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Tag copula [23 articles]

Recent papers classified by the tag copula.
  • Asymptotic efficiency of the two-stage estimation method for copula-based models
    Journal of Multivariate Analysis, Vol. 94, No. 2. (June 2005), pp. 401-419.
    by Harry Joe
    posted to copula by renreff on 2008-09-19 13:30:23 as read
  • Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
    Journal of Hydrologic Engineering, Vol. 12, No. 4. (2007), pp. 347-368.
    by Christian Genest, Anne C Favre
    posted to copula by renreff on 2008-09-17 16:15:18 as read
  • Copula-based geostatistical models for groundwater quality parameters
    Water Resources Research, Vol. 42 (21 November 2006), W11416.
    by András Bárdossy
    posted to copula by renreff on 2008-09-11 14:21:18 as read
  • Use of a Gaussian copula for multivariate extreme value analysis: Some case studies in hydrology
    Advances in Water Resources, Vol. 30, No. 4. (April 2007), pp. 897-912.
    by B Renard, M Lang
    posted to copula by renreff on 2008-09-18 09:03:05 as read
  • A test of independence in some copula models
    Mathematical Methods of Statistics, Vol. 17, No. 2. (1 June 2008), pp. 123-137.
    by S Bouzebda, A Keziou
    posted to copula by renreff on 2008-09-18 10:14:40 as read
  • Comparison of semiparametric and parametric methods for estimating copulas
    Comput. Stat. Data Anal., Vol. 51, No. 6. (2007), pp. 2836-2850.
    by Gunky Kim, Mervyn J Silvapulle, Paramsothy Silvapulle
    posted to copula by renreff on 2008-09-30 13:32:12 as read
  • Some Remarks on Copula Estimation and a New
    (2006)
    by Pedro A Morettin, Clélia MC Toloi, Chang Chiann, José CS De Mir
    posted to copula by renreff on 2008-09-19 13:42:58 as read
  • A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
    Biometrika, Vol. 82, No. 3. (1 September 1995), pp. 543-552.
    by C Genest, K Ghoudi, LP Rivest
    posted to copula by renreff on 2008-09-30 14:31:39 as read
  • The shape of neural dependence.
    Neural Comput, Vol. 16, No. 4. (April 2004), pp. 665-672.
    by RL Jenison, RA Reale
    posted to auditory copula correlation distribution latency by mjaz on 2005-05-18 17:02:10 as ** along with 3 people and 1 group brian gangli takahi tulip
  • Archimedean copula model selection under dependent truncation.
    Statistics in medicine (12 June 2008)
    by D Beaudoin, L Lakhal-Chaieb
    posted to copula cox truncation by jyuh on 2008-08-01 12:06:10 as **
  • A copula method for modeling directional dependence of genes
    BMC Bioinformatics, Vol. 9 (01 May 2008), 225.
    by Jong-Min Kim, Yoon-Sung Jung, Engin A Sungur, Kap-Hoon Han, Changyi Park, Insuk Sohn
    posted to copula interactome microarray by jyuh on 2008-05-18 04:15:58 as ** along with 2 people tmmurali chodar
  • notes Miscellanea Kernel-Type Density Estimation on the Unit Interval
    Biometrika, Vol. 94, No. 4. (1 December 2007), pp. 977-984.
    by MC Jones, DA Henderson
    posted to biometrika copula density_estimation kde kernel by dah on 2008-04-22 09:06:54 as read
  • A quantile-copula approach to conditional density estimation
    (12 Jun 2008)
    by Olivier P Faugeras
    posted to arxiv copula density_estimation regression by dah on 2008-06-16 12:01:51 as *** along with 1 person ansobol
  • Modelling soccer matches using bivariate discrete distributions with general dependence structure
    Statistica Neerlandica, Vol. 61, No. 4. (November 2007), pp. 432-445.
    by Mchale, Ian, Scarf, Phil
    posted to bivariate-poisson copula football by betting on 2008-02-01 18:37:42 as **
  • Thresholding methods to estimate the copula density
    (18 Feb 2008)
    by Florent Autin, Erwan Le Pennec, Karine Tribouley
    posted to copula statistics wavelet by ansobol on 2008-02-19 17:10:55 as **
  • Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series
    (7 Nov 2006)
    by Victor, Rustam Ibragimov, Shaturgun Sharakhmetov
    posted to copula by ansobol on 2006-11-09 12:19:15 as ** along with 1 person and 1 group gangli tulip
  • A Novel Bayesian Classifier using Copula Functions
    (30 Nov 2006)
    by Saket Sathe
    posted to bayes copula statistics by ansobol on 2006-12-01 19:43:05 as **
  • How many distribution functions are there? Bracketing entropy bounds for high dimensional distribution functions
    (27 Mar 2008)
    by Shuguang Song, Jon A Wellner
    posted to bv copula entropy metric probability by ansobol on 2008-03-30 10:32:27 as **
  • Dependence Structure Estimation via Copula
    (28 Apr 2008)
    by Jian Ma, Zengqi Sun
    posted to copula statistics by ansobol on 2008-05-14 07:33:40 as **
  • An Introduction to Copulas (Lecture Notes in Statistics)
    (23 October 1998)
    by Roger B Nelsen
    posted to copula by ansobol on 2007-06-11 13:44:29 as ** along with 1 person and 1 group gangli tulip
  • Copulas: compatibility and Fréchet classes
    (15 Nov 2007)
    by Fabrizio Durante, Erich P Klement, José J Quesada-Molina
    posted to copula by ansobol on 2007-11-18 12:42:11 as **
  • Testing the Gaussian Copula Hypothesis for Financial Assets Dependences
    (16 Nov 2001)
    by Y Malevergne, D Sornette
    posted to copula by ansobol on 2005-12-15 14:58:32 as **
  • Bivariate survival modeling: a Bayesian approach based on Copulas
    Lifetime Data Analysis, Vol. 12, No. 2. (June 2006), pp. 205-222.
    by Romeo, Jose, Tanaka, Nelson, Pedroso-De-Lima, Antonio
    posted to bayesian copula statistics survival by abrentnall on 2008-07-22 16:41:05 as *****
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