Добірка наукової літератури з теми "Copulas"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся зі списками актуальних статей, книг, дисертацій, тез та інших наукових джерел на тему "Copulas".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Статті в журналах з теми "Copulas"
Chiravate, Boonjeera. "Aspectual Properties and Polarity-Sensitivity of Copulas pen1 and khʉʉ1 in Thai". MANUSYA 15, № 1 (2012): 1–18. http://dx.doi.org/10.1163/26659077-01501001.
Повний текст джерелаMikulskas, Rolandas. "Descriptive problems in defining the category of copulas: syntactic and semantic distribution of the ingressive copulas VIRSTI and TAPTI." Lietuvių kalba, no. 12 (December 15, 2018): 1–63. http://dx.doi.org/10.15388/lk.2018.22519.
Повний текст джерелаWelch, Nicholas, and Marie-Louise Bouvier White. "Copular clauses in Dene languages: Argument structure and interpretation." Canadian Journal of Linguistics/Revue canadienne de linguistique 66, no. 2 (June 2021): 223–54. http://dx.doi.org/10.1017/cnj.2021.12.
Повний текст джерелаFuchs, Sebastian, and Yann McCord. "On the lower bound of Spearman’s footrule." Dependence Modeling 7, no. 1 (May 11, 2019): 126–32. http://dx.doi.org/10.1515/demo-2019-0005.
Повний текст джерелаPetré,, Peter. "General productivity: How become waxed and wax became a copula." Cognitive Linguistics 23, no. 1 (February 2012): 27–65. http://dx.doi.org/10.1515/cog-2012-0002.
Повний текст джерелаAlanazi, Fadhah Amer. "Truncating Regular Vine Copula Based on Mutual Information: An Efficient Parsimonious Model for High-Dimensional Data." Mathematical Problems in Engineering 2021 (October 20, 2021): 1–11. http://dx.doi.org/10.1155/2021/4347957.
Повний текст джерелаXie, Jiehua, Jun Fang, Jingping Yang, and Lan Bu. "MULTIVARIATE COMPOSITE COPULAS." ASTIN Bulletin 52, no. 1 (November 3, 2021): 145–84. http://dx.doi.org/10.1017/asb.2021.30.
Повний текст джерелаAldhufairi, Fadal Abdullah-A., Ranadeera G. M. Samanthi, and Jungsywan H. Sepanski. "New Families of Bivariate Copulas via Unit Lomax Distortion." Risks 8, no. 4 (October 14, 2020): 106. http://dx.doi.org/10.3390/risks8040106.
Повний текст джерелаEdwards, H. H., P. Mikusiński, and M. D. Taylor. "Measures of concordance determined byD4-invariant copulas." International Journal of Mathematics and Mathematical Sciences 2004, no. 70 (2004): 3867–75. http://dx.doi.org/10.1155/s016117120440355x.
Повний текст джерелаMikulskas, Rolandas. "Aspectual variation in Lithuanian copular constructions." Lietuvių kalba, no. 9 (December 18, 2015): 1–49. http://dx.doi.org/10.15388/lk.2015.22627.
Повний текст джерелаДисертації з теми "Copulas"
Lauterbach, Dominic [Verfasser]. "Singular Mixture Copulas - A Geometric Method of Constructing Copulas / Dominic Lauterbach." München : Verlag Dr. Hut, 2014. http://d-nb.info/1052375359/34.
Повний текст джерелаBlom, Joakim, and Joakim Wargclou. "Does copula beat linearity? : Comparison of copulas and linear correlation in portfolio optimization." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-124634.
Повний текст джерелаSchmitz, Volker. "Copulas and stochastic processes." [S.l.] : [s.n.], 2003. http://deposit.ddb.de/cgi-bin/dokserv?idn=972691669.
Повний текст джерелаZeng, Xuexing. "Copulas for image processing." Thesis, University of Strathclyde, 2010. http://oleg.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=14336.
