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Enjoy the Joy of Copulas: With a Package copula

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  1. M.L. Nores & M.P. Díaz, 2016. "Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 810-826, April.
  2. Chukiat Chaiboonsri & Prasert Chaitip, 2012. "A Comparative Analysis of ASEAN Currencies Using a Copula Approach and a Dynamic Copula Approach," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(4), pages 39-52.
  3. Göran Kauermann & Christian Schellhase & David Ruppert, 2013. "Flexible Copula Density Estimation with Penalized Hierarchical B-splines," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 685-705, December.
  4. Yu, Wenbao & Park, Taesung, 2015. "Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 15-27.
  5. Grover, Vaibhav, 2015. "Identifying Dependence Structure among Equities in Indian Markets using Copulas," MPRA Paper 66302, University Library of Munich, Germany.
  6. Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022. "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, vol. 313(1), pages 191-229, June.
  7. Cole, Matthew A. & Elliott, Robert J.R. & Occhiali, Giovanni & Strobl, Eric, 2018. "Power outages and firm performance in Sub-Saharan Africa," Journal of Development Economics, Elsevier, vol. 134(C), pages 150-159.
  8. Leh-Chyan So & Jun-Yang Yu, 2015. "IMPROVED DETECTION OF RARE-EVENT RISK OF A PORTFOLIO WITH U.S. REITs," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-25, December.
  9. Miao, Ruiqing & Hennessy, David A. & Feng, Hongli, 2016. "The Effects of Crop Insurance Subsidies and Sodsaver on Land-Use Change," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(2), May.
  10. Dongdong Li & X. Joan Hu & Mary L. McBride & John J. Spinelli, 2020. "Multiple event times in the presence of informative censoring: modeling and analysis by copulas," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(3), pages 573-602, July.
  11. Göran Kauermann & Renate Meyer, 2014. "Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas," Computational Statistics, Springer, vol. 29(1), pages 283-306, February.
  12. Rogelio Salinas-Gutiérrez & Arturo Hernández-Aguirre & Enrique Villa-Diharce, 2014. "Copula selection for graphical models in continuous Estimation of Distribution Algorithms," Computational Statistics, Springer, vol. 29(3), pages 685-713, June.
  13. Bee, Marco, 2011. "Adaptive Importance Sampling for simulating copula-based distributions," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 237-245, March.
  14. Nowak, Claus P. & Konietschke, Frank, 2021. "Simultaneous inference for Kendall’s tau," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
  15. Sun, Mucun & Feng, Cong & Zhang, Jie, 2020. "Probabilistic solar power forecasting based on weather scenario generation," Applied Energy, Elsevier, vol. 266(C).
  16. Einolander, Johannes & Lahdelma, Risto, 2022. "Multivariate copula procedure for electric vehicle charging event simulation," Energy, Elsevier, vol. 238(PA).
  17. Ruiqing Miao & Madhu Khanna, 2017. "Effectiveness of the Biomass Crop Assistance Program: Roles of Behavioral Factors, Credit Constraint, and Program Design," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 39(4), pages 584-608.
  18. Pisit Leeahtam & Chukiat Chaiboonsri & Kanchana Chokethaworn & Prasert Chaitip & Songsak Sriboonchitta, 2011. "The Appropriate Model and Dependence Measures of Thailand’s Exchange Rate and Malaysia’s Exchange Rate: Linear, Nonlinear and Copulas Approach," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(6), pages 1-14, October.
  19. Miao, Ruiqing & Khanna, Madhu, 2017. "Costs of meeting a cellulosic biofuel mandate with perennial energy crops: Implications for policy," Energy Economics, Elsevier, vol. 64(C), pages 321-334.
  20. Majeed, Fahd & Khanna, Madhu & Miao, Ruiqing & Betes, Elena Blanc & Hudiburg, Tara & DeLucia, Evan, 2022. "Payment for carbon mitigation reduces riskiness of bioenergy crop production," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322277, Agricultural and Applied Economics Association.
  21. Einolander, Johannes & Lahdelma, Risto, 2022. "Explicit demand response potential in electric vehicle charging networks: Event-based simulation based on the multivariate copula procedure," Energy, Elsevier, vol. 256(C).
  22. Pandit, Mahesh & Paudel, Krishna P. & Mishra, Ashok K., 2013. "Do Agricultural Subsidies Affect the Labor Allocation Decision? Comparing Parametric and Semiparametric Methods," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 38(1), pages 1-18, April.
  23. Ozonder, Gozde & Miller, Eric J., 2021. "Longitudinal investigation of skeletal activity episode timing decisions – A copula approach," Journal of choice modelling, Elsevier, vol. 40(C).
  24. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
  25. Eleanderson Campos & Roel Braekers & Devanil J. Souza & Lucas M. Chaves, 2021. "Factor copula models for right-censored clustered survival data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(3), pages 499-535, July.
  26. Steffen Grønneberg & Jonas Moss & Njål Foldnes, 2020. "Partial Identification of Latent Correlations with Binary Data," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 1028-1051, December.
  27. Marius Galabe Sampid & Haslifah M Hasim & Hongsheng Dai, 2018. "Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-33, June.
  28. Bruce J. Swihart & Brian S. Caffo & Ciprian M. Crainiceanu, 2014. "A Unifying Framework for Marginalised Random-Intercept Models of Correlated Binary Outcomes," International Statistical Review, International Statistical Institute, vol. 82(2), pages 275-295, August.
  29. F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020. "Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(2), pages 373-395, June.
