Search results for "copula"

Hits ?▲	Authors	Title	Venue	Year	Link
14	Silvia Romagnoli	Measure-invariance of copula functions as tool for testing no-arbitrage assumption.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
14	B. M. Taheri, Hadi Jabbari, M. Amini	Parameter estimation of bivariate distributions in presence of outliers: An application to FGM copula.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
14	Xuchao Bai, Yimin Shi, Yiming Liu 0003, Bin Liu 0024	Reliability estimation of multicomponent stress-strength model based on copula function under progressively hybrid censoring.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
14	Matei Tene, Dana E. Stuparu, Dorota Kurowicka, Ghada Y. El Serafy	A copula-based sensitivity analysis method and its application to a North Sea sediment transport model.	Environ. Model. Softw.	2018	DBLP DOI BibTeX RDF
14	Xueyan Pan, Guanghui Cai, Qiulin Chen	Construction and Application of Mixed Copula Model.	J. Adv. Comput. Intell. Intell. Informatics	2018	DBLP DOI BibTeX RDF
14	Marc S. Paolella, Pawel Polak	COBra: Copula-Based Portfolio Optimization.	Predictive Econometrics and Big Data	2018	DBLP DOI BibTeX RDF
14	Ji Ma, Jianxu Liu, Songsak Sriboonchitta	A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach.	Predictive Econometrics and Big Data	2018	DBLP DOI BibTeX RDF
14	Teerawut Teetranont, Somsak Chanaim, Woraphon Yamaka, Songsak Sriboonchitta	Investigating Relationship Between Gold Price and Crude Oil Price Using Interval Data with Copula Based GARCH.	Predictive Econometrics and Big Data	2018	DBLP DOI BibTeX RDF
14	Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta	Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model.	IUKM	2018	DBLP DOI BibTeX RDF
14	Petchaluck Boonyakunakorn, Pathairat Pastpipatkul, Songsak Sriboonchitta	Thai Export Efficiency in AFTA: Copula-Based Gravity Stochastic Frontier Model with Autocorrelated Inefficiency.	IUKM	2018	DBLP DOI BibTeX RDF
14	Kewalin Somboon, Chukiat Chaiboonsri, Songsak Sriboonchitta	Efficiency Analysis of Natural Rubber Production in ASEAN: The Comparison of Panel DEA and Bootstrapping Panel DEA Analysis Based Decision on Copula Approach.	IUKM	2018	DBLP DOI BibTeX RDF
14	Aiying Zhang, Jian Fang 0001, Vince D. Calhoun, Yu-Ping Wang 0002	High dimensional latent Gaussian copula model for mixed data in imaging genetics.	ISBI	2018	DBLP DOI BibTeX RDF
14	J. A. Stephen Viggiano	Calculation of Scalars in Neugebauer-Like Models. II: Final Scalar Function is Copula.	CIC	2018	DBLP DOI BibTeX RDF
14	Ruifei Cui, Perry Groot, Moritz Schauer, Tom Heskes	Learning the Causal Structure of Copula Models with Latent Variables.	UAI	2018	DBLP BibTeX RDF
14	Hadi Kasasbeh, Sushmita Challa, Lei Cao 0001, Ramanarayanan Viswanathan 0002	Decentralized Detection of Signals with Joint Clayton Copula Distribution Model.	WiSEE	2018	DBLP DOI BibTeX RDF
14	Pierre Derennes, Jérôme Morio, Florian Simatos	Estimation of moment Independent Importance Measures using a copula and Maximum Entropy Framework.	WSC	2018	DBLP DOI BibTeX RDF
14	Ekene Gabriel Okafor, Emmanuel Okechukwu Ezugwu, Paul Olugbeji Jemitola, Youchao Sun, Zhong Lu	Multistate System Reliability Modeling Using Copula Function.	ICSRS	2018	DBLP DOI BibTeX RDF
14	Abdelhakim Cheriet, Roberto Santana 0001	Modeling dependencies between decision variables and objectives with copula models.	GECCO (Companion)	2018	DBLP DOI BibTeX RDF
