Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Michael D. Perlman, Jon A. Wellner	Squaring the Circle and Cubing the Sphere: Circular and Spherical Copulas.	Symmetry	2011	DBLP DOI BibTeX RDF
16	Vladimir A. Krylov, Gabriele Moser, Sebastiano B. Serpico, Josiane Zerubia	Supervised High-Resolution Dual-Polarization SAR Image Classification by Finite Mixtures and Copulas.	IEEE J. Sel. Top. Signal Process.	2011	DBLP DOI BibTeX RDF
16	Hannes Kazianka, Jürgen Pilz	Bayesian spatial modeling and interpolation using copulas.	Comput. Geosci.	2011	DBLP DOI BibTeX RDF
16	Ahcène Bounceur, Salvador Mir, Haralampos-G. D. Stratigopoulos	Estimation of Analog Parametric Test Metrics Using Copulas.	IEEE Trans. Comput. Aided Des. Integr. Circuits Syst.	2011	DBLP DOI BibTeX RDF
16	Michal Kaut, Stein W. Wallace	Shape-based scenario generation using copulas.	Comput. Manag. Sci.	2011	DBLP DOI BibTeX RDF
16	Edith Kovács, Tamás Szántai	Vine copulas as a mean for the construction of high dimensional probability distribution associated to a Markov Network	CoRR	2011	DBLP BibTeX RDF
16	Lei Hua, Harry Joe	Tail order and intermediate tail dependence of multivariate copulas.	J. Multivar. Anal.	2011	DBLP DOI BibTeX RDF
16	Eckhard Liebscher	Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250].	J. Multivar. Anal.	2011	DBLP DOI BibTeX RDF
16	Paul Ressel	Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas.	J. Multivar. Anal.	2011	DBLP DOI BibTeX RDF
16	Juan Fernández-Sánchez, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	Bivariate quasi-copulas and doubly stochastic signed measures.	Fuzzy Sets Syst.	2011	DBLP DOI BibTeX RDF
16	Jong-Min Kim 0001, Engin A. Sungur, Taeryon Choi, Tae-Young Heo	Generalized bivariate copulas and their properties.	Model. Assist. Stat. Appl.	2011	DBLP DOI BibTeX RDF
16	Peter J. Danaher, Michael S. Smith	Modeling Multivariate Distributions Using Copulas: Applications in Marketing.	Mark. Sci.	2011	DBLP DOI BibTeX RDF
16	Peter J. Danaher, Michael S. Smith	Rejoinder - Estimation Issues for Copulas Applied to Marketing Data.	Mark. Sci.	2011	DBLP DOI BibTeX RDF
16	Jacques Touboul	Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit.	Algorithms	2011	DBLP DOI BibTeX RDF
16	Nader Naifar	Modelling dependence structure with Archimedean copulas and applications to the iTraxx CDS index.	J. Comput. Appl. Math.	2011	DBLP DOI BibTeX RDF
16	Roland Kwitt, Peter Meerwald, Andreas Uhl	Efficient Texture Image Retrieval Using Copulas in a Bayesian Framework.	IEEE Trans. Image Process.	2011	DBLP DOI BibTeX RDF
16	Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Mariano J. J. Rivera-Meraz, Enrique Raúl Villa Diharce	Using Gaussian Copulas in Supervised Probabilistic Classification.	Soft Computing for Intelligent Control and Mobile Robotics	2011	DBLP DOI BibTeX RDF
16	Kamel Beznia, Ahcène Bounceur, Reinhardt Euler	Analog performance prediction based on archimedean copulas generation algorithm.	IDT	2011	DBLP DOI BibTeX RDF
16	Ying Gao, Xiao Hu, Huiliang Liu, Fufang Li, Lingxi Peng	Opposition-Based Learning Estimation of Distribution Algorithm with Gaussian Copulas and Its Application to Placement of RFID Readers.	AICI (1)	2011	DBLP DOI BibTeX RDF
16	Chunyan Chang, Lifang Wang	A Multi-population Parallel Estimation of Distribution Algorithms Based on Clayton and Gumbel Copulas.	AICI (1)	2011	DBLP DOI BibTeX RDF
16	Mohammed Rana Basheer, Sarangapani Jagannathan	Localization of Objects Using Cross-Correlation of Shadow Fading Noise and Copulas.	GLOBECOM	2011	DBLP DOI BibTeX RDF
16	Biljana Mileva-Boshkoska, Marko Bohanec	Ranking of qualitative decision options using copulas.	OR	2011	DBLP DOI BibTeX RDF
16	Arun Subramanian, Ashok Sundaresan, Pramod K. Varshney	Fusion for the detection of dependent signals using multivariate copulas.	FUSION	2011	DBLP BibTeX RDF
