Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
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 |
|