標(biāo)題: Titlebook: Copulas and Dependence Models with Applications; Contributions in Hon Manuel úbeda Flores,Enrique de Amo Artero,Juan Fer Conference proceed [打印本頁(yè)] 作者: Grant 時(shí)間: 2025-3-21 18:58
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作者: Hdl348 時(shí)間: 2025-3-21 20:27 作者: 侵略 時(shí)間: 2025-3-22 01:16 作者: 通知 時(shí)間: 2025-3-22 06:56 作者: 神圣不可 時(shí)間: 2025-3-22 11:59 作者: Ccu106 時(shí)間: 2025-3-22 15:13 作者: Ccu106 時(shí)間: 2025-3-22 18:28
Routing and Remote Access Service (Routing),preserves exponentially distributed observed lifetimes: these features make the resulting distribution well suited for credit risk applications. The main result of the paper is that the only Archimedean dependence structure consistent with these requirements is the Gumbel one.作者: 繼承人 時(shí)間: 2025-3-22 21:55
Routing and Remote Access Service (Routing),al plays as axis of symmetry to a continuous strictly increasing curve in the unit square. First, we make explicit the geometrical notion of symmetry of a function on the unit square with respect to a curve. Next, we provide a measure for quantifying to what extent a quasi-copula or copula can be re作者: Euphonious 時(shí)間: 2025-3-23 05:03 作者: Ingredient 時(shí)間: 2025-3-23 06:46
Windows Internet Name Service (WINS),efore they lead to monotone regression functions, which makes them not suitable for dependence relationships that imply or suggest a non-monotone regression function. A gluing copula approach is proposed to decompose the underlying copula into totally ordered copulas that once combined may lead to a作者: 黑豹 時(shí)間: 2025-3-23 10:03
Internet Authentication Service (IAS),ence properties and measures are summarized. New parametric bivariate copula families in the class of [Durante and Jaworski, 2012] are presented, and some of their dependence and asymmetry properties are determined.作者: pancreas 時(shí)間: 2025-3-23 16:56 作者: Psychogenic 時(shí)間: 2025-3-23 18:35 作者: 伸展 時(shí)間: 2025-3-24 01:20 作者: Glucocorticoids 時(shí)間: 2025-3-24 04:03
Windows Internet Name Service (WINS), might seem far too restrictive to be of any practical importance at first glance. Recent results have shown, however, that complete dependence naturally appears in various settings. This chapter will therefore sketch some problems related to complete dependence. Doing so, the focus will be on depen作者: 護(hù)身符 時(shí)間: 2025-3-24 08:54
https://doi.org/10.1007/978-3-319-64221-5copula; dependence; measures of association; rank statistics; quantitative risk management; measure theor作者: RALES 時(shí)間: 2025-3-24 13:43 作者: Pepsin 時(shí)間: 2025-3-24 16:09
Internet Authentication Service (IAS),The well known bivariate Gumbel and Galambos copulas have analytical forms whose similarity is intriguing. As explored here, several deep connections indeed exist between these two parametric families of copulas in any dimension.作者: commensurate 時(shí)間: 2025-3-24 19:47 作者: defile 時(shí)間: 2025-3-25 00:47 作者: objection 時(shí)間: 2025-3-25 06:29 作者: V洗浴 時(shí)間: 2025-3-25 09:00 作者: 谷類 時(shí)間: 2025-3-25 13:57
When Gumbel met Galambos,The well known bivariate Gumbel and Galambos copulas have analytical forms whose similarity is intriguing. As explored here, several deep connections indeed exist between these two parametric families of copulas in any dimension.作者: 母豬 時(shí)間: 2025-3-25 19:53
On the Conditional Value-at-Risk (CoVaR) in copula setting,This survey is dedicated to an application of copula methodology to systemic risk management. We deal with the modified Conditional Value-at-Risk (Co- VaR) for various families of copulas. We study to what extent the tail behaviour of the copula determines the limiting performance of the CoVaR when the conditioning event is becoming more extreme.作者: CERE 時(shí)間: 2025-3-25 22:09 作者: A簡(jiǎn)潔的 時(shí)間: 2025-3-26 01:01 作者: 異常 時(shí)間: 2025-3-26 05:35 作者: custody 時(shí)間: 2025-3-26 09:13 作者: SPASM 時(shí)間: 2025-3-26 12:53
Copula-based piecewise regression,efore they lead to monotone regression functions, which makes them not suitable for dependence relationships that imply or suggest a non-monotone regression function. A gluing copula approach is proposed to decompose the underlying copula into totally ordered copulas that once combined may lead to a non-monotone regression function.作者: 邪惡的你 時(shí)間: 2025-3-26 20:43 作者: 喚起 時(shí)間: 2025-3-26 22:41
ula theory, mainly in Economics and Finance.Celebrates the c.This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distribution作者: Neolithic 時(shí)間: 2025-3-27 05:03