16	Radko Mesiar, Monika Pekárová	DUCS copulas.	Kybernetika	2010	DBLP BibTeX RDF
16	José M. González-Barrios	Statistical aspects of associativity for copulas.	Kybernetika	2010	DBLP BibTeX RDF
16	María Concepción Ausín, Hedibert Freitas Lopes	Time-varying joint distribution through copulas.	Comput. Stat. Data Anal.	2010	DBLP DOI BibTeX RDF
16	Dean Fantazzini	Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects.	Comput. Stat. Data Anal.	2010	DBLP DOI BibTeX RDF
16	Erich-Peter Klement, Anna Kolesárová, Radko Mesiar, Andrea Stupnanová	Lipschitz Continuity of Discrete Universal integrals Based on copulas.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2010	DBLP DOI BibTeX RDF
16	Nicolas Brunel, Jérôme Lapuyade-Lahorgue, Wojciech Pieczynski	Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas.	IEEE Trans. Autom. Control.	2010	DBLP DOI BibTeX RDF
16	Aristidis K. Nikoloulopoulos, Dimitris Karlis	Modeling Multivariate Count Data Using Copulas.	Commun. Stat. Simul. Comput.	2010	DBLP DOI BibTeX RDF
16	Tiziano Bellini	Detecting atypical observations in financial data: the forward search for elliptical copulas.	Adv. Data Anal. Classif.	2010	DBLP DOI BibTeX RDF
16	Nigel Meade, Towhidul Islam	Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study.	Eur. J. Oper. Res.	2010	DBLP DOI BibTeX RDF
16	Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos	Tail dependence functions and vine copulas.	J. Multivar. Anal.	2010	DBLP DOI BibTeX RDF
16	Alexander J. McNeil, Johanna Neslehová	From Archimedean to Liouville copulas.	J. Multivar. Anal.	2010	DBLP DOI BibTeX RDF
16	Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer	Constructing hierarchical Archimedean copulas with Lévy subordinators.	J. Multivar. Anal.	2010	DBLP DOI BibTeX RDF
16	Samuel Kotz, Johan René van Dorp	Generalized Diagonal Band Copulas with Two-Sided Generating Densities.	Decis. Anal.	2010	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Fabio Spizzichino	Semi-copulas, capacities and families of level sets.	Fuzzy Sets Syst.	2010	DBLP DOI BibTeX RDF
16	Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	Quasi-copulas and signed measures.	Fuzzy Sets Syst.	2010	DBLP DOI BibTeX RDF
16	Arturo Erdely, José M. González-Barrios	A nonparametric symmetry test for absolutely continuous bivariate copulas.	Stat. Methods Appl.	2010	DBLP DOI BibTeX RDF
16	Alfredo Cuesta-Infante, Roberto Santana 0001, José Ignacio Hidalgo, Concha Bielza, Pedro Larrañaga	Bivariate empirical and n-variate Archimedean copulas in estimation of distribution algorithms.	IEEE Congress on Evolutionary Computation	2010	DBLP DOI BibTeX RDF
16	Satish G. Iyengar, Justin Dauwels, Pramod K. Varshney, Andrzej Cichocki	Quantifying EEG synchrony using copulas.	ICASSP	2010	DBLP DOI BibTeX RDF
16	Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Mariano J. J. Rivera-Meraz, Enrique Raúl Villa Diharce	Supervised Probabilistic Classification Based on Gaussian Copulas.	MICAI (2)	2010	DBLP DOI BibTeX RDF
16	Qifa Xu, Shaojie Liu, Jingdong Liu	A new method for dynamic portfolio choice based on copulas.	ICNC	2010	DBLP DOI BibTeX RDF
16	Ping Li 0037, Guangdong Huang	Credit Spread Option Pricing by Dynamic Copulas.	NSS	2010	DBLP DOI BibTeX RDF
16	Enrique de Amo, Manuel Díaz Carrillo, Juan Fernández-Sánchez	On Concordance Measures and Copulas with Fractal Support.	SMPS	2010	DBLP DOI BibTeX RDF
16	Hans E. De Meyer, Bernard De Baets	Functional Inequalities Characterizing the Frank Family of Copulas.	SMPS	2010	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Jan-Frederik Mai	Representation of Exchangeable Sequences by Means of Copulas.	SMPS	2010	DBLP DOI BibTeX RDF
16	Ignacio Montes, Davide Martinetti, Susana Díaz, Susana Montes	Comparison of Random Variables Coupled by Archimedean Copulas.	SMPS	2010	DBLP DOI BibTeX RDF