14	Carlin C. F. Chu, Po Kin Chan	Mining Profitable High Frequency Pairs Trading Forex Signal Using Copula and Deep Neural Network.	SNPD	2018	DBLP DOI BibTeX RDF
14	Hans E. De Meyer, Bernard De Baets	Cycle-Free Cuts of the Reciprocal Relation Generated by Random Variables that are Pairwisely Coupled by a Frank Copula.	SMPS	2018	DBLP DOI BibTeX RDF
14	Hossam Al Meer, Raghvendra Mall, Ehsan Ullah, Nasreddine Megrez, Halima Bensmail	ISaaC: Identifying Structural Relations in Biological Data with Copula-Based Kernel Dependency Measures.	IWBBIO (1)	2018	DBLP DOI BibTeX RDF
14	Ricardo T. A. de Oliveira, Thaize Fernandes O. de Assis, Paulo Renato A. Firmino, Tiago A. E. Ferreira, Adriano L. I. Oliveira	Aggregation of Time Series Forecasts via Cacoullos Copula.	IJCNN	2018	DBLP DOI BibTeX RDF
14	Lechuan Yin, Jiebin Chen, Zhao-Rong Lai	Mixed-Copula VaR for Portfolio Risk Evaluation.	ICBK	2018	DBLP DOI BibTeX RDF
14	Jia Xu, Longbing Cao	Vine Copula-Based Asymmetry and Tail Dependence Modeling.	PAKDD (1)	2018	DBLP DOI BibTeX RDF
14	Ayoub Karine, Abdelmalek Toumi, Ali Khenchaf, Mohammed El Hassouni	Aircraft Target Recognition Using Copula Joint Statistical Model and Sparse Representation Based Classification.	IGARSS	2018	DBLP DOI BibTeX RDF
14	Aleksander Wieczorek, Mario Wieser, Damian Murezzan, Volker Roth 0001	Learning Sparse Latent Representations with the Deep Copula Information Bottleneck.	ICLR (Poster)	2018	DBLP BibTeX RDF
14	Sabyasachi Guharay, KC Chang, Jie Xu 0004	Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data.	FUSION	2018	DBLP DOI BibTeX RDF
14	Mark E. Oxley, Christine M. Schubert-Kabban	Fusion of Dependent Detection Systems Using Copula Theory.	FUSION	2018	DBLP DOI BibTeX RDF
14	Xiangpo Zhang	An Easily Engineering-Based Multi-Dimensional Archimedean Copula Construction Method.	ICoMS	2018	DBLP DOI BibTeX RDF
14	Aaron Spettl, Maksym Dosta, Frederik Klingner, Stefan Heinrich, Volker Schmidt	Copula-based approximation of particle breakage as link between DEM and PBM.	Comput. Chem. Eng.	2017	DBLP DOI BibTeX RDF
14	Xiang Zhang, Alyson G. Wilson	System Reliability and Component Importance Under Dependence: A Copula Approach.	Technometrics	2017	DBLP DOI BibTeX RDF
14	Maochao Xu, Lei Hua, Shouhuai Xu	A Vine Copula Model for Predicting the Effectiveness of Cyber Defense Early-Warning.	Technometrics	2017	DBLP DOI BibTeX RDF
14	Mathieu Cambou, Marius Hofert, Christiane Lemieux	Quasi-random numbers for copula models.	Stat. Comput.	2017	DBLP DOI BibTeX RDF
14	Fadlalla G. Elfadaly, Paul H. Garthwaite	Eliciting Dirichlet and Gaussian copula prior distributions for multinomial models.	Stat. Comput.	2017	DBLP DOI BibTeX RDF
14	Eugen Pircalabelu, Gerda Claeskens, Irène Gijbels	Copula directed acyclic graphs.	Stat. Comput.	2017	DBLP DOI BibTeX RDF
14	Qingyu Yang, Yili Hong 0001, Nailong Zhang, Jie Li	A Copula-Based Trend-Renewal Process Model for Analysis of Repairable Systems With Multitype Failures.	IEEE Trans. Reliab.	2017	DBLP DOI BibTeX RDF
14	Raj Singh Dhawal, Liang Chen 0012	A Copula Based Method for the Classification of Fish Species.	Int. J. Cogn. Informatics Nat. Intell.	2017	DBLP DOI BibTeX RDF
14	Canzhong Yao, Bo Yi Sun, Ji-Nan Lin	A study of correlation between investor sentiment and stock market based on Copula model.	Kybernetes	2017	DBLP DOI BibTeX RDF
14	Chaorong Li, Yuanyuan Huang 0007, Lihong Zhu	Color texture image retrieval based on Gaussian copula models of Gabor wavelets.	Pattern Recognit.	2017	DBLP DOI BibTeX RDF
