Valdez, 1998, Understanding Relationships Using Copulas
, North American Actuarial Journal, 2(1): 1-25.
Alternatively, a copula
C between F and G can be used as a function such that C(F(x), G(x)) = H(u,v).
The dependence structure of forecast error among different wind farms can be constructed more precisely by using pair-copula method than those by using multivariate copulas
, and the enhancement is nontrivial in PLF computation.
In the next section, we propose a method based on Copula
theory to model the unknown dependence in order to derive the joint probability density.
Hochrainer-Stigler, "Assessing water resource system vulnerability to unprecedented hydrological drought using copulas
to characterize drought duration and deficit," Water Resources Research, vol.
Among the tools that measure statistical dependency at signal level investigated in  (e.g., Pearson's product-moment correlation that measures linear relationship, Spearman's correlation that measures the monotonic relationships, and Kendall's correlation that reflects the number of concordances and discordances in time series, as well as the classical correlation) we opted to use copula
, and among the numerous copula
families we opted for the Frank copula
, since it was shown to be well suited to cardiovascular time series ; it distinguishes comonotonic and counter-monotonic behavior in bivariate signals.
A CPA bipartite clause can also occur when the Greek copula
is left untranslated.
From the viewpoint of selecting fastest-to-compute copulas
, we should select polynomial copulas
and, among them, copulas
of the smallest possible degree.
This study explores the possibility of a combination of existing bivariate Archimedean copulas
performing better or just as well as the individual copulas
Nelsen, An Introduction to Copulas
, Springer, New York, NY, USA, 2nd edition, 2006.
La frecuencia relativa de copulas
(FRC) se determino mediante la siguiente relacion: FRC = (C/(N/2))*100, donde C es el numero de copulas
contadas y N es el numero de individuos adultos contados en cada transecto de la estacion de muestreo (modificado de Cala, de Jesus-Navarrete, Ocana, & Oliva-Rivera, 2013).