16	Peter Grundke, Simone Dieckmann	Copulas, Goodness-of-Fit Tests and Measurement of Stochastic Dependencies Before and During the Financial Crisis.	OR	2010	DBLP DOI BibTeX RDF
16	Bernard De Baets	Quasi-copulas: A Bridge between Fuzzy Set Theory and Probability Theory.	IUM	2010	DBLP DOI BibTeX RDF
16	Ricardo Bezerra de Andrade e Silva, Robert B. Gramacy	MCMC Methods for Bayesian Mixtures of Copulas.	AISTATS	2009	DBLP BibTeX RDF
16	Eckhard Liebscher	Semiparametric Estimation of the Parameters of Multivariate Copulas.	Kybernetika	2009	DBLP BibTeX RDF
16	Ali Dolati, Manuel Úbeda-Flores	Constructing Copulas by Means of Pairs of Order Statistics.	Kybernetika	2009	DBLP BibTeX RDF
16	Tarad Jwaid, Bernard De Baets, Hans E. De Meyer	Orbital Semilinear Copulas.	Kybernetika	2009	DBLP BibTeX RDF
16	Fabrizio Durante, Pier Luigi Papini	Componentwise Concave Copulas and Their Asymmetry.	Kybernetika	2009	DBLP BibTeX RDF
16	Jan-Frederik Mai, Matthias Scherer	Efficiently sampling exchangeable Cuadras-Augé copulas in high dimensions.	Inf. Sci.	2009	DBLP DOI BibTeX RDF
16	Fabrizio Durante, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	New constructions of diagonal patchwork copulas.	Inf. Sci.	2009	DBLP DOI BibTeX RDF
16	Piotr Jaworski	On copulas and their diagonals.	Inf. Sci.	2009	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Radko Mesiar, Susanne Saminger-Platz	Editorial to the special issue devoted to "Copulas, measures and integrals".	Inf. Sci.	2009	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Roberto Ghiselli Ricci	Supermigrative semi-copulas and triangular norms.	Inf. Sci.	2009	DBLP DOI BibTeX RDF
16	Ali E. Abbas	Multiattribute Utility Copulas.	Oper. Res.	2009	DBLP DOI BibTeX RDF
16	Dean Fantazzini	The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study.	Comput. Stat. Data Anal.	2009	DBLP DOI BibTeX RDF
16	Taoufik Bouezmarni, Jeroen V. K. Rombouts	Semiparametric multivariate density estimation for positive data using copulas.	Comput. Stat. Data Anal.	2009	DBLP DOI BibTeX RDF
16	Jong-Min Kim 0001, Yoon-Sung Jung, Tim Soderberg	Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas.	Commun. Stat. Simul. Comput.	2009	DBLP DOI BibTeX RDF
16	Arthur Charpentier, Johan Segers	Tails of multivariate Archimedean copulas.	J. Multivar. Anal.	2009	DBLP DOI BibTeX RDF
16	Roel Braekers, Ingrid Van Keilegom	Flexible modeling based on copulas in nonparametric median regression.	J. Multivar. Anal.	2009	DBLP DOI BibTeX RDF
16	Jan-Frederik Mai, Matthias Scherer	Lévy-frailty copulas.	J. Multivar. Anal.	2009	DBLP DOI BibTeX RDF
16	Bruno N. Rémillard, Olivier Scaillet	Testing for equality between two copulas.	J. Multivar. Anal.	2009	DBLP DOI BibTeX RDF
16	Jian Chen, Liang Peng, Yichuan Zhao	Empirical likelihood based confidence intervals for copulas.	J. Multivar. Anal.	2009	DBLP DOI BibTeX RDF
16	Susanne Saminger-Platz	The dominance relation in some families of continuous Archimedean t-norms and copulas.	Fuzzy Sets Syst.	2009	DBLP DOI BibTeX RDF
16	Bernard De Baets, Hans E. De Meyer, Susana Díaz	On an idempotent transformation of aggregation functions and its application on absolutely continuous Archimedean copulas.	Fuzzy Sets Syst.	2009	DBLP DOI BibTeX RDF
16	José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	Some new characterizations and properties of quasi-copulas.	Fuzzy Sets Syst.	2009	DBLP DOI BibTeX RDF
16	Roger B. Nelsen, José Juan Quesada-Molina, José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	Kendall distribution functions and associative copulas.	Fuzzy Sets Syst.	2009	DBLP DOI BibTeX RDF
16	Arno Onken, Steffen Grünewälder, Matthias H. J. Munk, Klaus Obermayer	Analyzing Short-Term Noise Dependencies of Spike-Counts in Macaque Prefrontal Cortex Using Copulas and the Flashlight Transformation.	PLoS Comput. Biol.	2009	DBLP DOI BibTeX RDF
