Search results for "Copula"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Alfredo A. Kalaitzis, Ricardo Bezerra de Andrade e Silva	Flexible Sampling for the Gaussian Copula Extended Rank Likelihood Model.	CoRR	2013	DBLP BibTeX RDF
14	Yaniv Tenzer, Gal Elidan	Speedy Model Selection (SMS) for Copula Models.	CoRR	2013	DBLP BibTeX RDF
14	Xuhui Fan 0001, Longbing Cao, Richard Yi Da Xu	Copula Mixed-Membership Stochastic Blockmodel for Intra-Subgroup Correlations.	CoRR	2013	DBLP BibTeX RDF
14	Young Shin Kim, David S. Volkmann	Normal tempered stable copula.	Appl. Math. Lett.	2013	DBLP DOI BibTeX RDF
14	Axel Bücher, Martin Ruppert	Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
14	Jakob Stöber, Harry Joe, Claudia Czado	Simplified pair copula constructions - Limitations and extensions.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
14	Pavel Krupskii, Harry Joe	Factor copula models for multivariate data.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
14	Elena Di Bernardino, Véronique Maume-Deschamps, Clémentine Prieur	Estimating a bivariate tail: A copula based approach.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
14	Axel Bücher, Stanislav Volgushev	Empirical and sequential empirical copula processes under serial dependence.	J. Multivar. Anal.	2013	DBLP DOI BibTeX RDF
14	Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi	A note on the notion of singular copula.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
14	Bernard De Baets, Hans E. De Meyer	On a conjecture about the Frank copula family.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
14	Ali Dolati, Juan Fernández-Sánchez, Manuel Úbeda-Flores	A copula-based family of fuzzy implication operators.	Fuzzy Sets Syst.	2013	DBLP DOI BibTeX RDF
14	Mohammad Hossein Gholizadeh, Hamidreza Amindavar, James A. Ritcey	Analytic Nakagami fading parameter estimation in dependent noise channel using copula.	EURASIP J. Adv. Signal Process.	2013	DBLP DOI BibTeX RDF
14	Ignacio Segovia-Dominguez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce	The Gaussian Polytree EDA with Copula Functions and Mutations.	EVOLVE	2013	DBLP DOI BibTeX RDF
14	Katarzyna Kuziak	Vulnerability of Copula-VaR to Misspecification of Margins and Dependence Structure.	Algorithms from and for Nature and Life	2013	DBLP DOI BibTeX RDF
14	Tomás Bacigál	R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula.	AGOP	2013	DBLP DOI BibTeX RDF
14	Xujin Chen, Donglei Du, Luis Fernando Zuluaga	Copula-Based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines.	SAGT	2013	DBLP DOI BibTeX RDF
14	Erich-Peter Klement, Fabio Spizzichino, Radko Mesiar, Andrea Stupnanová	Copula-based universal integrals.	FUZZ-IEEE	2013	DBLP DOI BibTeX RDF
14	Ranjit Ghoshal, Anandarup Roy, Swapan K. Parui	A Copula Based Statistical Model for Text Extraction from Scene Images.	PReMI	2013	DBLP DOI BibTeX RDF
14	Yaniv Tenzer, Gal Elidan	Speedy Model Selection (SMS) for Copula Models.	UAI	2013	DBLP BibTeX RDF
14	Justin Dauwels, Hang Yu 0002, Shiyan Xu, Xueou Wang	Copula Gaussian graphical model for discrete data.	ICASSP	2013	DBLP DOI BibTeX RDF
14	Alireza Bayestehtashk, Izhak Shafran	Parsimonious multivariate copula model for density estimation.	ICASSP	2013	DBLP DOI BibTeX RDF
14	Abdullah A. I. Alnajem, Ning Zhang 0001	A Copula-Based Fraud Detection (CFD) Method for Detecting Evasive Fraud Patterns in a Corporate Mobile Banking Context.	ICITCS	2013	DBLP DOI BibTeX RDF
14	Andreas Merikas, Anna Merika, Henry Penikas	Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach.	ITQM	2013	DBLP DOI BibTeX RDF
14	Xiaoqian Zhu, Yilin Li, Changzhi Liang, Jianming Chen, Dengsheng Wu	Copula based Change Point Detection for Financial Contagion in Chinese Banking.	ITQM	2013	DBLP DOI BibTeX RDF