14	Jialiang Li 0001, David J. Nott, Y. Fan, Scott A. Sisson	Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
14	Ivan Kojadinovic	Some copula inference procedures adapted to the presence of ties.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
14	Giampiero Marra, Rosalba Radice	Bivariate copula additive models for location, scale and shape.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
14	Yong He, Xinsheng Zhang, Pingping Wang, Liwen Zhang	High dimensional Gaussian copula graphical model with FDR control.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
14	Daniel Kraus, Claudia Czado	D-vine copula based quantile regression.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
14	Gildas Mazo	A Semiparametric and Location-Shift Copula-Based Mixture Model.	J. Classif.	2017	DBLP DOI BibTeX RDF
14	Ángela Paulina Pérez-Díaz, Rogelio Salinas-Gutiérrez, Angélica Hernández-Quintero, Oscar Dalmau Cedeño	Supervised Classification Based on Copula Functions.	Res. Comput. Sci.	2017	DBLP BibTeX RDF
14	Hao Dong 0006, Xin Xu, Haigang Sui, Feng Xu, Junyi Liu	Copula-Based Joint Statistical Model for Polarimetric Features and Its Application in PolSAR Image Classification.	IEEE Trans. Geosci. Remote. Sens.	2017	DBLP DOI BibTeX RDF
14	Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, Thierry Denoeux	A double-copula stochastic frontier model with dependent error components and correction for sample selection.	Int. J. Approx. Reason.	2017	DBLP DOI BibTeX RDF
14	Takeshi Emura, Ting-Hsuan Long, Li-Hsien Sun	R routines for performing estimation and statistical process control under copula-based time series models.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
14	Min Wu 0009, Yimin Shi, Chunfang Zhang	Statistical analysis of dependent competing risks model in accelerated life testing under progressively hybrid censoring using copula function.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
14	Jong-Min Kim 0001, S. Y. Hwang	Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
14	Jiangze Du, Kin Keung Lai	Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization.	J. Syst. Sci. Complex.	2017	DBLP DOI BibTeX RDF
14	Alireza Ahmadabadi, Burcu Hudaverdi Ucer	Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach.	Comput. Stat.	2017	DBLP DOI BibTeX RDF
14	Junwen Duan, Xiao Ding, Ting Liu 0001	A Gaussian copula regression model for movie box-office revenues prediction.	Sci. China Inf. Sci.	2017	DBLP DOI BibTeX RDF
14	Herbert Hove, Frank Beichelt, Parmod K. Kapur	Estimation of the Frank copula model for dependent competing risks in accelerated life testing.	Int. J. Syst. Assur. Eng. Manag.	2017	DBLP DOI BibTeX RDF
14	Rongda Chen, Ze Wang, Lean Yu	Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula.	Int. J. Inf. Technol. Decis. Mak.	2017	DBLP DOI BibTeX RDF
14	Zahra Sadeghigol, Hadi Zayyani, Hamidreza Abin, Farokh Marvasti	Multivariate Copula Spatial Dependency in One Bit Compressed Sensing.	CoRR	2017	DBLP BibTeX RDF
14	Vikram Krishnamurthy, Yan Duan	Dependence Structure Analysis Of Meta-level Metrics in YouTube Videos: A Vine Copula Approach.	CoRR	2017	DBLP BibTeX RDF
14	Cuong D. Tran, Ognjen Rudovic, Vladimir Pavlovic 0001	Unsupervised Domain Adaptation with Copula Models.	CoRR	2017	DBLP BibTeX RDF
14	Nonthachote Chatsanga, Andrew J. Parkes	Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios.	CoRR	2017	DBLP BibTeX RDF
