نتایج جستجو برای: archimedean copula

تعداد نتایج: 5627  

Journal: :iranian journal of numerical analysis and optimization 0
mojtaba moniri jafar s. eivazloo

in an earlier work we showed that for ordered fields f not isomorphic to the reals r, there are continuous 1-1 unctions on [0, 1]f which map some interior point to a boundary point of the image (and so are not open). here we show that over closed bounded intervals in the rationals q as well as in all non-archimedean ordered fields of countable cofinality, there are uniformly continuous 1-1 func...

Journal: :CoRR 2008
Jian Ma Zengqi Sun

We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is ...

2014
G. Parham A. Daneshkhah

The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an í µí±›-dimensional copula. This is accomplished using a flexible copula called a minimum information (MI) copula as a part of pair-copula construction. Obtained results show that the achieved model has a good level of approximation.

Journal: :Sustainability 2023

In the context of global climate change, Tibetan Plateau is particularly susceptible to meteorological disasters, including snow disasters. This study utilized daily temperature and precipitation data from 44 stations on spanning 1960 2018 construct a event dataset. Optimal marginal distribution copula function were chosen calculate joint return period probability, which effectively assess haza...

2007
LAVINIA CORINA CIUNGU

The Archimedean property is one of the most beautiful axioms of the classical arithmetic and some of the methods of constructing the field of real numbers are based on this property. It is well-known that every Archimedean `-group is abelian and every pseudo-MV algebra is commutative. The aim of this paper is to introduce the Archimedean property for pseudo-MTL algebras and FLw-algebras. The ma...

Journal: :Computational Statistics & Data Analysis 2008
Marius Hofert

This paper addresses the problem of efficiently sampling exchangeable and nested Archimedean copulas, with specific focus on large dimensions, where methods involving generator derivatives, such as the conditional distribution method, are not applicable. Additionally, new conditions under which Archimedean copulas can be mixed to construct nested Archimedean copulas are presented. Moreover, for...

Journal: :Computational Statistics & Data Analysis 2021

Abstract Outer power (OP) transformations of Archimedean generators are suggested to increase the modeling flexibility and statistical fitting capabilities classical copulas restricted a single parameter. For OP-transformed copulas, formula for computing tail dependence coefficients is obtained, as well two feasible OP copula estimators proposed their properties studied by simulation. hierarchi...

2010
Silvia Angela Osmetti

In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. Through this copula we can extend the Marshall-Olkin distribution in order to construct several bivariate survival functions. The cumulative distrib...

Journal: :Journal of Mathematical Analysis and Applications 2024

Motivated by a recently established result saying that within the class of bivariate Archimedean copulas standard pointwise convergence implies weak almost all conditional distributions this contribution studies Card d-dimensional with d≥3 and proves afore-mentioned implication respect to conditioning on first d−1 coordinates. Several properties equivalent in are - as by-product working (Markov...

In the present paper, we give a new approach to Caristi's fixed pointtheorem on non-Archimedean fuzzy metric spaces. For this we define anordinary metric $d$ using the non-Archimedean fuzzy metric $M$ on a nonemptyset $X$ and we establish some relationship between $(X,d)$ and $(X,M,ast )$%. Hence, we prove our result by considering the original Caristi's fixedpoint theorem.

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