An estimator for the new bivariate copula

QR Code

An estimator for the new bivariate copula

Copula modelling is becoming more popular in modelling dependence multivariate distributions and various copulas have been suggested throughout the literature. In a previous study, we had proposed a new bivariate copula based on Rüschendorf method and had studied some properties of that copula. Ther...

Full description

Bibliographic Details
Main Authors:	Mah, Pauline Jin Wee, Shitan, Mahendran
Format:	Conference or Workshop Item
Language:	English
Published:	AIP Publishing 2016
Online Access:	http://psasir.upm.edu.my/id/eprint/57421/ http://psasir.upm.edu.my/id/eprint/57421/1/An%20estimator%20for%20the%20new%20bivariate%20copula.pdf

Similar Items

Construction of a new bivariate copula based on Ruschendorf method
by: Jin, Pauline Wee Mah, et al.
Published: (2014)

Modelling rainfall duration and severity using copula.
by: Mah, Pauline Jin Wee, et al.
Published: (2013)

Predictive inference with copulas for bivariate data
by: Noryanti, Muhammad
Published: (2016)

Predictive Inference for Bivariate Data with Nonparametric Copula
by: Noryanti, Muhammad, et al.
Published: (2016)

Nonparametric predictive inference with copulas for bivariate data
by: Noryanti, Muhammad, et al.
Published: (2023)

Nonparametric predictive inference with parametric copulas for combining bivariate diagnostic tests
by: Noryanti, Muhammad, et al.
Published: (2018)

Skew-t Copula
by: Roslinazairimah, Zakaria, et al.
Published: (2023)

Dependence modeling and portfolio risk estimation using GARCH-copula approach
by: Ruzanna Ab Razak,, et al.
Published: (2019)

Tail dependence estimate in financial market risk management:clayton-gumbel copula approach
by: Shamiri,, et al.
Published: (2011)

Interval estimation for parameters of a bivariate time varying covariate model
by: Arasan, Jayanthi
Published: (2009)

Estimating a ratio of means from bivariate counts with applications in stereology
by: Chia, J., et al.
Published: (2011)

Modelling of extreme streamflow using copula
by: Buliah, Nur Amirah, et al.
Published: (2024)

Arima and integrated Arfima models for forecasting annual demersal and pelagic marine fish production in Malaysia
by: Shitan, Mahendran, et al.
Published: (2008)

Alternative interval estimation for parameters of bivariate exponential model with time varying covariate
by: Arasan, Jayanthi, et al.
Published: (2008)

A new one parameter family of Archimedean copula and its extensions / Azam Pirmoradian
by: Pirmoradian, Azam
Published: (2013)

The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.
by: Dadkhah, Kourosh, et al.
Published: (2010)

Nonparametric predictive inference with parametric copula for survival analysis
by: Noryanti, Muhammad, et al.
Published: (2018)

The flight-to-quality effect: a copula-based analysis
by: Durand, Robert, et al.
Published: (2010)

Perspective Chapter: A New Bivariate Inverted Nakagami Distribution – Properties and Applications
by: Aliyu, Ismail Ishaq, et al.
Published: (2023)

Bayesian inference for the bivariate extreme model
by: Mohd Amin, Nor Azrita, et al.
Published: (2016)

Novel bivariate moment-closure approximations
by: Krishnarajah, Isthrinayagy, et al.
Published: (2007)

On robust bivariate and multivariate correlation coefficient
by: Uraibi, Hassan Sami, et al.
Published: (2019)

Nonparametric predictive inference for combining diagnostic tests with parametric copula
by: Noryanti, Muhammad, et al.
Published: (2017)

Generating monthly rainfall amount using multivariate skew-t copula
by: Noor Fadhilah, Ahmad Radi, et al.
Published: (2017)

Modelling high dimensional paddy production data using copulas
by: Mohd Roslan, Nuranisyha, et al.
Published: (2021)

Modelling high dimensional paddy production data using copulas
by: Mohd Roslan, Nuranisyha, et al.
Published: (2021)

Flood susceptibility mapping using integrated bivariate and multivariate statistical models
by: Tehrany, Mahyat Shafapour, et al.
Published: (2014)

Bivariate association analysis of longitudinal phenotypes in families.
by: Melton, Phillip
Published: (2014)

Modelling bivariate count series with excess zeros
by: Lee, Andy, et al.
Published: (2005)

Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.
by: Awang, Norhashidah, et al.
Published: (2008)

A new wind speed scenario generation method based on principal component and R-Vine Copula theories
by: Hui, Hwang Goh, et al.
Published: (2022)

Approximate asymptotic variance-covariance matrix for the whittle estimators of GAR(1) parameters
by: Shitan, Mahendran, et al.
Published: (2013)

Using copulas to measure association between air pollution and respiratory diseases
by: Kostova, Snezhanka, et al.
Published: (2012)

An identification scheme based on bivariate function hard problem
by: Tea, Boon Chian, et al.
Published: (2014)

Defaultable bond pricing under the jump diffusion model with copula dependence structure
by: Siti Norafidah Mohd Ramli,, et al.
Published: (2020)

Estimation of the memory parameters of the fractionally integrated separable spatial autoregressive (FISSAR(1,1)) model : a simulation study.
by: Ghodsi, Alireza, et al.
Published: (2009)

Volatility model estimations of palm oil price returns via long-memory, asymmetric and heavy-tailed GARCH parameterization
by: Hasanov, Akram, et al.
Published: (2014)

Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
by: Shitan, Mahendran, et al.
Published: (2008)

Modification of Pickands' dependence function for ordered bivariate extreme distribution.
by: Adam, Mohd. Bakri, et al.
Published: (2011)

Bivariate extreme value with application to PM10 concentration analysis
by: Mohd Amin, Nor Azrita, et al.
Published: (2014)