Copula Distribution; EM Algorithm; Kendall Tau Upper; Lower Tail - Articles

The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis (Articles)

Chuan Wu, Ke Huang, Xue Tian, Weikang Geng, H. J. Cai

Technology and Investment Vol.3 No.4, November 28, 2012

DOI: 10.4236/ti.2012.34035 3,598 Downloads 6,169 Views Citations
Inference and Properties of Mixture Two Extreme Lower Bound Distributions (Articles)

Fathy H. Riad

Engineering Vol.9 No.6, June 21, 2017

DOI: 10.4236/eng.2017.96032 1,168 Downloads 2,280 Views Citations
A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6, December 10, 2021

DOI: 10.4236/ojs.2021.116056 244 Downloads 1,215 Views Citations
A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6, December 10, 2021

DOI: 10.4236/ojs.2021.116057 256 Downloads 1,172 Views Citations
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1, January 11, 2022

DOI: 10.4236/jmf.2022.121002 378 Downloads 1,769 Views Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1, February 16, 2022

DOI: 10.4236/jmf.2022.121010 341 Downloads 1,621 Views Citations
A Normal Weighted Inverse Gaussian Distribution for Skewed and Heavy-Tailed Data (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Applied Mathematics Vol.13 No.2, February 21, 2022

DOI: 10.4236/am.2022.132013 303 Downloads 1,419 Views Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula (Articles)

Guohua Sun, Hongliu Su, Guoqiang Tang

Applied Mathematics Vol.4 No.7, July 11, 2013

DOI: 10.4236/am.2013.47145 4,772 Downloads 7,049 Views Citations
Calculation of compact amplitude-integrated EEG tracing and upper and lower margins using raw EEG data (Articles)

Dandan Zhang, Haiyan Ding

Health Vol.5 No.5, May 27, 2013

DOI: 10.4236/health.2013.55116 8,329 Downloads 13,070 Views Citations
LPM Density Functions for the Computation of the SD Efficient Set (Articles)

Fred Viole, David Nawrocki

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61012 2,918 Downloads 5,029 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
On Efficient Monitoring of Process Dispersion using Interquartile Range (Articles)

Shabbir Ahmad, Zhengyan Lin, Saddam Akber Abbasi, Muhammad Riaz

Open Journal of Applied Sciences Vol.2 No.4B, January 10, 2013

DOI: 10.4236/ojapps.2012.24B010 5,158 Downloads 7,773 Views Citations
Optimization of Financial Asset Portfolio Using GARCH-EVT-Copula-CVaR Model (Articles)

Immaculate Ngina Kyalo, Cyprian O. Omari, Anthony Ngunyi

Journal of Mathematical Finance Vol.15 No.3, August 20, 2025

DOI: 10.4236/jmf.2025.153024 152 Downloads 1,059 Views Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,572 Downloads 2,999 Views Citations
Generalized Electromagnetic Pollution Monitoring Using WSN (Articles)

Sara Nouh, Nada Elgaml, Nora Ali, Ahmed Khattab, Ramez Daoud, Hassanein Amer

Wireless Sensor Network Vol.8 No.6, June 9, 2016

DOI: 10.4236/wsn.2016.86009 3,845 Downloads 5,197 Views Citations
A Comment on “A major Change in the Stratigraphy of the Santorini Volcano in Greece” (Articles)

Timothy H. Druitt

International Journal of Geosciences Vol.8 No.9, September 19, 2017

DOI: 10.4236/ijg.2017.89063 1,244 Downloads 2,981 Views Citations
Stock Type Prediction Based on Multiple Machine Learning Methods (Articles)

Zhonger Zhu, Wansheng Wang

Journal of Intelligent Learning Systems and Applications Vol.16 No.3, August 28, 2024

DOI: 10.4236/jilsa.2024.163013 133 Downloads 779 Views Citations
Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.15 No.7, July 23, 2024

DOI: 10.4236/jep.2024.157046 546 Downloads 1,774 Views Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process (Articles)

Jiwook Jang, Genyuan Fu

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A300 5,491 Downloads 8,929 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Application of Mixture Models for Analyzing Reliability Data: A Case Study (Articles)

Sabba Ruhi

Open Access Library Journal Vol.2 No.9, September 9, 2015

DOI: 10.4236/oalib.1101815 1,084 Downloads 2,460 Views Citations
Predicting Precipitation Events Using Gaussian Mixture Model (Articles)

Haitian Ling, Kunping Zhu

Journal of Data Analysis and Information Processing Vol.5 No.4, October 10, 2017

DOI: 10.4236/jdaip.2017.54010 1,464 Downloads 3,844 Views Citations

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