14	Changzhi Liang, Xiaoqian Zhu, Yilin Li, Xiaolei Sun, Jianming Chen, Jianping Li 0001	Integrating Credit and Market Risk: A Factor Copula based Method.	ITQM	2013	DBLP DOI BibTeX RDF
14	Ying Gao, Lingxi Peng, Fufang Li, Miao Liu 0005, Xiao Hu	EDA-Based Multi-objective Optimization Using Preference Order Ranking and Multivariate Gaussian Copula.	ISNN (2)	2013	DBLP DOI BibTeX RDF
14	David Neuhäuser, Christian Hirsch, Catherine Gloaguen, Volker Schmidt	A Parametric Copula Approach for Modelling Shortest-Path Trees in Telecommunication Networks.	ASMTA	2013	DBLP DOI BibTeX RDF
14	Zuhair Bahraoui, Catalina Bolancé, Ramon Alemany	Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions.	MS	2013	DBLP DOI BibTeX RDF
14	Miriam Redi, Bernard Mérialdo	Direct modeling of image keypoints distribution through copula-based image signatures.	ICMR	2013	DBLP DOI BibTeX RDF
14	Huabin Ruan, Xiaomeng Huang, Haohuan Fu, Guangwen Yang, Wayne Luk, Sébastien Racanière, Oliver Pell, Wenjing Han	An FPGA-Based Data Flow Engine for Gaussian Copula Model.	FCCM	2013	DBLP DOI BibTeX RDF
14	Qian Zhang, Junping Zhang, Chenghai Xue	Measuring Reproducibility of High-Throughput Deep-Sequencing Experiments Based on Self-adaptive Mixture Copula.	PAKDD (1)	2013	DBLP DOI BibTeX RDF
14	Rongjing Xiang, Jennifer Neville	Collective inference for network data with copula latent markov networks.	WSDM	2013	DBLP DOI BibTeX RDF
14	Jian-Hui Yang, Ying-Ying Chen	A New Model of Minimum Variance Hedge Ratio: EGARCH-Copula-EWMA.	CIS	2013	DBLP DOI BibTeX RDF
14	Jianjun Xu, Fangzhou Yu	The Risk Dependence Structure between the Futures and Spot Market - A Mixture Copula Approach.	BIFE	2013	DBLP DOI BibTeX RDF
14	Ying Zhang, Wen Xu 0004	Speech source localization based on copula rank correlation matrix.	ChinaSIP	2013	DBLP DOI BibTeX RDF
14	Elad Eban, Gideon Rothschild, Adi Mizrahi, Israel Nelken, Gal Elidan	Dynamic Copula Networks for Modeling Real-valued Time Series.	AISTATS	2013	DBLP BibTeX RDF
14	Anandarup Roy, Swapan K. Parui, Utpal Roy	A Pair-Copula Based Scheme for Text Extraction from Digital Images.	ICDAR	2013	DBLP DOI BibTeX RDF
14	Gal Elidan	Copula Network Classifiers (CNCs).	AISTATS	2012	DBLP BibTeX RDF
14	Anna Petricková, Magda Komorníková	Copula approach to residuals of regime-switching models.	Kybernetika	2012	DBLP BibTeX RDF
14	Sotirios P. Chatzis, Yiannis Demiris	The copula echo state network.	Pattern Recognit.	2012	DBLP DOI BibTeX RDF
14	Jian Ma, Zeng-qi Sun, Sheng Chen, Honghai Liu 0001	Dependence tree structure estimation via copula.	Int. J. Autom. Comput.	2012	DBLP DOI BibTeX RDF
14	Xiaoping Wang, Huimin Gao, Jianchao Zeng 0001	Estimation of distribution algorithms based on two copula selection methods.	Int. J. Comput. Sci. Math.	2012	DBLP DOI BibTeX RDF
14	Leming Qu, Wotao Yin	Copula density estimation by total variation penalized likelihood with linear equality constraints.	Comput. Stat. Data Anal.	2012	DBLP DOI BibTeX RDF
14	Carlos Almeida, Claudia Czado	Efficient Bayesian inference for stochastic time-varying copula models.	Comput. Stat. Data Anal.	2012	DBLP DOI BibTeX RDF
14	F. Marta L. Di Lascio, Simone Giannerini	A Copula-Based Algorithm for Discovering Patterns of Dependent Observations.	J. Classif.	2012	DBLP DOI BibTeX RDF
14	Zhe Chen, Qunfang Bao, Shenghong Li, Jianli Chen	Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model.	Appl. Math. Comput.	2012	DBLP DOI BibTeX RDF
14	Nabil Channouf, Pierre L'Ecuyer	A normal copula model for the arrival process in a call center.	Int. Trans. Oper. Res.	2012	DBLP DOI BibTeX RDF
14	Xunfa Lu, Kin Keung Lai, Liang Liang 0001	Dependence between stock returns and investor sentiment in Chinese markets: A copula approach.	J. Syst. Sci. Complex.	2012	DBLP DOI BibTeX RDF
14	Mathieu Vrac, Lynne Billard, Edwin Diday, Alain Chédin	Copula analysis of mixture models.	Comput. Stat.	2012	DBLP DOI BibTeX RDF
