Dependence modeling with copulas

No abstract is available for this paper.

• Publication year

  2007

• Venue

  The Business & Management Collection

• Publication date

  2007-10-01

• Fields of study

  Mathematics, Business

• Identifiers
  DOI 10.1201/b17116
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• No references are available for this paper.

• Bivariate Postprocessing of Wind Vectors

  2026cites this paper
• Risk spillovers among China's conventional energy, new energy and technology stock markets:A novel mixed distorted Copula method

  2026cites this paper
• ESTIMASI VALUE AT RISK PORTOFOLIO VALUTA ASING PADA KONDISI PANDEMI COVID-19 MENGGUNAKAN COPULA

  2026cites this paper
• Research on aging-friendly design risk assessment model based on non-parametric estimation

  2026cites this paper
• Directional footrule-coefficients

  2026cites this paper
• Control charts for the shape of Gompertz distribution

  2026cites this paper
• Systemic Risk Transmission in Commodity Markets

  2026cites this paper
• Multidimensional analysis of sectoral equity dynamics: deconstructing market trends via functional data and vine copula integration

  2026influential citation
• Stochastic representation of Sarmanov copulas

  2026cites this paper
• Reliability inference for dependent multicomponent stress-strength model with bounded strength based on copula

  2026cites this paper
• A Bayesian copula framework to infer ontogenetic relationships and predict associated parameters in human growth and development

  2026cites this paper
• Predictive modelling of geometallurgical variables at Tarkwa mine, southwestern Ghana

  2026cites this paper
• Integer-Valued Time Series Model via Copula-Based Bivariate Skellam Distribution

  2026cites this paper
• A Deep Learning-Copula Framework for Climate-Related Home Insurance Risk

  2026cites this paper
• Spectral Dynamics and Regularization for High-Dimensional Copulas

  2026cites this paper
• A unification approach in semi-parametric piecewise models

  2026cites this paper
• Exhaustive Structure Learning of R-Vine Copula Models for Analyzing Multiband Spectrum Utilization in Mobile Communications

  2026cites this paper
• A copula regression approach for dynamic policyholder behavior

  2026cites this paper
• A copula based BINAR(1) process with applications

  2026cites this paper
• Asymptotic Theory of Tail Dependence Measures for Checkerboard Copula and the Validity of Multiplier Bootstrap

  2026cites this paper
• Resilience assessment of highway roads affected by slope failures induced by mainshock-aftershock sequences: insights from vine copula fragility surfaces

  2026cites this paper
• Absolutely continuous copulas with a given curvilinear section

  2026cites this paper
• The Stingray Copula for Negative Dependence

  2026cites this paper
• Copula-based assessment of compound warm-dry climate risk: a 55-year analysis of dependence structure stability in Tulcea, Romania

  2026cites this paper
• Copula-Stein Discrepancy: A Generator-Based Stein Operator for Archimedean Dependence

  2025cites this paper
• Gaussian copula-based Bayesian Networks for dynamic loads in mooring systems

  2025cites this paper
• Usual stochastic orderings of the second smallest order statistics with dependent semi-parametric distribution random variables

  2025cites this paper
• Rank-based concordance for zero-inflated data: New representations, estimators, and sharp bounds

  2025cites this paper
• Copula Structural Equation Models for Mediation Pathway Analysis

  2025cites this paper
• Testing Copula Hypothesis with Copula Entropy

  2025cites this paper
• Double Dynamic Max-copula Model with Application to Financial Time Series

  2025cites this paper
• Exponentiated Copula Models: A Novel Class and Dependence Techniques Applied to Insurance Data

  2025cites this paper
• Robust risk evaluation of joint life insurance under dependence uncertainty

  2025cites this paper
• Multivariate Modeling of Drought Index in Northeastern Thailand Using Trivariate Copulas

  2025cites this paper
• Potato Leaf Disease Detection Using Deep Reinforcement Learning and the Ocotillo Optimization Algorithm

  2025cites this paper
• Kaplan-Meier Bivariate Survival and Cox Copula Regression : A Case Study on Cataract Patients at Undaan Hospital

  2025influential citation
• Dile: a distribution-based incremental learning approach

  2025cites this paper
• Improving Sensitivity in A/B Tests: Integrating CUPED with Trimmed Mean Techniques

  2025cites this paper
• Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

  2025cites this paper
• Kaminsky type functional equations and bivariate residual lifetimes distributions

  2025cites this paper
• What use are ontogenetic data anyway? Challenges in multivariate modelling of primate tooth formation

  2025cites this paper
• Tail Risk in Weather Derivatives

  2025cites this paper
• Bivariate Power Lindley Models Based on Copula Functions Under Type‐II Censored Samples With Applications in Industrial and Medical Data

  2025influential citation
• A Lightweight Spatiotemporal Graph Framework Leveraging Clustered Monitoring Networks and Copula-Based Pollutant Dependency for PM2.5 Forecasting

  2025cites this paper
• Copulas to model non-monotonic dependency: an application on the relationship between temperature and mortality

  2025cites this paper
• An Order Statistics Perspective for Dependent Systems Reliability

  2025cites this paper
• Using Auxiliary Marginal Quantiles for Gaussian Copula Models with Nonignorable Missing Data

  2025cites this paper
• A Copula-Guided Temporal Dependency Method for Multitemporal Hyperspectral Images Unmixing

  2025cites this paper
• Drought Characteristics and Risks in Iran: A Four‐Dimensional Copula‐Based Approach Under Future Climate Scenario