14	Anton B. Slobodyan, Fedor F. Pashchenko	Estimation of the maximum correlation coefficient using Bernstein copula.	Autom. Remote. Control.	2017	DBLP DOI BibTeX RDF
14	Bin Qian 0001, Zuo-Cheng Li, Rong Hu	A copula-based hybrid estimation of distribution algorithm for m-machine reentrant permutation flow-shop scheduling problem.	Appl. Soft Comput.	2017	DBLP DOI BibTeX RDF
14	Raffaella Calabrese, Marta Degl'Innocenti, Silvia Angela Osmetti	The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
14	Fang Dong 0004, Kui Wu 0001, Venkatesh Srinivasan 0001	Copula Analysis of Temporal Dependence Structure in Markov Modulated Poisson Process and Its Applications.	ACM Trans. Model. Perform. Evaluation Comput. Syst.	2017	DBLP DOI BibTeX RDF
14	Christian Genest, Johanna Neslehová, Bruno N. Rémillard	Asymptotic behavior of the empirical multilinear copula process under broad conditions.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
14	Jorge Navarro 0002, Fabrizio Durante	Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
14	Paul Janssen, Jan W. H. Swanepoel, Noël Veraverbeke	Smooth copula-based estimation of the conditional density function with a single covariate.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
14	Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara	The empirical beta copula.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
14	Giancarlo Lucca, José Antonio Sanz 0001, Graçaliz Pereira Dimuro, Benjamín R. C. Bedregal, Maria José Asiain, Mikel Elkano, Humberto Bustince	CC-integrals: Choquet-like Copula-based aggregation functions and its application in fuzzy rule-based classification systems.	Knowl. Based Syst.	2017	DBLP DOI BibTeX RDF
14	F. Marta L. Di Lascio, Marta Disegna	A copula-based clustering algorithm to analyse EU country diets.	Knowl. Based Syst.	2017	DBLP DOI BibTeX RDF
14	Aijun Guo, Jianxia Chang, Yimin Wang, Qiang Huang, Zhihui Guo	Maximum Entropy-Copula Method for Hydrological Risk Analysis under Uncertainty: A Case Study on the Loess Plateau, China.	Entropy	2017	DBLP DOI BibTeX RDF
14	Dong Qian, Bei Wang 0003, Xiangyun Qing, Tao Zhang 0006, Yu Zhang 0009, Xingyu Wang, Masatoshi Nakamura	Drowsiness Detection by Bayesian-Copula Discriminant Classifier Based on EEG Signals During Daytime Short Nap.	IEEE Trans. Biomed. Eng.	2017	DBLP DOI BibTeX RDF
14	Nikos Deligiannis, João F. C. Mota, Evangelos Zimos, Miguel R. D. Rodrigues	Heterogeneous Networked Data Recovery From Compressive Measurements Using a Copula Prior.	IEEE Trans. Commun.	2017	DBLP DOI BibTeX RDF
14	Xiaolei Ma, Sen Luan, Bowen Du 0001, Bin Yu	Spatial Copula Model for Imputing Traffic Flow Data from Remote Microwave Sensors.	Sensors	2017	DBLP DOI BibTeX RDF
14	Elisa Perrone, Andreas Rappold, Werner G. Müller	Ds -optimality in copula models.	Stat. Methods Appl.	2017	DBLP DOI BibTeX RDF
14	Jérôme Lapuyade-Lahorgue, Jing-Hao Xue, Su Ruan	Segmenting Multi-Source Images Using Hidden Markov Fields With Copula-Based Multivariate Statistical Distributions.	IEEE Trans. Image Process.	2017	DBLP DOI BibTeX RDF
14	Pathairat Pastpipatkul, Paravee Maneejuk, Songsak Sriboonchitta	Testing the Validity of Economic Growth Theories Using Copula-Based Seemingly Unrelated Quantile Kink Regression.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
14	Paravee Maneejuk, Woraphon Yamaka, Songsak Sriboonchitta	Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
14	Phachongchit Tibprasorn, Kittawit Autchariyapanitkul, Songsak Sriboonchitta	Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach.	Robustness in Econometrics	2017	DBLP DOI BibTeX RDF
