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An Introduction to Copulas
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TLDR
This book discusses the fundamental properties of copulas and some of their primary applications, which include the study of dependence and measures of association, and the construction of families of bivariate distributions.Abstract:
The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. This book is suitable as a text or for self-study.read more
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Journal ArticleDOI
Partial Distributional Policy Effects
TL;DR: In this paper, the effect of a counterfactual change in the unconditional distribution of a single covariate on the conditional distribution of an outcome variable of interest has been investigated under both fixed and infinitesimal changes.
Book ChapterDOI
Copulas in Machine Learning
TL;DR: The purpose of this paper is to survey recent copula-based constructions in the field of machine learning so as to provide a stepping stone for those interested in further exploring this emerging symbiotic research.
Journal ArticleDOI
Copulas with given diagonal sections: novel constructions and applications
TL;DR: Some methods for constructing copulas with a given diagonal section that are not necessarily symmetric are presented, and an interesting application for the construction of copula with given tail dependence coefficients is provided.
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Consistent Information Multivariate Density Optimizing Methodology
TL;DR: In this article, the Consistent Information Multivariate Density Optimizing Methodology (CIMDO) is proposed as an alternative to generate probabilty multivariate densities from partial information and without making parametric assumptions.
Journal ArticleDOI
Optimal sizing of energy storage system and its cost-benefit analysis for power grid planning with intermittent wind generation
TL;DR: A stochastic model to size ESS for power grid planning with intermittent wind generation and a hybrid solution approach combining the Point Estimated method and the parallel Branch and Bound algorithm are designed to solve the model.