Повний текст джерелаMazzoli, Maria. "Copulas in Nigerian Pidgin." Doctoral thesis, Università degli studi di Padova, 2013. http://hdl.handle.net/11577/3422599.
Повний текст джерелаQuesto lavoro descrive il sistema delle copule in Nigerian Pidgin (NigP), una lingua pidgin/creola parlata in Nigeria. Ho ristretto l’analisi alla varietà odierna parlata in contesti metropolitani nell’Ovest del paese. Le fonti dei dati sono le occorrenze del corpus e i giudizi di grammaticalità forniti dagli informatori. Come spiego nel Capitolo 2, il corpus parlato di NigP è stato registrato durante una ricerca sul campo nella città di Lagos mentre in seguito ho aggiunto a questi dati alcuni esempi di produzioni scritte di NigP. L’intero corpus è consultabile sul CD allegato (Appendici A-CD e B-CD). Nel 2012 ho condotto un esperimento prosodico in collaborazione con il CNR di Padova sulla realizzazione tonale dell’elemento DE sulla base della produzione orale di due parlanti originarie di Benin City. Anche questo materiale elicitato è disponibile su CD (Appendice C-CD). Ho diviso lo spazio semantico coperto dalle copule in NigP in tre macro-aree: (1) identificazione/ascrizione, (2) locazione/esistenza, e (3) attribuzione. La scelta della copula in NigP è basata sulla natura sintattica del complemento. Infatti, le copula be e na reggono complementi nominali nei contesti identificazionali e ascrittivi, la copula de regge complementi locativi o si trova come esistenziale intransitivo, e la copula attributiva de può essere inserita prima dei lessemi (verbali) che esprimono la proprietà se si danno alcune condizioni. Affronto questi temi nei tre capitoli di ricerca (rispettivamente il 4, 5 e 6). Lo scopo principale era di descrivere e spiegare la variazione che si trova in ciascuna macro-area semantica. Nel Capitolo 4 spiego come l’introduttore di focus na sia stato rianalizzato come copula in contesti identificazionali e ascrittivi. Infatti le copule be e na comportano due diverse codifiche sintattiche e pragmatiche dei loro argomenti e questo spiega la perfetta distribuzione complementare dei due elementi. Nel Capitolo 5 descrivo l’elemento lessicale DE, che comprende due categorie grammaticali: copula esistenziale/locativa e aspettuale imperfettivo. La differenza tra le due è realizzata dai parlanti grazie ad una distinzione tonale, come hanno dimostrato i risultati dell’esperimento prosodico. I contesti attributivi non sono sempre copulari perché i lessemi che esprimono proprietà in NgP sono verbali, come sostengo nel Capitolo 6. L’inserzione della copula de è governata da diversi fattori sintattici e pragmatici. Inoltre, l’esperimento prosodico sulla realizzazione tonale di DE ha permesso di attestare l’oscillazione aspettuale di questi elementi verbali esprimenti una proprietà (stativo/non-stativo) e, di conseguenza, la loro occorrenza sia con la copula de (tono alto) che con il marcatore preverbale imperfettivo dè (tono basso).
Harder, Michael [Verfasser]. "Exchangeability of copulas / Michael Harder." Ulm : Universität Ulm, 2016. http://d-nb.info/1106329910/34.
Повний текст джерелаKakouris, Iakovos. "Applications of copulas in optimisation." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/33163.
Повний текст джерелаViola, Márcio Luis Lanfredi 1978. "Teoria de valores extremos e copulas : distribuição valor extremo generalizada e copulas arquimedianas generalizadas trivariadas." [s.n.], 2006. http://repositorio.unicamp.br/jspui/handle/REPOSIP/306675.
