Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Carsten Eickhoff, Arjen P. de Vries	Modelling Complex Relevance Spaces with Copulas.	CIKM	2014	DBLP DOI BibTeX RDF
16	Hang Yu 0002, Wayne Isaac T. Uy, Justin Dauwels	Modeling spatial extremes via ensemble-of-trees of pairwise copulas.	ICASSP	2014	DBLP DOI BibTeX RDF
16	Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen 0002	Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.	TES	2014	DBLP DOI BibTeX RDF
16	Ornanong Puarattanaarunkorn, Songsak Sriboonchitta	Modeling Dependency in Tourist Arrivals to Thailand from China, Korea, and Japan Using Vine Copulas.	TES	2014	DBLP DOI BibTeX RDF
16	Chakorn Praprom, Songsak Sriboonchitta	Dependence Analysis of Exchange Rate and International Trade of Thailand: Application of Vine Copulas.	TES	2014	DBLP DOI BibTeX RDF
16	Bernhard Schmelzer	Joint Distributions of Random Sets and Their Relation to Copulas.	TES	2014	DBLP DOI BibTeX RDF
16	Zheng Wei, Tonghui Wang, Wararit Panichkitkosolkul	Dependence and Association Concepts through Copulas.	TES	2014	DBLP DOI BibTeX RDF
16	Mutita Kaewkheaw, Pisit Leeahtam, Chukiat Chaiboonsri	An Analysis of Relationship between Gold Price and U.S. Dollar Index by Using Bivariate Extreme Value Copulas.	TES	2014	DBLP DOI BibTeX RDF
16	Saad Haider, Ranadip Pal	Analysis of multivariate drug sensitivity dependence structure using copulas.	GlobalSIP	2014	DBLP DOI BibTeX RDF
16	Michal Houda, Abdel Lisser	Archimedean Copulas in Joint Chance-Constrained Programming.	ICORES (Selected Papers)	2014	DBLP DOI BibTeX RDF
16	Michal Houda, Abdel Lisser	On the Use of Copulas in Joint Chance-constrained Programming.	ICORES	2014	DBLP DOI BibTeX RDF
16	Aurélie Voisin, Vladimir A. Krylov, Gabriele Moser, Sebastiano B. Serpico, Josiane Zerubia	Classification of Very High Resolution SAR Images of Urban Areas Using Copulas and Texture in a Hierarchical Markov Random Field Model.	IEEE Geosci. Remote. Sens. Lett.	2013	DBLP DOI BibTeX RDF
16	Jozef Komorník, Magda Komorníková	Modelling financial time series using reflections of copulas.	Kybernetika	2013	DBLP BibTeX RDF
16	José M. González-Barrios, María M. Hernández-Cedillo	Construction of multivariate copulas in $n$-boxes.	Kybernetika	2013	DBLP BibTeX RDF
16	Juan Fernández-Sánchez, José Juan Quesada-Molina, Manuel Úbeda-Flores	On (α, β)-homogeneous copulas.	Inf. Sci.	2013	DBLP DOI BibTeX RDF
16	Stéphane Derrode, Wojciech Pieczynski	Unsupervised data classification using pairwise Markov chains with automatic copulas selection.	Comput. Stat. Data Anal.	2013	DBLP DOI BibTeX RDF
16	Daeyoung Kim 0003, Jong-Min Kim 0001, Shu-Min Liao, Yoon-Sung Jung	Mixture of D-vine copulas for modeling dependence.	Comput. Stat. Data Anal.	2013	DBLP DOI BibTeX RDF
16	Kongsheng Zhang, Jinguan Lin, Chao Huang 0005	Some New Results on Weighted Geometric mean for copulas.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2013	DBLP DOI BibTeX RDF
16	P. Ruankong, Songkiat Sumetkijakan	Essential closures and supports of multivariate copulas.	Int. J. Approx. Reason.	2013	DBLP DOI BibTeX RDF
16	Songsak Sriboonchitta, Hung T. Nguyen 0002, Aree Wiboonpongse, Jianxu Liu	Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas.	Int. J. Approx. Reason.	2013	DBLP DOI BibTeX RDF
16	Olcay Bozkurt	Mixtures of Farlie-Gumbel-Morgenstern Copulas.	Commun. Stat. Simul. Comput.	2013	DBLP DOI BibTeX RDF
16	David Lopez-Paz, José Miguel Hernández-Lobato, Bernhard Schölkopf	Semi-Supervised Domain Adaptation with Non-Parametric Copulas	CoRR	2013	DBLP BibTeX RDF
