copula

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  • noun

Synonyms for copula

an equating verb (such as 'be' or 'become') that links the subject with the complement of a sentence

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References in periodicals archive ?
Reilly, 1999, Correlations and Copulas for Decision and Risk Analysis, Management Science, 45: 208-224.
Embrechts, P., 2009, Copulas: A Personal View, Journal of Risk and Insurance, 76(3): 639-650.
First, we use Markov chains of the estimated VBGF parameters directly when computing M and second, we simulate the posterior distribution of VBGF parameters with the copula method.
For the second method, we propose taking the dependent structure, which is concentrated in the posterior distribution of parameters, and using this structure for simulating a distribution with the same dependent features based on the copula method (Nelsen, 2006).
The selection of optimal bivariate copulas in each layer can be determined by comparing the Euclidean distance, and parameter estimation is based on log-MLE and the historical data [16].
We propose using Copula theory to model the correlations between local estimates in a consistent manner.
Nadarajah, "Assessment of hydrological droughts for the Yellow River, China, using Copulas," Hydrological Processes, vol.
Dynamic observation of copulas imply, as already said, an analysis of the overlapping segments of data and plotting the results obtained from each particular segment along the time axis (Figure 10(e)), keeping time lag [tau] as a parameter along the ordinate.
On the other hand, although 3rd person pronouns are "the most common source" for verbal agreement markers, there is another path of development leading from 3rd person pronouns to copulas. (4) In addition, identificational demonstratives may also grammaticalize into copulas.
To the best of our knowledge, until now, there was no convincing explanation of why FGM copulas are so empirically successful.
Copulas give a way of isolating the marginal behavior from the dependence structure McNeil et al.
In this particular case, the tail dependence analysis of copulas would be useful.
En este sentido, el presente trabajo tiene el objetivo de evaluar las variaciones temporales de la frecuencia de copulas y de la abundancia de masas de huevos de P.
Vine Copulas with Asymmetric Tail Dependence and Applications to Financial Return Data.