16	Youssef Stitou, Noureddine Lasmar, Yannick Berthoumieu	Copulas based multivariate gamma modeling for texture classification.	ICASSP	2009	DBLP DOI BibTeX RDF
16	Radko Mesiar, Vladimír Jágr, Monika Juránová, Magda Komorníková	Univariate conditioning of copulas.	Kybernetika	2008	DBLP BibTeX RDF
16	Arturo Erdely, José M. González-Barrios, Roger B. Nelsen	Symmetries of random discrete copulas.	Kybernetika	2008	DBLP BibTeX RDF
16	Gaspar Mayor, Radko Mesiar, Joan Torrens	On quasi-homogeneous copulas.	Kybernetika	2008	DBLP BibTeX RDF
16	Franco Pellerey	On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas.	Kybernetika	2008	DBLP BibTeX RDF
16	Piotr Jaworski, Tomasz Rychlik	On distributions of order statistics for absolutely continuous copulas with applications to reliability.	Kybernetika	2008	DBLP BibTeX RDF
16	Manuel Úbeda-Flores	Extreme distribution functions of copulas.	Kybernetika	2008	DBLP BibTeX RDF
16	Fabrizio Durante, Radko Mesiar, Carlo Sempi	Editorial to the special issue on "Random Variables, Joint Distribution Functions, and Copulas".	Kybernetika	2008	DBLP BibTeX RDF
16	José Antonio Rodríguez-Lallena, Manuel Úbeda-Flores	Quasi-copulas with quadratic sections in one variable.	Kybernetika	2008	DBLP BibTeX RDF
16	Dimitrina S. Dimitrova, Vladimir K. Kaishev, Spiridon I. Penev	GeD spline estimation of multivariate Archimedean copulas.	Comput. Stat. Data Anal.	2008	DBLP DOI BibTeX RDF
16	Marius Hofert	Sampling Archimedean copulas.	Comput. Stat. Data Anal.	2008	DBLP DOI BibTeX RDF
16	Andréas Heinen, Erick Rengifo	Multivariate reduced rank regression in non-Gaussian contexts, using copulas.	Comput. Stat. Data Anal.	2008	DBLP DOI BibTeX RDF
16	Grégoire Mercier, Gabriele Moser, Sebastiano B. Serpico	Conditional Copulas for Change Detection in Heterogeneous Remote Sensing Images.	IEEE Trans. Geosci. Remote. Sens.	2008	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi	Semilinear copulas.	Fuzzy Sets Syst.	2008	DBLP DOI BibTeX RDF
16	Isabel Aguiló, Jaume Suñer, Joan Torrens	Matrix representation of discrete quasi-copulas.	Fuzzy Sets Syst.	2008	DBLP DOI BibTeX RDF
16	Isabel Aguiló, Jaume Suñer, Joan Torrens	Representation of discrete quasi-copulas through non-square matrices.	CCIA	2008	DBLP DOI BibTeX RDF
16	Arturo Erdely, José M. González-Barrios	A Small-Sample Nonparametric Independence Test for the Archimedean Family of Bivariate Copulas.	SMPS	2008	DBLP DOI BibTeX RDF
16	Bernard De Baets, Hans E. De Meyer, Radko Mesiar	Asymmetric semilinear copulas.	Kybernetika	2007	DBLP BibTeX RDF
16	Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi	Copulas with given values on a horizontal and a vertical section.	Kybernetika	2007	DBLP BibTeX RDF
16	Fabrizio Durante, Erich-Peter Klement, José Juan Quesada-Molina, Peter Sarkoci	Remarks on Two Product-like Constructions for Copulas.	Kybernetika	2007	DBLP BibTeX RDF
16	Manuel Úbeda-Flores	A new family of trivariate proper quasi-copulas.	Kybernetika	2007	DBLP BibTeX RDF
16	Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores	On a family of multivariate copulas for aggregation processes.	Inf. Sci.	2007	DBLP DOI BibTeX RDF
16	Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle	Comparison of semiparametric and parametric methods for estimating copulas.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
16	Jadran Dobric, Friedrich Schmid	A goodness of fit test for copulas based on Rosenblatt's transformation.	Comput. Stat. Data Anal.	2007	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Anna Kolesárová, Radko Mesiar, Carlo Sempi	Copulas with Given Diagonal Sections: Novel Constructions and Applications.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2007	DBLP DOI BibTeX RDF
16	Florence Wu, Emiliano Valdez, Michael Sherris	Simulating from Exchangeable Archimedean Copulas.	Commun. Stat. Simul. Comput.	2007	DBLP DOI BibTeX RDF