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
Linear factor copula models and their properties
Pavel Krupskii,Marc G. Genton +1 more
TL;DR: The dependence properties of these linear factor copula models with additive common factors and independent components are studied and the corresponding limiting extreme‐value copulas with a factor structure are derived.
Journal ArticleDOI
Using a Groundwater Adjusted Water Balance Approach and Copulas to Evaluate Spatial Patterns and Dependence Structures in Remote Sensing Derived Evapotranspiration Products
TL;DR: In this paper, the authors examined errors and shortcomings associated with the long-term annual mean (2002-2014) spatial patterns of three remote-sensing (RS) MODIS-based ET products from MODIS16, PML_V2, and TSEB algorithms at 1 km spatial resolution over Denmark, as a test case for small-scale, energy-limited regions.
Dissertation
Copulas for High Dimensions: Models, Estimation, Inference, and Applications
TL;DR: Copulas for High Dimensions: Models, Estimation, Inference, and Applications by Dong Hwan Oh Department of Economics Duke University is published.
Journal ArticleDOI
Memory, Identity and Desire: A Psychoanalytic Reading of David Lynch’s Mulholland Drive
TL;DR: In this article, a reading of David Mulholland drive through psychoanalytic approach of Lacan from the perspective of formation of fantasy and shifting identities is presented, which rationalizes Lynch's narrative structure through Lacanian terms in reference to Zizekian terminology.
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).