Journal ArticleDOI
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
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This paper presents an introduction to inference for copula models, based on rank methods, by working out in detail a small, fictitious numerical example, the various steps involved in investigating the dependence between two random variables and in modeling it using copulas.Abstract:
This paper presents an introduction to inference for copula models, based on rank methods. By working out in detail a small, fictitious numerical example, the writers exhibit the various steps involved in investigating the dependence between two random variables and in modeling it using copulas. Simple graphical tools and numerical techniques are presented for selecting an appropriate model, estimating its parameters, and checking its goodness-of-fit. A larger, realistic application of the methodology to hydrological data is then presented.read more
Citations
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Journal ArticleDOI
Generating Synthetic Rainfall Total Using Multivariate Skew-t and Checkerboard Copula of Maximum Entropy
Noor Fadhilah Ahmad Radi,Noor Fadhilah Ahmad Radi,Roslinazairimah Zakaria,Julia Piantadosi,John Boland,Wan Zawiah Wan Zin,Muhammad Az-zuhri Azman +6 more
TL;DR: In this article, the appropriateness of multivariate skew-t copula and checkerboard copula of maximum entropy in generating monthly rainfall total data was tested in three selected meteorological stations in Kelantan, Malaysia.
Proceedings ArticleDOI
Bivariate copulas functions for flood frequency analysis
TL;DR: In this article, the performance of four parameter estimation methods, namely, inversion of Kendall's tau, maximum likelihood approach and inference function for margins for chosen copula's families are investigated.
Journal ArticleDOI
Bayesian semiparametric copula estimation with application to psychiatric genetics.
Ori Rosen,Wesley K. Thompson +1 more
TL;DR: The frequentist properties of the proposed semiparametric methodology are studied via simulation and the method is applied to estimation of conditional densities of summary statistics, used for computing conditional local false discovery rates from genetic association studies of schizophrenia and cardiovascular disease risk factors.
Journal ArticleDOI
Assessment and management of composite risk in irrigated agriculture under water-food-energy nexus and uncertainty
TL;DR: Wang et al. as mentioned in this paper developed an integrated approach to assess the composite risk of WEF nexus systems and generate risk-based plans, which could capture the interdependence among the risk for water, energy, and food shortage.
Posted Content
Using the Notion of Copula in Tomography
TL;DR: In this article, the Radon transform was used in the context of tomographic image reconstruction, where the authors link the theory of copula to tomography via Radon Transform and Sklar's theorem.
References
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Book
An Introduction to Copulas
TL;DR: 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.
Journal ArticleDOI
Non-Uniform Random Variate Generation.
B. J. T. Morgan,Luc Devroye +1 more
TL;DR: This chapter reviews the main methods for generating random variables, vectors and processes in non-uniform random variate generation, and provides information on the expected time complexity of various algorithms before addressing modern topics such as indirectly specified distributions, random processes, and Markov chain methods.
Book ChapterDOI
A Class of Statistics with Asymptotically Normal Distribution
TL;DR: In this article, the authors considered the problem of estimating a U-statistic of the population characteristic of a regular functional function, where the sum ∑″ is extended over all permutations (α 1, α m ) of different integers, 1 α≤ (αi≤ n, n).