Copulas in Brokpa
نویسندگان
چکیده
منابع مشابه
On Generators in Archimedean Copulas
This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
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Copulas are functions that describe the dependence between two or more random variables. This article provides a brief review of copula theory and two areas of economics in which copulas have played important roles: multivariate modeling and partial identification of parameters that depend on the joint distribution of two random variables with fixed or knownmarginal distributions.We focus on bi...
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Despite overlapping goals of multivariate modeling and dependence identification, until recently the fields of machine learning in general and probabilistic graphical models in particular have been ignorant of the framework of copulas. At the same time, complementing strengths of the two fields suggest the great fruitfulness of a synergy. The purpose of this paper is to survey recent copula-bas...
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The standard variance components method for mapping quantitative trait loci is derived on the assumption of normality. Unsurprisingly, statistical tests based on this method do not perform so well if this assumption is not satisfied. We use the statistical concept of copulas to relax the assumption of normality and derive a test that can perform well under any distribution of the continuous tra...
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Copulas are a useful tool for understanding relationships among multivariate variables, and are important tools for describing the dependence structure between random variables, with different copulas representing different dependencies. Since the study of dependence is critically important in Statistics in order to carry out reliable analyses, understanding and applying results from copulas ca...
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ژورنال
عنوان ژورنال: Himalayan Linguistics
سال: 2020
ISSN: 1544-7502
DOI: 10.5070/h919146770