16	Martín Egozcue, Luis Fuentes García, Wing-Keung Wong, Ricardas Zitikis	Convex combinations of quadrant dependent copulas.	Appl. Math. Lett.	2013	DBLP DOI BibTeX RDF
16	Marius Hofert, David Pham	Densities of nested Archimedean copulas.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
16	Marius Hofert, Frédéric Vrins	Sibuya copulas.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
16	Haijun Li, Peiling Wu	Extremal dependence of copulas: A tail density approach.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
16	Oliver Grothe, Stephan Nicklas	Vine constructions of Lévy copulas.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
16	Radko Mesiar, Vladimír Jágr	d-Dimensional dependence functions and Archimax copulas.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Roberto Ghiselli Ricci	On differential properties of copulas.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Roy Cerqueti, Fabio Spizzichino	Extension of dependence properties to semi-copulas and applications to the mean-variance model.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez	Absolutely continuous copulas with given sub-diagonal section.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, Manuel Úbeda-Flores	Bivariate copulas generated by perturbations.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Roberto Ghiselli Ricci	Exchangeable copulas.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
16	Federico Rotolo, Catherine Legrand, Ingrid Van Keilegom	A simulation procedure based on copulas to generate clustered multi-state survival data.	Comput. Methods Programs Biomed.	2013	DBLP DOI BibTeX RDF
16	Ronald R. Yager	Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas.	Fuzzy Optim. Decis. Mak.	2013	DBLP DOI BibTeX RDF
16	Radko Mesiar, Jozef Komorník, Magda Komorníková	On Some Construction Methods for Bivariate Copulas.	AGOP	2013	DBLP DOI BibTeX RDF
16	Fabrizio Durante	Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series.	AGOP	2013	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Bernard De Baets, Hans E. De Meyer	On the Construction of Semiquadratic Copulas.	AGOP	2013	DBLP DOI BibTeX RDF
16	Anna Kolesárová	On Quadratic Constructions of Copulas.	AGOP	2013	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez	Copulas and Self-affine Functions.	AGOP	2013	DBLP DOI BibTeX RDF
16	Radko Mesiar, Jana Kalická	Diagonal Copulas.	AGOP	2013	DBLP DOI BibTeX RDF
16	Jan Górecki, Martin Holena	Structure Determination and Estimation of Hierarchical Archimedean Copulas Based on Kendall Correlation Matrix.	NFMCP	2013	DBLP DOI BibTeX RDF
16	Christopher G. Valicka, Dusan M. Stipanovic, Ali E. Abbas	Multiattribute utility copulas for multiobjective control.	ACC	2013	DBLP DOI BibTeX RDF
16	Carsten Eickhoff, Arjen P. de Vries, Kevyn Collins-Thompson	Copulas for information retrieval.	SIGIR	2013	DBLP DOI BibTeX RDF
16	José Miguel Hernández-Lobato, James Robert Lloyd, Daniel Hernández-Lobato	Gaussian Process Conditional Copulas with Applications to Financial Time Series.	NIPS	2013	DBLP BibTeX RDF
16	Dana Hlinená, Martin Kalina, Pavol Král	Fuzzy preference modelling and some consequences for fuzzy implications and quasi-copulas.	EUSFLAT Conf.	2013	DBLP DOI BibTeX RDF
16	Tarad Jwaid, Bernard De Baets, Hans E. De Meyer, Radko Mesiar	Biconic semi-copulas with a given section.	EUSFLAT Conf.	2013	DBLP DOI BibTeX RDF
16	Anna Kolesárová, Radko Mesiar	On power stable quasi-copulas.	EUSFLAT Conf.	2013	DBLP DOI BibTeX RDF
16	David Lopez-Paz, José Miguel Hernández-Lobato, Zoubin Ghahramani	Gaussian Process Vine Copulas for Multivariate Dependence.	ICML (2)	2013	DBLP BibTeX RDF
