Výsledky vyhledávání - "COPULA functions"

Semiparametric localized principal stratification analysis with continuous strata Open Access.

Autoři: Zhang, Yichi Yang, Shu

Zdroj: Journal of the Royal Statistical Society: Series B (Statistical Methodology). Nov2025, Vol. 87 Issue 5, p1655-1677. 23p.

Témata: *ESTIMATION theory, CAUSAL inference, COPULA functions, CAUSAL models

Copula-based expectile regression: estimation and inference.

Autoři: Doukali, Mohamed Bouezmarni, Taoufik Oualkacha, Karim

Zdroj: Econometric Reviews. Nov2025, p1-22. 22p.

Témata: *TIME series analysis, *MONTE Carlo method, *EMPIRICAL research, *ESTIMATION theory, COPULA functions, INFERENCE (Logic), CONDITIONAL expectations

A copula-based method for accommodating feedback in random effects panel models.

Autoři: Zimmer, David¹ (AUTHOR) david.zimmer@wku.edu

Zdroj: Empirical Economics. Oct2025, Vol. 69 Issue 4, p2093-2108. 16p.

Témata: *STATISTICAL correlation, *EMPLOYMENT, *POVERTY, *ECONOMIC models, RANDOM effects model, COPULA functions, MULTILEVEL models, SCIENTIFIC observation

Monitoring bivariate zero-inflated Poisson processes: an alternative to copula-based bivariate attribute control chart.

Autoři: Pal, Surajit Gauri, Susanta Kumar

Zdroj: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 11, p4661-4678. 18p.

Témata: *ZERO-inflated probability distribution, *PROCESS control systems, *FAILURE analysis, *QUALITY control charts, *SIMULATION methods & models, COPULA functions, STATISTICAL models

Copula-based regression estimation in the presence of outliers.

Autoři: Ali, Alam Pathak, Ashok Kumar Arshad, Mohd a další

Zdroj: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 10, p4129-4154. 26p.

Témata: *STATISTICS, *LINEAR statistical models, *REGRESSION analysis, OUTLIERS (Statistics), COPULA functions, STATISTICAL models, ROBUST statistics

Not monotonically correlated, but dependent: A family of normal mode copulas.

Autoři: Fukumoto, Kentaro¹ (AUTHOR) fukumoto@j.u-tokyo.ac.jp

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 20, p6512-6526. 15p.

Témata: *QUANTITATIVE research, *STATISTICAL correlation, *DISTRIBUTION (Probability theory), COPULA functions, HETEROSCEDASTICITY

Spurious relationships for energy patents using various dependency measures: the case of G7 countries.

Autoři: Agiakloglou, Nikolaos Georgopoulos, Nikolaos

Zdroj: Journal of Economics & Finance. Dec2025, Vol. 49 Issue 4, p942-962. 21p.

Témata: *PATENTS, *MACROECONOMICS, *TIME series analysis, COPULA functions, STATISTICAL measurement, GROUP of Seven countries

Korporace: GROUP of Seven (Organization)

Flexible Bayesian estimation of elliptical copulas.

Autoři: Liang, Panfeng Rosen, Ori

Zdroj: Journal of Computational & Graphical Statistics. Oct2025, p1-18. 18p. 9 Illustrations.

Témata: *BAYES' estimation, *SIMULATION methods & models, *STATISTICAL correlation, *UNCERTAINTY (Information theory), COPULA functions, PARAMETERIZATION, PROBABILITY density function

Hedging Effectiveness of China's Hog Futures: A National and Provincial Assessment Using Copula‐Based Strategies.

Autoři: Liang, Pan Chen, Xuan Shi, Longzhong

Zdroj: Agribusiness. Jul2025, p1. 20p. 5 Illustrations.

Témata: *HEDGING (Finance), *MARKET volatility, *LIQUIDITY (Economics), *SWINE industry, COPULA functions, GARCH model, REGIONAL differences, ECONOMIC conditions in China

Geografický termín: CHINA

On improving the accuracy of prediction in Cox models for failure times using copulas.

Autoři: Liu, Xiaofeng Sheikhi, Ayyub

Zdroj: Journal of Biopharmaceutical Statistics. Sep2025, p1-14. 14p. 3 Illustrations.

