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» A Method for Constructing Multivariate Copulas
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GANDC
2011
93views more  GANDC 2011»
12 years 5 months ago
Bayesian spatial modeling and interpolation using copulas
Copulas have attracted much attention in spatial statistics over the past few years. They are used as a flexible alternative to traditional methods for nonGaussian spatial modelin...
Hannes Kazianka, Jürgen Pilz
EUSFLAT
2007
164views Fuzzy Logic» more  EUSFLAT 2007»
13 years 6 months ago
An Aggregate Claims Model Between Independence and Comonotone Dependence
We introduce a simple aggregate claims model, which is able to take into account a continuous range of positive dependence between independence and comonotone dependence. It is ba...
Werner Hürlimann
MA
2011
Springer
188views Communications» more  MA 2011»
13 years 8 days ago
A copula-based model of speculative price dynamics in discrete time
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...
Umberto Cherubini, Sabrina Mulinacci, Silvia Romag...
NIPS
2007
13 years 6 months ago
Learning with Tree-Averaged Densities and Distributions
We utilize the ensemble of trees framework, a tractable mixture over superexponential number of tree-structured distributions [1], to develop a new model for multivariate density ...
Sergey Kirshner
BMCBI
2008
201views more  BMCBI 2008»
13 years 5 months ago
A copula method for modeling directional dependence of genes
Background: Genes interact with each other as basic building blocks of life, forming a complicated network. The relationship between groups of genes with different functions can b...
Jong-Min Kim, Yoon-Sung Jung, Engin A. Sungur, Kap...