16	Amor Keziou, Hassan Fenniri, Khalid Messou, Eric Moreau	Blind source separation of independent/dependent signals using a measure on copulas.	EUSIPCO	2013	DBLP BibTeX RDF
16	María M. Hernández-Cedillo	Topics on multivariate copulas and applications		2013	RDF
16	Klara Goethals, Paul Janssen, Luc Duchateau	Frailties and copulas, not two of a kind.	Risk Decis. Anal.	2012	DBLP DOI BibTeX RDF
16	Yaping Wang, Hoang Pham	Modeling the Dependent Competing Risks With Multiple Degradation Processes and Random Shock Using Time-Varying Copulas.	IEEE Trans. Reliab.	2012	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez, José Juan Quesada-Molina	On the α-migrativity of multivariate semi-copulas.	Inf. Sci.	2012	DBLP DOI BibTeX RDF
16	Tianyang Wang, James S. Dyer	A Copulas-Based Approach to Modeling Dependence in Decision Trees.	Oper. Res.	2012	DBLP DOI BibTeX RDF
16	Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li	Vine copulas with asymmetric tail dependence and applications to financial return data.	Comput. Stat. Data Anal.	2012	DBLP DOI BibTeX RDF
16	Alessandro Carta, Mark F. J. Steel	Modelling multi-output stochastic frontiers using copulas.	Comput. Stat. Data Anal.	2012	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez, Antonio Salmerón	Moments and associated measures of copulas with fractal support.	Appl. Math. Comput.	2012	DBLP DOI BibTeX RDF
16	Julia Piantadosi, Phil G. Howlett, Jonathan M. Borwein	Copulas with maximum entropy.	Optim. Lett.	2012	DBLP DOI BibTeX RDF
16	Vincent Pereira, Audrey Giremus, Éric Grivel	Modeling of Multipath Environment Using Copulas for Particle Filtering Based GPS Navigation.	IEEE Signal Process. Lett.	2012	DBLP DOI BibTeX RDF
16	Marta Soto, Yasser González-Fernández, Carlos Alberto Ochoa Ortíz Zezzatti	Modeling with Copulas and Vines in Estimation of Distribution Algorithms	CoRR	2012	DBLP BibTeX RDF
16	Yasser González-Fernández, Marta Soto	copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas	CoRR	2012	DBLP BibTeX RDF
16	Takeshi Emura, Weijing Wang	Nonparametric maximum likelihood estimation for dependent truncation data based on copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Jean-David Fermanian, Marten H. Wegkamp	Time-dependent copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Jan-Frederik Mai, Matthias Scherer	H-extendible copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Enkelejd Hashorva, Piotr Jaworski	Gaussian approximation of conditional elliptical copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Fentaw Abegaz, Irène Gijbels, Noël Veraverbeke	Semiparametric estimation of conditional copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Paul Ressel	Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	Marius Hofert, Martin Mächler, Alexander J. McNeil	Likelihood inference for Archimedean copulas in high dimensions under known margins.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
16	L. Robin Keller, Kelly M. Kophazi	From the Editors - Copulas, Group Preferences, Multilevel Defenders, Sharing Rewards, and Communicating Analytics.	Decis. Anal.	2012	DBLP DOI BibTeX RDF
16	Shane G. Henderson, Samuel Ehrlichman	Sharpening comparisons via gaussian copulas and semidefinite programming.	ACM Trans. Model. Comput. Simul.	2012	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez	Characterization of all copulas associated with non-continuous random variables.	Fuzzy Sets Syst.	2012	DBLP DOI BibTeX RDF
16	Wolfgang Trutschnig	Some results on the convergence of (quasi-) copulas.	Fuzzy Sets Syst.	2012	DBLP DOI BibTeX RDF
