Search results for "Copulas"

Hits ?▲	Authors	Title	Venue	Year	Link
16	Gang Cheng, Ping Li 0037, Peng Shi 0003	A new algorithm based on copulas for VaR valuation with empirical calculations.	Theor. Comput. Sci.	2007	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Pier Luigi Papini	A weakening of Schur-concavity for copulas.	Fuzzy Sets Syst.	2007	DBLP DOI BibTeX RDF
16	Kristina Sutiene, Henrikas Pranevicius	Scenario Generation Employing Copulas.	World Congress on Engineering	2007	DBLP BibTeX RDF
16	Fabrizio Durante, José Juan Quesada-Molina, Manuel Úbeda-Flores	A Method for Constructing Multivariate Copulas.	EUSFLAT Conf. (1)	2007	DBLP BibTeX RDF
16	Isabel Aguiló, Jaume Suñer, Joan Torrens	A New Look on Discrete Quasi-copulas.	EUSFLAT Conf. (1)	2007	DBLP BibTeX RDF
16	Elisabetta Alvoni, Fabrizio Durante, Pier Luigi Papini, Carlo Sempi	Different Types of Convexity and Concavity for Copulas.	EUSFLAT Conf. (1)	2007	DBLP BibTeX RDF
16	Grégoire Mercier, Lynda Bouchemakh, Youcef Smara	The use of multidimensional copulas to describe amplitude distribution of polarimetric SAR data.	IGARSS	2007	DBLP DOI BibTeX RDF
16	Oriol Roch, Antonio Alegre	Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market.	Comput. Stat. Data Anal.	2006	DBLP DOI BibTeX RDF
16	Lining Yu, Eberhard O. Voit	Construction of bivariate S-distributions with copulas.	Comput. Stat. Data Anal.	2006	DBLP DOI BibTeX RDF
16	Endre Pap, Márta Takács	Two-Dimensional Copulas as Important Binary Aggregation Operators.	J. Adv. Comput. Intell. Intell. Informatics	2006	DBLP DOI BibTeX RDF
16	Ronald R. Yager	Modeling holistic fuzzy implication using co-copulas.	Fuzzy Optim. Decis. Mak.	2006	DBLP DOI BibTeX RDF
16	Dalton F. Andrade, Pedro Alberto Barbetta, Paulo José de Freitas Filho, Ney A. de Mello Zunino, Carlos Magno Couto Jacinto	Using copulas in risk analysis.	WSC	2006	DBLP DOI BibTeX RDF
16	Steven Weber 0001, Vilas Veeraraghavan, Ananth V. Kini, Nikhil Singhal	Analysis of gossip performance with copulas.	CISS	2006	DBLP DOI BibTeX RDF
16	Guillem Bernat, Alan Burns 0001, Martin Newby	Probabilistic timing analysis: An approach using copulas.	J. Embed. Comput.	2005	DBLP BibTeX RDF
16	Erich-Peter Klement, Radko Mesiar, Endre Pap	Transformations of copulas.	Kybernetika	2005	DBLP BibTeX RDF
16	Nicolas Brunel, Wojciech Pieczynski	Unsupervised signal restoration using hidden Markov chains with copulas.	Signal Process.	2005	DBLP DOI BibTeX RDF
16	Edwin Diday, Mathieu Vrac	Mixture decomposition of distributions by copulas in the symbolic data analysis framework.	Discret. Appl. Math.	2005	DBLP DOI BibTeX RDF
16	Fabrizio Durante	Solution of an open problem for associative copulas.	Fuzzy Sets Syst.	2005	DBLP DOI BibTeX RDF
16	Farid Flitti, Christophe Collet 0001, Annabele Joannic-Chardin	Unsupervised multiband image segmentation using hidden Markov quadtree and copulas.	ICIP (2)	2005	DBLP DOI BibTeX RDF
16	Nicolas Brunel, Wojciech Pieczynski, Stéphane Derrode	Copulas in Vectorial Hidden Markov Chains for Multicomponent Image Segmentation.	ICASSP (2)	2005	DBLP DOI BibTeX RDF
16	Ping Li 0037, Peng Shi 0003, Guangdong Huang	A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets.	WINE	2005	DBLP DOI BibTeX RDF
16	Fabrizio Durante, Radko Mesiar, Carlo Sempi	Copulas with given diagonal section: some new results.	EUSFLAT Conf.	2005	DBLP BibTeX RDF
16	Bart De Schuymer, Hans E. De Meyer, Bernard De Baets	On Some New Forms of Cycle-Transitivity and Their Relation to Commutative Copulas.	EUSFLAT Conf.	2005	DBLP BibTeX RDF
16	Radko Mesiar	Discrete copulas - what they are.	EUSFLAT Conf.	2005	DBLP BibTeX RDF
16	Hans E. De Meyer, Bernard De Baets	Fitting Piecewise Linear Copulas to Data.	EUSFLAT Conf.	2005	DBLP BibTeX RDF
16	Farid Flitti, Christophe Collet 0001, Éric Slezak	Wavelet domain astronomical multiband image fusion and restoration using Markov quadtree and copulas.	EUSIPCO	2005	DBLP BibTeX RDF
16	Werner Hürlimann	Fitting bivariate cumulative returns with copulas.	Comput. Stat. Data Anal.	2004	DBLP DOI BibTeX RDF
16	Werner Hürlimann	Multivariate Fréchet copulas and conditional value-at-risk.	Int. J. Math. Math. Sci.	2004	DBLP DOI BibTeX RDF
16	Heather H. Edwards, Piotr Mikusinski, Michael D. Taylor 0003	Measures of concordance determined by D4-invariant copulas.	Int. J. Math. Math. Sci.	2004	DBLP DOI BibTeX RDF
16	Saskia Janssens, Bernard De Baets, Hans E. De Meyer	Bell-type inequalities for quasi-copulas.	Fuzzy Sets Syst.	2004	DBLP DOI BibTeX RDF
16	Anna Kolesárová	1-Lipschitz aggregation operators and quasi-copulas.	Kybernetika	2003	DBLP BibTeX RDF
16	Manuel Davy, Arnaud Doucet	Copulas: a new insight into positive time-frequency distributions.	IEEE Signal Process. Lett.	2003	DBLP DOI BibTeX RDF
16	Erich-Peter Klement, Radko Mesiar, Endre Pap	Invariant copulas.	Kybernetika	2002	DBLP BibTeX RDF
16	Michal Sabo, Anna Kolesárová, Stefan Varga	RET Operators Generated by Triangular Norms and Copulas.	Int. J. Uncertain. Fuzziness Knowl. Based Syst.	2001	DBLP DOI BibTeX RDF
16	Bill Ravens	An Introduction to Copulas.	Technometrics	2000	DBLP DOI BibTeX RDF
16	Abe Sklar	Random variables, joint distribution functions, and copulas.	Kybernetika	1973	DBLP BibTeX RDF