58 search results - page 1 / 12 » A Method for Constructing Multivariate Copulas |
EUSFLAT
2007
13 years 6 months ago
2007
We provide a method for constructing a class of multivariate copulas depending on a univariate function. We study some properties of this class and present several examples. The s...
MA
2010
Springer
13 years 3 months ago
2010
Springer
Abstract: This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for whi...
WCE
2007
13 years 6 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
FSS
2008
13 years 5 months ago
2008
A family of copulas, called semilinear, is constructed starting with some assumptions about the linearity of the copulas along some segments of the unit square. This family contai...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
In this paper we propose a novel approach termed as dynamic copula time-frequency distribution (DCTFD) for the construction of positive time-frequency distributions (PTFDs). DCTFD...