16	Yao Ouyang	A note on metrics induced by copulas.	Fuzzy Sets Syst.	2012	DBLP DOI BibTeX RDF
16	Engin A. Sungur, Jessica M. Orth	On modeling directional dependence by using copulas.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
16	Sungho Park, Sachin Gupta	Handling Endogenous Regressors by Joint Estimation Using Copulas.	Mark. Sci.	2012	DBLP DOI BibTeX RDF
16	Biljana Mileva-Boshkoska, Marko Bohanec	A Method for Ranking Non-Linear Qualitative Decision Preferences using Copulas.	Int. J. Decis. Support Syst. Technol.	2012	DBLP DOI BibTeX RDF
16	Roberto Ghiselli Ricci	A Note on Exchangeable Copulas.	IPMU (2)	2012	DBLP DOI BibTeX RDF
16	Wolfgang Trutschnig	Idempotent Copulas with Fractal Support.	IPMU (2)	2012	DBLP DOI BibTeX RDF
16	Hans E. De Meyer, Bernard De Baets, Tarad Jwaid	On a Class of Variolinear Copulas.	IPMU (2)	2012	DBLP DOI BibTeX RDF
16	Mario Rogelio Flores Mendez, Ricardo Landa	An EDA based on Bayesian networks constructed with Archimedean copulas.	NaBIC	2012	DBLP DOI BibTeX RDF
16	Wolfgang Trutschnig	Some Smoothing Properties of the Star Product of Copulas.	SMPS	2012	DBLP DOI BibTeX RDF
16	Piotr Jaworski	On Copulas and Differential Inclusions.	SMPS	2012	DBLP DOI BibTeX RDF
16	David López-Paz, José Miguel Hernández-Lobato, Bernhard Schölkopf	Semi-Supervised Domain Adaptation with Non-Parametric Copulas.	NIPS	2012	DBLP BibTeX RDF
16	Theo Berger	Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas.	OR	2012	DBLP DOI BibTeX RDF
16	Shanli Yi, Jianping Li 0001, Xiaoqian Zhu, Jichuang Feng	Mutual Information Based Copulas to Aggregate Banking Risks.	BIFE	2012	DBLP DOI BibTeX RDF
16	Aurélie Voisin, Vladimir A. Krylov, Gabriele Moser, Sebastiano B. Serpico, Josiane Zerubia	Multichannel hierarchical image classification using multivariate copulas.	Computational Imaging	2012	DBLP DOI BibTeX RDF
16	Carlo Sempi	Copulas.	International Encyclopedia of Statistical Science	2011	DBLP DOI BibTeX RDF
16	Pranesh Kumar	Copulas: Distribution Functions and Simulation.	International Encyclopedia of Statistical Science	2011	DBLP DOI BibTeX RDF
16	Umberto Cherubini	Copulas in Finance.	International Encyclopedia of Statistical Science	2011	DBLP DOI BibTeX RDF
16	Tomás Bacigál, Vladimír Jágr, Radko Mesiar	Non-exchangeable random variables, Archimax copulas and their fitting to real data.	Kybernetika	2011	DBLP BibTeX RDF
16	Andrea Stupnanová, Anna Kolesárová	Associative n - dimensional copulas.	Kybernetika	2011	DBLP BibTeX RDF
16	Fabrizio Durante, Juan Fernández-Sánchez	A note on biconic copulas.	Kybernetika	2011	DBLP BibTeX RDF
16	Ivan Kojadinovic, Jun Yan 0002	A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems.	Stat. Comput.	2011	DBLP DOI BibTeX RDF
16	Liesa Denecke, Christine H. Müller	Robust estimators and tests for bivariate copulas based on likelihood depth.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
16	Irène Gijbels, Noël Veraverbeke, Marek Omelka	Conditional copulas, association measures and their applications.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
16	Marius Hofert	Efficiently sampling nested Archimedean copulas.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
16	José Miguel Hernández-Lobato, Alberto Suárez 0001	Semiparametric bivariate Archimedean copulas.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
16	Yasukazu Yoshizawa, Naoyuki Ishimura	Evolution of bivariate copulas in discrete processes.	JSIAM Lett.	2011	DBLP DOI BibTeX RDF
16	Serkan Eryilmaz	Estimation in coherent reliability systems through copulas.	Reliab. Eng. Syst. Saf.	2011	DBLP DOI BibTeX RDF