We provide a method for constructing a class of multivariate copulas depending on a univariate function. We study some properties of this class and present several examples. The s...
Abstract: This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for whi...
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
A family of copulas, called semilinear, is constructed starting with some assumptions about the linearity of the copulas along some segments of the unit square. This family contai...
In this paper we propose a novel approach termed as dynamic copula time-frequency distribution (DCTFD) for the construction of positive time-frequency distributions (PTFDs). DCTFD...
Shwan Ashrafi, Hamidreza Amindavar, James A. Ritce...