanna Neslehová	Multivariate Archimax copulas.	J. Multivar. Anal.	2014	DBLP DOI BibTeX RDF
16	Régis Lebrun, Anne Dutfoy	Copulas for order statistics with prescribed margins.	J. Multivar. Anal.	2014	DBLP DOI BibTeX RDF
16	Radko Mesiar, Vadoud Najjari	New families of symmetric/asymmetric copulas.	Fuzzy Sets Syst.	2014	DBLP DOI BibTeX RDF
16	Masato Kobayashi	Matrix representation of meet-irreducible discrete copulas.	Fuzzy Sets Syst.	2014	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Bernard De Baets, Hans E. De Meyer	Ortholinear and paralinear semi-copulas.	Fuzzy Sets Syst.	2014	DBLP DOI BibTeX RDF
16	Arturo Erdely, José M. González-Barrios, María M. Hernández-Cedillo	Frank's condition for multivariate Archimedean copulas.	Fuzzy Sets Syst.	2014	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	A note on quasi-copulas and signed measures.	Fuzzy Sets Syst.	2014	DBLP DOI BibTeX RDF
16	Markus Hofer, Maria Rita Iacò	Optimal Bounds for Integrals with Respect to Copulas and Applications.	J. Optim. Theory Appl.	2014	DBLP DOI BibTeX RDF
16	Jong-Min Kim 0001, Yoon-Sung Jung, Engin A. Sungur	Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data.	Model. Assist. Stat. Appl.	2014	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, Manuel Úbeda-Flores	A Characterization of the Orthogonal Grid Constructions of Copulas.	IEEE Trans. Fuzzy Syst.	2014	DBLP DOI BibTeX RDF
16	Erich-Peter Klement, Radko Mesiar, Fabio Spizzichino, Andrea Stupnanová	Universal integrals based on copulas.	Fuzzy Optim. Decis. Mak.	2014	DBLP DOI BibTeX RDF