Повний текст джерелаDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
Made available in DSpace on 2018-08-07T14:24:13Z (GMT). No. of bitstreams: 1 Viola_MarcioLuisLanfredi_M.pdf: 24648946 bytes, checksum: 3e9e740e3961441870b59a758583d5af (MD5) Previous issue date: 2006
Resumo: Sob a ótica da Teoria de Cópulas, a modelagem multidimensional pode ser considerada decorrente de dois processos: estimação das funções de distribuição acumulada marginais e modelagem de uma estrutura de dependência multidimensional que age sobre tais funções de distribuição marginais, sendo esta última, denominada cópula. Neste trabalho, as funções de distribuição acumulada marginais de interesse correspondem à função de distribuição acumulada do máximo de uma variável aleatória e, consequentemente, a Teoria de Valores Extremos apresenta-se como uma alternativa natural para a modelagem das distribuições marginais. Nesta dissertação, serão estudados os tipos de dependência entre variáveis aleatórias, a construção e implementação de modelos de Teoria de Cópulas assim como, os resultados básicos de convergência utilizados na Teoria de Valores Extremos. Sob o escopo da Teoria de Valores Extremos, os métodos de estimação pontual de Máxima Verossimilhança e L-momentos serão comparados através de algumas simulações e, adicionalmente, serão abordadas as condições que asseguram a validade das propriedades assintóticas do Método de Máxima Verossimilhança bem como as principais propriedades de ambos os métodos citados. As teorias citadas serão aplicadas no contexto de Lingüística na modelagem multidimensional de características do sinal acústico observadas em regiões de baixa, média e alta freqüência de frases das línguas inglesa e francesa
Abstract: In the copula theory we can interpret a multidimensional distribution as a result of two processes, namely, marginal cumulative distribution function estimation and dependence structure estimation. The latter, called copula, is employed to aggregate the marginal distributions. In this work, the marginal distributions correspond to the maximum value of random variables. Thus, the extreme value theory, in particular the generalized extreme value distribution, is a natural way to model the marginal distribution. Some theoretical aspects will be studied in order to obtain knowledge the principal results of concerning the convergence in distribution associated with maximum likelihood estimation and L-moments estimation. This strategy is essential because the generalized extreme value distribution represents a nonregular case. Some simulation were performed in order to compare the behavior of the method. We will also take into account trivariate copula models such as Kimeldorf and Sampson model and Gumbel model. We will use maximum likelihood method for the point estimation in copula models. Finally, we will apply extreme value theory and copula model in a linguistic problem. Preciselly, we will consider signal coming from the three different frequence classes modeled both English and French languages
Mestrado
Mestre em Estatística
Krupskii, Pavel. "Structured factor copulas and tail inference." Thesis, University of British Columbia, 2014. http://hdl.handle.net/2429/48390.
Повний текст джерелаScience, Faculty of
Statistics, Department of
Graduate
Schmitz, Volker [Verfasser]. "Copulas and Stochastic Processes / Volker Schmitz." Aachen : Shaker, 2003. http://d-nb.info/1179023064/34.
Повний текст джерелаКниги з теми "Copulas"
Nelsen, Roger B. An Introduction to Copulas. New York, NY: Springer New York, 1999. http://dx.doi.org/10.1007/978-1-4757-3076-0.
Повний текст джерелаNelsen, Roger B. An introduction to copulas. New York: Springer, 1999.
Знайти повний текст джерелаNelsen, Roger B. An introduction to copulas. 2nd ed. New York, NY: Springer, 2004.
Знайти повний текст джерелаDependence modeling with copulas. Boca Raton: CRC Press, Taylor & Francis Group, 2015.
Знайти повний текст джерелаMai, Jan-Frederik, and Matthias Scherer. Financial Engineering with Copulas Explained. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137346315.
Повний текст джерелаSchröter, Klaus J. Modellierung von Abhängigkeitsstrukturen durch Copulas. Berlin, Heidelberg: Springer Berlin Heidelberg, 2022. http://dx.doi.org/10.1007/978-3-662-65469-9.
Повний текст джерелаAlexander, Lipton, and Rennie Andrew 1968-, eds. Credit correlation: Life after copulas. New Jersey: World Scientific, 2008.
Знайти повний текст джерелаAlexander, Lipton, and Rennie Andrew 1968-, eds. Credit correlation: Life after copulas. New Jersey: World Scientific, 2008.
