Home > Research > Browse

Results for Copula

Publications & Outputs

  1. Semiparametric detection of changepoints in location, scale, and copula

    Agarwal, G., Eckley, I. A. & Fearnhead, P., 31/10/2023, In: Statistical Analysis and Data Mining: The ASA Data Science Journal. 16, 5, p. 456-473 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Exploring and categorising the Arabic copula and auxiliary kāna through enhanced part-of-speech tagging

    Hardie, A. & Ibrahim, W., 30/11/2021, In: Corpora. 16, 3, p. 305-335 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. On a High-Dimensional Model Representation method based on Copulas

    Tsionas, M. G. & Andrikopoulos, A., 1/08/2020, In: European Journal of Operational Research. 284, 3, p. 967-979 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Modelling spatial extreme events with environmental applications

    Tawn, J. A., Shooter, R., Towe, R. P. & Lamb, R., 12/2018, In: Spatial Statistics. 28, p. 39-58 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Portfolio risk assessment using multivariate extreme value methods

    Hilal, S., Poon, S-H. & Tawn, J., 12/2014, In: Extremes. 17, 4, p. 531-556 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review