  2025cites this paper
• A Bivariate Copula–Driven Multi-State Model for Statistical Analysis in Medical Research

  2025cites this paper
• Influence of storm type on compound flood drivers of a mid-latitude coastal urban environment

  2025cites this paper
• A compendium of expressions for dependence measures of bivariate copulas

  2025cites this paper
• A Copula-Based Variational Autoencoder for Uncertainty Quantification in Inverse Problems: Application to Damage Identification in an Offshore Wind Turbine

  2025cites this paper
• Copula‐Based Cosimulation for Simulating Temporal or Spatial Data in Biogeosciences

  2025influential citation
• Mean and quantile regression in the copula setting: properties, sharp bounds and a note on estimation

  2025cites this paper
• Signal Copula

  2025cites this paper
• Multivariate Tests for Point and Probabilistic Forecasts, with an Application to Spatio-temporal Weather Forecast Evaluation

  2025cites this paper
• On the Utility of Soil Moisture for Monitoring and Prediction of Compound Hot and Dry Extremes in India

  2025cites this paper
• Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring

  2025cites this paper
• MRI-Copula: A Hybrid Copula–Machine Learning Framework for Multivariate Risk Indexing in Urban Traffic Safety

  2025cites this paper
• Distributional CNN-LSTM, KDE, and Copula Approaches for Multimodal Multivariate Data: Assessing Conditional Treatment Effects

  2025influential citation
• Throwing Vines at the Wall: Structure Learning via Random Search

  2025influential citation
• Enhancing health risk assessment for soil heavy metal (loid)s using a copula-based monte carlo simulation method.

  2025cites this paper
• An application of vine-based regression to flight landing data

  2025cites this paper
• Probabilistic volume element model of 2D woven C/SiC composites considering copula dependence between strength and modulus

  2025cites this paper
• D-plots: Visualizations for Analysis of Bivariate Dependence Between Continuous Random Variables

  2025cites this paper
• Optimizing alternate replacement strategy of k-out-of-n: F systems with common-mode degradation: An application to railway grid

  2025cites this paper
• Directional $\rho$-coefficients

  2025cites this paper
• Treatment Effect Estimation in Survival Analysis Using Copula-Based Deep Learning Models for Causal Inference

  2025cites this paper
• Approximate Factor Model with S-vine Copula Structure

  2025cites this paper
• Stochastic generator for rainfall with a Hawkes process marked by an extended generalized Pareto and a vine copula

  2025cites this paper
• Sub-seasonal prediction of compound hot and dry extremes in India

  2025influential citation
• Semiparametric Dynamic Copula Models for Portfolio Optimization

  2025cites this paper
• A flexible parameter estimation method for the Farlie-Gumbel-Morgenstern copula: a simulation study

  2025cites this paper
• Integrating Copula-Based Random Forest and Deep Learning Approaches for Analyzing Heterogeneous Treatment Effects in Survival Analysis

  2025cites this paper
• Copula-Based Bayesian Model for Detecting Differential Gene Expression

  2025cites this paper
• The family of multivariate beta copulas revisited

  2025influential citation
• Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH

  2025influential citation
• Algorithmic Hiring and Diversity: Reducing Human-Algorithm Similarity for Better Outcomes

  2025cites this paper
• Modeling Temporal Dependence of Longitudinal Data: Use of Multivariate Geometric Skew-normal Copula

  2025cites this paper
• A comparison of latent space modeling techniques in a plain-vanilla autoencoder setting

  2025cites this paper
• Sampling from Conditional Distributions of Simplified Vines

  2025influential citation
• IGNIS: A Robust Neural Network Framework for Constrained Parameter Estimation in Archimedean Copulas

  2025influential citation
• Modeling probabilistic micro-scale wind field for risk forecasts of power transmission systems during tropical cyclones

  2025cites this paper
• Bivariate Epanechnikov-Weibull distribution based on Sarmanov copula: properties, simulation, and uncertainty measures with applications

  2025cites this paper
• On Italian Families’ Inability to Meet Expected Expenses: A Possible Measure and Its Determinants

  2025cites this paper
• Vine Copulas as Differentiable Computational Graphs

  2025cites this paper
• Probabilistic patient risk profiling with pair-copula constructions

  2025cites this paper
• Impact of climate change on tropical cyclone wind and wave hazards and structural reliability of offshore wind turbines along the southeast coast of China

  2025cites this paper
• From Inequality to Extremes and Back: A Lorenz Representation of the Pickands Dependence Function

  2025cites this paper
• Copula-based Modeling of Sea Surface Temperature and Chlorophyll-a Distributions

  2025cites this paper
• Integrating NeuroFuzzy and Copula Model for Robust Cryptocurrency Exchange Rate Forecasting Using Environmental and Economic Data

  2025cites this paper
• Copula Discrepancy: Benchmarking Dependence Structure

  2025cites this paper
• Tests for independence against regression and expectation dependence

  2025cites this paper
• Uncertainty quantification in drought severity-duration-frequency analysis: a maximum entropy copula framework for arid region

  2025cites this paper
• Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-Vine Copulas and Tail-Risk Modeling

  2025cites this paper
• Forecasting Water Consumption for Sustainable Development in Saudi Arabia: A Copula-Based Approach

  2025cites this paper
• On the universal calibration of Pareto-type linear combination tests

  2025influential citation
• Invariant Modeling for Joint Distributions

  2025cites this paper
• Fast inference in copula models with categorical explanatory variables using the one-step procedure

  2025cites this paper