Знайти повний текст джерелаÚbeda Flores, Manuel, Enrique de Amo Artero, Fabrizio Durante, and Juan Fernández Sánchez, eds. Copulas and Dependence Models with Applications. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-64221-5.
Повний текст джерелаCzado, Claudia. Analyzing Dependent Data with Vine Copulas. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13785-4.
Повний текст джерелаЧастини книг з теми "Copulas"
Okubo, Wataru, and Hiroki Nomoto. "Chapter 9. A null stem analysis of Persian copular verbs." In Advances in Iranian Linguistics II, 231–62. Amsterdam: John Benjamins Publishing Company, 2023. http://dx.doi.org/10.1075/cilt.361.09oku.
Повний текст джерелаHofert, Marius, Ivan Kojadinovic, Martin Mächler, and Jun Yan. "Copulas." In Elements of Copula Modeling with R, 9–79. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-89635-9_2.
Повний текст джерелаBrockhaus, Oliver. "Copulas." In Equity Derivatives and Hybrids, 128–43. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_9.
Повний текст джерелаTrivedi, Pravin K. "Copulas." In The New Palgrave Dictionary of Economics, 1–4. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_1960-1.
Повний текст джерелаSempi, Carlo. "Copulas." In International Encyclopedia of Statistical Science, 302–5. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-04898-2_190.
Повний текст джерелаTrivedi, Pravin K. "Copulas." In The New Palgrave Dictionary of Economics, 2290–93. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1960.
Повний текст джерелаRuppert, David. "Copulas." In Statistics and Data Analysis for Financial Engineering, 175–200. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-1-4419-7787-8_8.
Повний текст джерелаRuppert, David, and David S. Matteson. "Copulas." In Statistics and Data Analysis for Financial Engineering, 183–215. New York, NY: Springer New York, 2015. http://dx.doi.org/10.1007/978-1-4939-2614-5_8.
Повний текст джерелаCzado, Claudia. "Pair-Copula Constructions of Multivariate Copulas." In Copula Theory and Its Applications, 93–109. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-12465-5_4.
Повний текст джерелаKlement, Erich Peter, Radko Mesiar, and Endre Pap. "Transformations of Copulas and Quasi-Copulas." In Soft Methodology and Random Information Systems, 181–88. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-44465-7_21.
Повний текст джерелаТези доповідей конференцій з теми "Copulas"
Zimmerling, A. V. "ZERO FORMS IN MORPHOLOGICAL PARADIGMS: THE VERB “BE” IN RUSSIAN." In International Conference on Computational Linguistics and Intellectual Technologies "Dialogue". Russian State University for the Humanities, 2020. http://dx.doi.org/10.28995/2075-7182-2020-19-795-810.
Повний текст джерелаPougaza, Doriano-Boris, Ali Mohammad-Djafari, Ali Mohammad-Djafari, Jean-François Bercher, and Pierre Bessiére. "Maximum Entropies Copulas." In BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING: Proceedings of the 30th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. AIP, 2011. http://dx.doi.org/10.1063/1.3573634.
Повний текст джерелаTao, Shanshan, Sheng Dong, and Yinghui Xu. "Design Parameter Estimation of Wave Height and Wind Speed With Bivariate Copulas." In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/omae2013-10519.
Повний текст джерелаShen, Xiaoping, Robert L. Ewing, and Jia Li. "Supervise Learning With Copulas." In NAECON 2019 - IEEE National Aerospace and Electronics Conference. IEEE, 2019. http://dx.doi.org/10.1109/naecon46414.2019.9058051.
Повний текст джерелаEickhoff, Carsten, Arjen P. de Vries, and Kevyn Collins-Thompson. "Copulas for information retrieval." In SIGIR '13: The 36th International ACM SIGIR conference on research and development in Information Retrieval. New York, NY, USA: ACM, 2013. http://dx.doi.org/10.1145/2484028.2484066.
Повний текст джерелаNoh, Yoojeong, K. K. Choi, and Liu Du. "Selection of Copula to Generate Input Joint CDF for RBDO." In ASME 2008 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2008. http://dx.doi.org/10.1115/detc2008-49494.
