The copula function is a multivariate distribution whose marginal distributions are uniformly distributed on the interval [0,1], this function called copula that ties the joint and the margins together. One important class of copula models is that of semiparametric copula models. In this paper, a semiparametric copula and its properties are introduced also a test of symmetry for semiparametric ...

1Department of Medicine, St Vincent’s Hospital, University of Melbourne, Clinical Sciences Building, Cnr Princes and Regent Streets, Fitzroy Victoria 3065, 2Department of Nephrology, St. Vincent’s Hospital, PO Box 2900, Fitzroy Victoria 3065, 3Department of Nephrology, Monash Medical Centre, 246 Clayton Road, Clayton Victoria 3168, 4Department of Anatomical Pathology, St. Vincent’s Hospital, PO...

Nicola Clayton is Professor of Comparative Cognition in the Department of Experimental Psychology at the University of Cambridge, and a Fellow of Clare College. Nicky studies the development and evolution of cognition, and the questions she address are informed by an understanding of biology and psychology. Her work has challenged many of the common-held assumptions that only humans can plan fo...

A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [0, 1], which maximizes the Tsallis–Havrda–Chavát entropy with q = 2. We find necessary and sufficient conditions for each maximum entropy copula to be a copula in the class introduced in Rodríguez-Lallena and Úbeda-Flores (2004), and we also show that each copula in that cla...

We propose a new framework for dependence structure learning via copula. Copula is a statistical theory on dependence and measurement of association. Graphical models are considered as a type of special case of copula families, named product copula. In this paper, a nonparametric algorithm for copula estimation is presented. Then a Chow-Liu like method based on dependence measure via copula is ...

1. Murdoch Childrens Research Institute, Parkville VIC Australia 2. Department of Obstetrics & Gynaecology, Monash University, Clayton VIC Australia 3. Andrology Australia, Clayton VIC Australia 4. Prince Henry’s Institute of Medical Research, Clayton VIC Australia 5. Department of Paediatrics, The University of Melbourne, Parkville VIC Australia 6. Centre for Health & Society, The University o...

The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an í µí±›-dimensional copula. This is accomplished using a flexible copula called a minimum information (MI) copula as a part of pair-copula construction. Obtained results show that the achieved model has a good level of approximation.

In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. Through this copula we can extend the Marshall-Olkin distribution in order to construct several bivariate survival functions. The cumulative distrib...