One of the biggest advances in recent years for high-dimensional copula models and applications has been the development of the vine pair-copula construction that covers continuous and discrete variables, and its extensions to include latent variables. Software has been made available in the VineCopula R package and the package that is companion to the book by Joe [6]. This special issue of the...

In hydrologic risk analysis, the use of exceedance statistics are very important. this sense, we construct a random threshold model based on bivariate order statistics. The exact distribution is calculated under some well-known copulas such as independent and Farlie-Gumbel-Morgenstern (FGM) copulas. Furthermore, numerical results provided for expected value variance application in hydrology als...

Abstract We provide an exact simulation algorithm for bivariate Archimax copulas, including instances with negative association. In contrast to existing approaches, the feasibility of our is directly linked availability probability measure described by derivative parameterizing Pickands dependence function. demonstrate that this hypothesis satisfied in many cases interest and, particular, it pi...

Vine copulas are a type of multivariate dependence model, composed collection bivariate that combined according to specific underlying graphical structure. Their flexibility and practicality in moderate high dimensions have contributed the popularity vine copulas, but relatively little attention has been paid their extremal properties. To address this issue, we present results on tail propertie...

in 2004, rodr'{i}guez-lallena and '{u}beda-flores have introduced a class of bivariate copulas which generalizes some known families such as the farlie-gumbel-morgenstern distributions. in 2006, dolati and '{u}beda-flores presented multivariate generalizations of this class. then in 2011, kim et al. generalized rodr'{i}guez-lallena and '{u}beda-flores' study to any...

This paper explores the impact of perturbations copulas on dependence properties Markov chains they generate. We use an observation that is valid for convex combinations to establish sufficient conditions mixing coefficients ρn, αn and some other measures association. New copula families are derived based their multivariate analogs n-copulas provided in general. Several can be constructed from ...

Although there are a very large number of proposals in the literature to account for the complex distribution of the copulas ser and estar in Spanish and Portuguese (Bello 1951; Gili Gaya 1955; Querido 1976; Luján 1981; Lema 1995; Schmitt 1992, 2004; Maienborn 2000, 2003), very little is known about children’s acquisition of these two highly frequent copula verbs. The only acquisition study we ...

Copulas are important probabilistic tools to model and interpret the correlations of measures involved in real or experimental phenomena. The versatility these phenomena implies need for diverse copulas. In this article, we describe investigate theoretically new two-dimensional copulas based on trigonometric functions modulated by a tuning angle parameter. independence copula is, thus, extended...