Повний текст джерелаPap, Endre, and Aniko Szakal. "Binary copulas as aggregation functions." In 2014 IEEE 15th International Symposium on Computational Intelligence and Informatics (CINTI). IEEE, 2014. http://dx.doi.org/10.1109/cinti.2014.7028703.
Повний текст джерелаSu, Yan, and Xiaoxu Zhou. "Smooth Test for Elliptical Copulas." In 2017 International Conference on Applied Mathematics, Modeling and Simulation (AMMS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/amms-17.2017.51.
Повний текст джерелаKolesarova, Anna, and Radko Mesiar. "On power stable quasi-copulas." In The 8th conference of the European Society for Fuzzy Logic and Technology. Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/eusflat.2013.23.
Повний текст джерелаDarkhovsky, Boris, Alexandra Piryatinska, Artem Prokhorov, and Fujie Xia. "The ε-complexity of copulas." In 2015 IEEE 10th Conference on Industrial Electronics and Applications (ICIEA). IEEE, 2015. http://dx.doi.org/10.1109/iciea.2015.7334150.
Повний текст джерелаЗвіти організацій з теми "Copulas"
Becerra, Oscar, and Luis Fernando Melo-Velandia. Medidas de riesgo financiero usando copulas: teoría y aplicaciones. Bogotá, Colombia: Banco de la República, February 2008. http://dx.doi.org/10.32468/be.489.
Повний текст джерелаChervenov, Nikolay, and Boyan Kostadinov. Generalisation of the Notion of an n-Increasing Function. Archimedean Copulas. "Prof. Marin Drinov" Publishing House of Bulgarian Academy of Sciences, March 2019. http://dx.doi.org/10.7546/crabs.2019.03.02.
Повний текст джерелаYang, Wen. Drought Analysis under Climate Change by Application of Drought Indices and Copulas. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.716.
Повний текст джерелаHorta, Paulo, Sérgio Lagoa, and Luís Filipe Martins. Contagion Channels of the Subprime Financial Crisis to the NYSE Euronext European Markets using Copulas. DINÂMIA'CET-IUL, 2011. http://dx.doi.org/10.7749/dinamiacet-iul.wp.2011.15.
Повний текст джерелаChen, Xiaohong, Zhijie Xiao, and Roger Koenker. Copula-based nonlinear quantile autoregression. Institute for Fiscal Studies, October 2008. http://dx.doi.org/10.1920/wp.cem.2008.2708.
Повний текст джерелаGómez-González, José Eduardo, Juan Sebastian Cubillos-Rocha, and Luis Fernando Melo-Velandia. Detecting exchange rate contagion using copula functions. Bogotá, Colombia: Banco de la República, August 2018. http://dx.doi.org/10.32468/be.1047.
Повний текст джерелаBouezmarni, Taoufik, Mohamed Doukali, and Abderrahim Taamouti. Copula-based estimation of health concentration curves with an application to COVID-19. CIRANO, 2022. http://dx.doi.org/10.54932/mtkj3339.
Повний текст джерелаChen, Xiaohong, Wei Biao Wu Wu, and Yanping Yi. Efficient estimation of copula-based semiparametric Markov models. Institute for Fiscal Studies, March 2009. http://dx.doi.org/10.1920/wp.cem.2009.0609.
Повний текст джерелаLoaiza-Maya, Rubén Albeiro, José Eduardo Gómez-González, and Luis Fernando Melo-Velandia. Latin american exchange rate dependencies : a regular vine copula approach. Bogotá, Colombia: Banco de la República, August 2012. http://dx.doi.org/10.32468/be.729.
Повний текст джерелаYang, Fan, Yi Qian, and Hui Xie. Addressing Endogeneity Using a Two-stage Copula Generated Regressor Approach. Cambridge, MA: National Bureau of Economic Research, January 2022. http://dx.doi.org/10.3386/w29708.
Повний текст джерела