14	Barnabás Póczos, Zoubin Ghahramani, Jeff G. Schneider	Copula-based Kernel Dependency Measures	CoRR	2012	DBLP BibTeX RDF
14	Mélanie Rey, Volker Roth 0001	Copula Mixture Model for Dependency-seeking Clustering.	CoRR	2012	DBLP BibTeX RDF
14	Gal Elidan	Inference-less Density Estimation using Copula Bayesian Networks	CoRR	2012	DBLP BibTeX RDF
14	Wuyi Ye, Xiaoquan Liu, Baiqi Miao	Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions.	Eur. J. Oper. Res.	2012	DBLP DOI BibTeX RDF
14	Selma Jayech, Naceur Ben Zina	Measuring financial contagion in the stock markets using a copula approach.	Int. J. Data Anal. Tech. Strateg.	2012	DBLP DOI BibTeX RDF
14	Craig Friedman, Jinggang Huang, Yangyong Zhang, Wenbo Cao	Missing value imputation via copula and transformation methods, with applications to financial and economic data.	Int. J. Data Anal. Tech. Strateg.	2012	DBLP DOI BibTeX RDF
14	Martial Longla, Magda Peligrad	Some aspects of modeling dependence in copula-based Markov chains.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Christian Genest	Preface to the Special Issue on Copula Modeling and Dependence.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Elif F. Acar, Christian Genest, Johanna Neslehová	Beyond simplified pair-copula constructions.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Radu V. Craiu, Avideh Sabeti	In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra	Copula-based semiparametric models for multivariate time series.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Ingrid Hobæk Haff	Comparison of estimators for pair-copula constructions.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Chengguo Weng, Yi Zhang	Characterization of multivariate heavy-tailed distribution families via copula.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Axel Bücher, Holger Dette, Stanislav Volgushev	A test for Archimedeanity in bivariate copula models.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Andrew J. Patton	A review of copula models for economic time series.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Narayanaswamy Balakrishnan 0001, Félix Belzunce, Miguel A. Sordo, Alfonso Suárez-Llorens	Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data.	J. Multivar. Anal.	2012	DBLP DOI BibTeX RDF
14	Dorota Kurowicka	Conditionalization of Copula-Based Models.	Decis. Anal.	2012	DBLP DOI BibTeX RDF
14	Yongqiao Wang, He Ni, Shouyang Wang	Nonparametric bivariate copula estimation based on shape-restricted support vector regression.	Knowl. Based Syst.	2012	DBLP DOI BibTeX RDF
14	Lan Zhang, Vijay P. Singh	Bivariate Rainfall and Runoff Analysis Using Entropy and Copula Theories.	Entropy	2012	DBLP DOI BibTeX RDF
14	Arkady E. Shemyakin, Stan Lipovetsky	Editorial: Modern applications of copula and financial modeling.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
14	Patrick Persons, Mark Jadin, Jennifer Woychik	Modeling financial markets using copula functions.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
14	Vadim A. Gordeev, Alexander Knyazev, Arkady E. Shemyakin	Selection of copula model for inter-market dependence.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
14	Irina K. Andrievskaya, Henry Penikas	Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
14	Daiho Uhm, Jong-Min Kim 0001, Yoon-Sung Jung	Large asymmetry and directional dependence by using copula modeling to currency exchange rates.	Model. Assist. Stat. Appl.	2012	DBLP DOI BibTeX RDF
14	Hang Yu 0002, Justin Dauwels, Xueou Wang	Copula Gaussian graphical models with hidden variables.	ICASSP	2012	DBLP DOI BibTeX RDF
14	Ahmet Bilgili, Aydin Öztürk, Murat Kurt	Representing BRDF by wavelet transformation of pair-copula constructions.	SCCG	2012	DBLP DOI BibTeX RDF