Routing and Remote Access Service (Routing),cent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.作者: JOG 時(shí)間: 2025-3-27 06:02
Windows Internet Name Service (WINS), bivariate copulas: the first one being based on ultramodular aggregation functions, and the other one showing the special role of ultramodularity and Schur concavity for a product-like composition of bivariate copulas being again a bivariate copula.作者: handle 時(shí)間: 2025-3-27 13:13 作者: 強(qiáng)化 時(shí)間: 2025-3-27 17:40
Constructions of copulas under prescribed sections,cent research on copulas with given diagonal and opposite diagonal sections. Also a survey is given on the state of the art on related domains such as the construction of special families of copulas and generalizations of the copula concept.作者: 正式通知 時(shí)間: 2025-3-27 21:44 作者: 虛弱 時(shí)間: 2025-3-27 22:09
Windows Internet Name Service (WINS),ng algorithm based on copula and called CoClust. Here, an application to the gene expression profiles of human tumour cell lines is provided to describe the methodology. Finally, a comparison between the two different approaches is performed through a case study on environmental data.作者: 食道 時(shí)間: 2025-3-28 05:15
Internet Authentication Service (IAS),mphasize their main properties, their structure and characterization. We also devote some part of the work to highlight the importance of these discrete operations and their impact in the mentioned fields.作者: 發(fā)怨言 時(shí)間: 2025-3-28 07:38
Conference proceedings 2017view the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75.th.?birthday of Professor Roger B. Nelsen and his outstanding contribu作者: Esophagitis 時(shí)間: 2025-3-28 13:19 作者: 取之不竭 時(shí)間: 2025-3-28 16:41 作者: gerrymander 時(shí)間: 2025-3-28 18:54
Operations on Finite Settings: from Triangular Norms to Copulas,mphasize their main properties, their structure and characterization. We also devote some part of the work to highlight the importance of these discrete operations and their impact in the mentioned fields.作者: 多產(chǎn)子 時(shí)間: 2025-3-28 23:13
Conference proceedings 2017tion to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017..The chapter ‘When Gumbel met Galambos‘?is published open access under a CC BY 4.0 license..作者: 聾子 時(shí)間: 2025-3-29 06:31 作者: 暫時(shí)中止 時(shí)間: 2025-3-29 09:48 作者: 協(xié)議 時(shí)間: 2025-3-29 13:12 作者: 消極詞匯 時(shí)間: 2025-3-29 17:43 作者: Dappled 時(shí)間: 2025-3-29 23:08
at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017..The chapter ‘When Gumbel met Galambos‘?is published open access under a CC BY 4.0 license..978-3-319-87750-1978-3-319-64221-5作者: Console 時(shí)間: 2025-3-30 00:50 作者: 輕浮思想 時(shí)間: 2025-3-30 05:35 作者: 發(fā)酵劑 時(shí)間: 2025-3-30 10:15
A look at copulas in a curved mirror,al plays as axis of symmetry to a continuous strictly increasing curve in the unit square. First, we make explicit the geometrical notion of symmetry of a function on the unit square with respect to a curve. Next, we provide a measure for quantifying to what extent a quasi-copula or copula can be re作者: 樸素 時(shí)間: 2025-3-30 15:18
,Copula–based clustering methods,ods based on concordance or tail-dependence concept. An illustration is hence provided by using a time series dataset formed by the constituent data of the S&P 500 observed during the financial crisis of 2007-2008. Next, in the likelihood–based clustering framework, we present and discuss a clusteri作者: 膠水 時(shí)間: 2025-3-30 20:08 作者: 鬧劇 時(shí)間: 2025-3-30 21:25 作者: 調(diào)情 時(shí)間: 2025-3-31 02:26 作者: medium 時(shí)間: 2025-3-31 05:56 作者: Boycott 時(shí)間: 2025-3-31 11:57
,Improved Hoeffding–Fréchet bounds and applications to VaR estimates,d. As consequence these bounds imply also upper and lower bounds for the expectation ..(.) of a certain class of functions .(.). The classical examples are the Hoeffding bounds for the expectation of the product .... of two random variables. In this paper we review and partially elaborate on several作者: 一再煩擾 時(shí)間: 2025-3-31 13:34
Complete dependence everywhere?, might seem far too restrictive to be of any practical importance at first glance. Recent results have shown, however, that complete dependence naturally appears in various settings. This chapter will therefore sketch some problems related to complete dependence. Doing so, the focus will be on depen作者: bonnet 時(shí)間: 2025-3-31 19:12
