Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
Why is this work in the frame?
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Machine scores (provisional)
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
- Teacher spread
- 0.214 · how far apart the two teachers sit on this one work
- Validation status
score_only:v0-immature-baseline· verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it
Abstract
This paper presents an introduction to inference for copula models, based on rank methods. By working out in detail a small, fictitious numerical example, the writers exhibit the various steps involved in investigating the dependence between two random variables and in modeling it using copulas. Simple graphical tools and numerical techniques are presented for selecting an appropriate model, estimating its parameters, and checking its goodness-of-fit. A larger, realistic application of the methodology to hydrological data is then presented.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
The record
- Venue
- Journal of Hydrologic Engineering
- Topic
- Hydrology and Drought Analysis
- Field
- Environmental Science
- Canadian institutions
- Université LavalGDG EnvironnementInstitut National de la Recherche Scientifique
- Funders
- —
- Keywords
- Copula (linguistics)Computer scienceAsk priceInferenceGoodness of fitEconometricsData miningMathematicsMachine learningArtificial intelligence
- Has abstract in OpenAlex
- yes