14	Erich-Peter Klement, Radko Mesiar	Copula-Based Integration of Vector-Valued Functions.	IPMU (4)	2012	DBLP DOI BibTeX RDF
14	Anandarup Roy, Swapan K. Parui, Utpal Roy	A finite mixture model based on pair-copula construction of multivariate distributions and its application to color image segmentation.	ICVGIP	2012	DBLP DOI BibTeX RDF
14	Yibing Chen, Lingling Zhang 0001, Yong Shi 0001	Modeling Return Rate Correlation between Shanghai and Shenzhen Stock Markets Using Copula Function.	Web Intelligence/IAT Workshops	2012	DBLP DOI BibTeX RDF
14	Deng Cao, Cunjian Chen, Donald A. Adjeroh, Arun Ross	Predicting gender and weight from human metrology using a copula model.	BTAS	2012	DBLP DOI BibTeX RDF
14	Jianhui Yang, Bin Yang	Study on Portfolio La-VaR Analysis Based on Copula-Kernel Model.	CIS	2012	DBLP DOI BibTeX RDF
14	Ping Li 0037, Libo Yin	A Copula-based Regime-switching Model for Rainbow Option Pricing.	BIFE	2012	DBLP DOI BibTeX RDF
14	Mélanie Rey, Volker Roth 0001	Copula Mixture Model for Dependency-seeking Clustering.	ICML	2012	DBLP BibTeX RDF
14	Han Liu 0001, Fang Han, Ming Yuan 0001, John D. Lafferty, Larry A. Wasserman	High Dimensional Semiparametric Gaussian Copula Graphical Models.	ICML	2012	DBLP BibTeX RDF
14	Barnabás Póczos, Zoubin Ghahramani, Jeff G. Schneider	Copula-based Kernel Dependency Measures.	ICML	2012	DBLP BibTeX RDF
14	Hang Yu 0002, Zheng Choo, Wayne Isaac T. Uy, Justin Dauwels, Philip Jonathan	Modeling extreme events in spatial domain by copula graphical models.	FUSION	2012	DBLP BibTeX RDF
14	Hang Yu 0002, Justin Dauwels, Xu Zhang, Shiyan Xu, Wayne Isaac T. Uy	Copula Gaussian multiscale graphical models with application to geophysical modeling.	FUSION	2012	DBLP BibTeX RDF
14	Enrico Bernardi, Silvia Romagnoli	Computing the volume of a high-dimensional semi-unsupervised hierarchical copula.	Int. J. Comput. Math.	2011	DBLP DOI BibTeX RDF
14	Ashok Sundaresan, Pramod K. Varshney, Nageswara S. V. Rao	Copula-Based Fusion of Correlated Decisions.	IEEE Trans. Aerosp. Electron. Syst.	2011	DBLP DOI BibTeX RDF
14	Jerald F. Lawless, Yildiz E. Yilmaz	Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
14	Ran Zhang, Claudia Czado, Aleksey Min	Efficient maximum likelihood estimation of copula based meta t-distributions.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
14	Jong-Min Kim 0001, Yoon-Sung Jung, Taeryon Choi, Engin A. Sungur	Partial correlation with copula modeling.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
14	Mohamed M. Shoukri, Pranesh Kumar, Dilek Colak	Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
14	N. G. Denman, James M. McGree, John A. Eccleston, Stephen B. Duffull	Design of experiments for bivariate binary responses modelled by Copula functions.	Comput. Stat. Data Anal.	2011	DBLP DOI BibTeX RDF
14	Ning Zhao, Winston T. Lin	A copula entropy approach to correlation measurement at the country level.	Appl. Math. Comput.	2011	DBLP DOI BibTeX RDF
14	Chuanhe Shen, Xiangrong Wang	Analysis of Convertible Bond Value Based on Integration of Support Vector Machine and Copula Function.	Commun. Stat. Simul. Comput.	2011	DBLP DOI BibTeX RDF
14	Gregor Weiß	Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study.	Comput. Stat.	2011	DBLP DOI BibTeX RDF
14	Hongming Yang, Wenjun Xu, Junhua Zhao 0001, Dianhui Wang, Zhaoyang Dong	Predicting the probability of ice storm damages to electricity transmission facilities based on ELM and Copula function.	Neurocomputing	2011	DBLP DOI BibTeX RDF
14	John H. J. Einmahl, Ramon van den Akker	Superefficient estimation of the marginals by exploiting knowledge on the copula.	J. Multivar. Anal.	2011	DBLP DOI BibTeX RDF
14	Umberto Cherubini, Sabrina Mulinacci, Silvia Romagnoli	A copula-based model of speculative price dynamics in discrete time.	J. Multivar. Anal.	2011	DBLP DOI BibTeX RDF