References in periodicals archive ?
However, we apply this method to choose not just the best one but also the better copulas as the candidate copulas for constructing the mixed copula model.
To determine the relationship between the risk factors the methodology outlined by McNeil, Frey & Embrechts (2005) is followed, obtaining the relationship between them by using copulas and EVT.
The upper and lower TDC and their confidence intervals in a regular vine copula approach are obtained for all pair-copulas through a simulation exercise as follows:
For analyzing comovements in housing prices, the most important number is the dependence parameter 0, but dependence parameters do not translate conveniently between different copulas.
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.
The dual Copula model has been established for a long time, and it has been developed and applied in academic and practical circles for ages.
Debido a que la abundancia de huevas y la frecuencia de copulas no cumplieron con los supuestos del ANOVA, las variaciones entre epocas de estas variables fueron analizadas mediante una prueba de Kruskal-Wallis (H).
Mas importante, dicha heterogeneidad ha aportado una linea de estudio destacada para las divergencias expuestas por las copulas espanolas.
En [13] se proveen los pasos necesarios para realizar simulaciones usando las copulas estimadas en el constructo D-vine.
The proposed Bayesian network surrogate model and copula sampling are used for efficient reliability assessment within the optimization framework.
Para determinar el horario, duracion y numero de copulas por edad, fueron conformadas parejas de adultos virgenes de S.