Témata: *DISTRIBUTION (Probability theory), *STATISTICAL reliability, *SIMULATION methods & models, *MEAN time between failure, COPULA functions, MORTALITY, PROPORTIONAL hazards models, SURVIVAL analysis (Biometry)

Joint chance-constrained survivable capacitated multi-commodity network design problem with demand uncertainty.

Autoři: Khodayifar, Salman Farjaie, Mohammadreza

Zdroj: RAIRO: Operations Research (2804-7303). 2025, Vol. 59 Issue 5, p2993-3014. 22p.

Témata: *SYSTEMS design, *UNCERTAINTY (Information theory), COPULA functions, APPROXIMATION algorithms, PIECEWISE linear approximation, STOCHASTIC programming, APPROXIMATION error

Research on structural breaks in dependence: dynamic factor Copula models.

Autoři: Chang, Jing Hao, Xiaozhen Chen, Zhenlong

Zdroj: Applied Economics Letters. Sep2025, p1-8. 8p. 4 Illustrations.

Témata: *EMPIRICAL research, *STATISTICAL correlation, CHANGE-point problems, COPULA functions, STATISTICAL models

On comparisons of r-out-of-n systems having dependent components.

Autoři: Rahaman, Saifur Kundu, Pradip Kundu, Amarjit

Zdroj: Communications in Statistics: Theory & Methods. Aug2025, p1-27. 27p. 4 Illustrations.

Témata: *STATISTICAL correlation, STOCHASTIC orders, COPULA functions

Visualization and Assessment of Copula Symmetry.

Autoři: Jiménez-Varón, Cristian F. Lee, Hao Genton, Marc G. a další

Zdroj: Journal of Computational & Graphical Statistics. Jul-Sep2025, Vol. 34 Issue 3, p1140-1152. 13p.

Témata: *NONPARAMETRIC statistics, *SIMULATION methods & models, *STATISTICAL hypothesis testing, *MULTIVARIATE analysis, SYMMETRY, COPULA functions, VISUALIZATION, BOX plots (Graphs)

Two new generators of Archimedean copulas with their properties.

Autoři: Aich, Agnideep Baran Aich, Ashit Wade, Bruce

Zdroj: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 17, p5566-5575. 10p.

Témata: *STATISTICAL correlation, *QUANTITATIVE research, COPULA functions, RANK correlation (Statistics), MATHEMATICAL formulas

Cryptocurrency Market Dynamics: Copula Analysis of Return and Volume Tails.

Autoři: De Luca, Giovanni Montanino, Andrea

Zdroj: Risks. Sep2025, Vol. 13 Issue 9, p168. 13p.

Témata: *BITCOIN, *PRICE fluctuations, *CRYPTOCURRENCIES, *SECURITIES trading volume, *BLOCKCHAINS, COPULA functions, NONLINEAR statistical models

On the Ratio Between Point-Polyserial and Polyserial Correlations for Non-Normal Bivariate Distributions.

Autoři: Barbiero, Alessandro¹ (AUTHOR) alessandro.barbiero@unimi.it

Zdroj: Multivariate Behavioral Research. Sep2025, p1-17. 17p. 9 Illustrations.

Témata: *DISTRIBUTION (Probability theory), *STATISTICAL correlation, COPULA functions

Multivariate dynamic mixed-frequency density pooling for financial forecasting.

Autoři: Virbickaitė, Audronė Lopes, Hedibert F. Zaharieva, Martina Danielova

Zdroj: International Journal of Forecasting. Jul2025, Vol. 41 Issue 3, p1184-1198. 15p.

Témata: *SHARPE ratio, *VALUE at risk, COPULA functions, PREDICTION models, DENSITY

Reliability analysis of dam based on vine Copula function.

Autoři: Wu, Qi Yu, Feng Li, Bowen a další

Zdroj: European Journal of Environmental & Civil Engineering. Dec2025, Vol. 29 Issue 16, p3578-3607. 30p.

Témata: *DAM safety, *COPULA functions, *ENGINEERING reliability theory, *SPATIAL variation, *GEOTECHNICAL engineering, *MONTE Carlo method, *COMPUTER simulation

Wasserstein distance in terms of the comonotonicity copula.

Autoři: Abdellatif, Mariem Kuchling, Peter Rüdiger, Barbara a další

Zdroj: Stochastics: An International Journal of Probability & Stochastic Processes. Dec2025, Vol. 97 Issue 8, p1097-1108. 12p.

Témata: *COPULA functions, *PROBABILITY measures, *DISTRIBUTION (Probability theory), *INVERSE functions