copula

(redirected from Copulas)
Also found in: Dictionary, Thesaurus, Medical, Encyclopedia.
See: connection
References in periodicals archive ?
Another dependence measure defined by copulas is the asymptotic tail dependence, which measures the performance of random variables during extreme events.
Moreover, it is essential to select several appropriate copula functions from the existing copulas before building the mixed copula model.
The use of copulas enables us to model the multivariate distribution of risk factors, in order to obtain their dependence relationships.
The parameters of the selected copulas are estimated by maximum likelihood methods.
The main finding is that, compared to the multivariate Gaussian copula, multivariate vine copulas assembled from non-Gaussian distributions more realistically capture comovements in housing prices.
Three typical copulas (Normal-copula, t-copula and Gumbel-copula) were chosen to fit the dependence and the goodness-of-fit was measured using two indices ([chi square]-statistics and the Euclidean distance de).
The frontier and innovation of dual Copula model in financial risk contagion effect measurement
La frecuencia relativa de copulas (FRC) se determino mediante la siguiente relacion: FRC = (C/(N/2))*100, donde C es el numero de copulas contadas y N es el numero de individuos adultos contados en cada transecto de la estacion de muestreo (modificado de Cala, de Jesus-Navarrete, Ocana, & Oliva-Rivera, 2013).
Como indicabamos en la introduccion, uno de los aspectos mas llamativos del espanol radica en la alternancia verbal complementaria entre dos copulas.
Una alternativa de amplio uso en la literatura reciente es el uso de pair-copulas (una estructura jerarquica de copulas bivariadas).
However, most of the copulas only have analytical forms for bi-variate dependence, which is difficult to be extended for modeling high-dimensional correlations.
Segun Sadek (2001), citado por Campbell (2005), el costo-beneficio de las copulas multiples para cada sexo, puede influir en varios aspectos del comportamiento y ecologia de los organismos y tienen consecuencias sobre el monitoreo y manejo de la poblacion de plagas.