14	Tomás Bacigál	On Some Applications of Williamson's Transform in Copula Theory.	AGOP	2017	DBLP DOI BibTeX RDF
14	Ji Ma, Jiangxu Liu, Songsak Sriboonchitta	VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach.	FSDM	2017	DBLP DOI BibTeX RDF
14	Ruifei Cui, Perry Groot, Tom Heskes	Robust Estimation of Gaussian Copula Causal Structure from Mixed Data with Missing Values.	ICDM	2017	DBLP DOI BibTeX RDF
14	Jia Xu, Wei Wei 0039, Longbing Cao	Copula-Based High Dimensional Cross-Market Dependence Modeling.	DSAA	2017	DBLP DOI BibTeX RDF
14	Cuong D. Tran, Ognjen (Oggi) Rudovic, Vladimir Pavlovic 0001	Unsupervised domain adaptation with copula models.	MLSP	2017	DBLP DOI BibTeX RDF
14	Katalin Ilona Simkó, Veronika Vincze	Hungarian Copula Constructions in Dependency Syntax and Parsing.	DepLing	2017	DBLP BibTeX RDF
14	Mohammad H. Moradi 0001, Hamidreza Amindavar	Copula application in nonlinear/non-Gaussian Bayesian tracking in the case of correlated sensors.	ICASSP	2017	DBLP DOI BibTeX RDF
14	Xinyu Yang, Teng Wang, Xuebin Ren, Wei Yu 0002	Copula-Based Multi-Dimensional Crowdsourced Data Synthesis and Release with Local Privacy.	GLOBECOM	2017	DBLP DOI BibTeX RDF
14	Fang Dong 0004, Kui Wu 0001, Venkatesh Srinivasan 0001	Copula-based parameter estimation for Markov-modulated Poisson Process.	IWQoS	2017	DBLP DOI BibTeX RDF
14	Sanaa Kawther Ghalem, Kechar Bouabdellah, Ahcène Bounceur, Reinhardt Euler, Mohammad Hammoudeh, Farid Lalem	A copula based approach for measurement validity verification in wireless sensor networks.	ICC	2017	DBLP DOI BibTeX RDF
14	Farid Lalem, Ahcène Bounceur, Reinhardt Euler, Mohammad Hammoudeh, Rahim Kacimi, Sanaa Kawther Ghalem	Distributed faulty sensor node detection in wireless sensor networks based on copula theory.	ICC	2017	DBLP DOI BibTeX RDF
14	Jingting Liu, Ido Nevat, Pengfei Zhang 0001, Gareth W. Peters	Multimodal Data Fusion in Sensor Networks via Copula Processes.	WCNC	2017	DBLP DOI BibTeX RDF
14	Elisa Duarte, Bruno de Sousa, Carmen Cadarso-Suárez, Jenifer Espasandín-Domínguez, Oscar Lado-Baleato, Giampiero Marra, Rosalba Radice, Vitor Rodrigues	Applying Spatial Copula Additive Regression to Breast Cancer Screening Data.	ICCSA (2)	2017	DBLP DOI BibTeX RDF
14	Anatolii Prokhorchuk, Vishnu Prasad Payyada, Justin Dauwels, Patrick Jaillet	Estimating travel time distributions using copula graphical lasso.	ITSC	2017	DBLP DOI BibTeX RDF
14	Zha Dongye, Qin Wei, Zhang Jie, Zhuang Zilong	Correlation Analysis of Diesel Engine Performance Testing Data Based on Mixed-Copula Method.	DMBD	2017	DBLP DOI BibTeX RDF
14	Yuan He 0006, Cheng Wang 0001, Changjun Jiang	Modeling Document Networks with Tree-Averaged Copula Regularization.	WSDM	2017	DBLP DOI BibTeX RDF
14	Saif alZahir, Radwa Hammad	Blind copula based copy-move forgery detection algorithm.	ICCE	2017	DBLP DOI BibTeX RDF
14	Sabyasachi Guharay, KC Chang, Jie Xu 0004	Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework.	FUSION	2017	DBLP DOI BibTeX RDF
14	Dariusz Rafal Augustyn	Copula-Based Module for Selectivity Estimation of Multidimensional Range Queries.	ICMMI	2017	DBLP DOI BibTeX RDF
14	Raoul Bernards, Johan Morren, Han Slootweg	Statistical modelling of load profiles incorporating correlations using Copula.	ISGT Europe	2017	DBLP DOI BibTeX RDF
14	Ricardo Hoyos-Argüelles	Sample copula properties and weak convergence of the sample process		2017	RDF