  30. Anatolyev, Stanislav & Pyrlik, Vladimir, 2022. "Copula shrinkage and portfolio allocation in ultra-high dimensions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  31. Junker, Robert R. & Griessenberger, Florian & Trutschnig, Wolfgang, 2021. "Estimating scale-invariant directed dependence of bivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 153(C).
  32. Shulin Zhang & Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models," Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August.
  33. Elaheh Motevali Bashi Naeini & Ali Mohammad Akhoond-Ali & Fereydoun Radmanesh & Jahangir Abedi Koupai & Shahrokh Soltaninia, 2021. "Comparison of the Calculated Drought Return Periods Using Tri-variate and Bivariate Copula Functions Under Climate Change Condition," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(14), pages 4855-4875, November.
  34. Kopczewski, Tomasz & Sobolewski, Maciej & Miernik, Ireneusz, 2018. "Bundling or unbundling? Integrated simulation model of optimal pricing strategies," International Journal of Production Economics, Elsevier, vol. 204(C), pages 328-345.
  35. Panagiota Galiatsatou & Christos Makris & Panayotis Prinos & Dimitrios Kokkinos, 2019. "Nonstationary joint probability analysis of extreme marine variables to assess design water levels at the shoreline in a changing climate," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 98(3), pages 1051-1089, September.
  36. Mohit Anand & Ruiqing Miao & Madhu Khanna, 2019. "Adopting bioenergy crops: Does farmers’ attitude toward loss matter?," Agricultural Economics, International Association of Agricultural Economists, vol. 50(4), pages 435-450, July.
  37. Panagiotou Dimitrios & Stavrakoudis Athanassios, 2016. "Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 121-131, May.
  38. Duarte, Gislaine Vieira & Ozaki, Vitor Augusto, 2019. "Pricing Crop Revenue Insurance using Parametric Copulas," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 73(3), September.
  39. Zhu, Junyi & Steiner, Viktor, 2020. "A Joint Top Income and Wealth Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224651, Verein für Socialpolitik / German Economic Association.
  40. Jiří Dvořák & Tomáš Mrkvička, 2022. "Graphical tests of independence for general distributions," Computational Statistics, Springer, vol. 37(2), pages 671-699, April.
  41. Miao, Ruiqing & Khanna, Madhu, 2015. "Costs of Meeting the Cellulosic Biofuel Mandate with an Energy Crop with Establishment Cost and Yield Risk: Implications for Policy," 2015 Conference, August 9-14, 2015, Milan, Italy 212458, International Association of Agricultural Economists.
  42. Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
  43. Erlend Bø & Peter Lambert & Thor Thoresen, 2012. "Horizontal inequity under a dual income tax system: principles and measurement," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(5), pages 625-640, October.
  44. Arbel, Julyan & Crispino, Marta & Girard, Stéphane, 2019. "Dependence properties and Bayesian inference for asymmetric multivariate copulas," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
  45. Ge, Yan & Cai, Ximing & Zhu, Tingju & Ringler, Claudia, 2016. "Drought frequency change: An assessment in northern India plains," Agricultural Water Management, Elsevier, vol. 176(C), pages 111-121.
  46. Shofiqul Islam & Sonia Anand & Jemila Hamid & Lehana Thabane & Joseph Beyene, 2020. "A copula-based method of classifying individuals into binary disease categories using dependent biomarkers," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 871-897, December.
  47. Carlos Díaz Caro & Jorge Onrubia Fernández, 2014. "Inequidad horizontal en el IRPF dual espanol," Studies on the Spanish Economy eee2014-08, FEDEA.
  48. Wyłupek, Grzegorz, 2023. "A nonparametric test for paired data," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
  49. Stanislav Anatolyev & Vladimir Pyrlik, 2021. "Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions," CERGE-EI Working Papers wp699, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  50. S. Mandal & J. Qin & R.M. Pfeiffer, 2023. "Non‐parametric estimation of the age‐at‐onset distribution from a cross‐sectional sample," Biometrics, The International Biometric Society, vol. 79(3), pages 1701-1712, September.
  51. Jäschke, Stefan, 2014. "Estimation of risk measures in energy portfolios using modern copula techniques," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 359-376.
  52. Nooraee, Nazanin & Molenberghs, Geert & van den Heuvel, Edwin R., 2014. "GEE for longitudinal ordinal data: Comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 70-83.
  53. Marra, Giampiero & Radice, Rosalba, 2017. "Bivariate copula additive models for location, scale and shape," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 99-113.
  54. Nadja Klein & Thomas Kneib & Giampiero Marra & Rosalba Radice & Slawa Rokicki & Mark E. McGovern, 2018. "Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes," CHaRMS Working Papers 18-06, Centre for HeAlth Research at the Management School (CHaRMS).
  55. repec:jss:jstsof:25:i07 is not listed on IDEAS
  56. Majeed, Fahd & Khanna, Madhu & Miao, Ruiqing, 2024. "Designing Payments to Induce Low Carbon Sustainable Aviation Fuel Production in US Croplands," 2024 Annual Meeting, July 28-30, New Orleans, LA 344043, Agricultural and Applied Economics Association.
  57. Shi, Xiaojun & Tang, Qihe & Yuan, Zhongyi, 2017. "A limit distribution of credit portfolio losses with low default probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 73(C), pages 156-167.
  58. Miskolczi, Panna, 2018. "Comparison of Risk Calculation Based on Historical Simulation and the Copula Function," Public Finance Quarterly, Corvinus University of Budapest, vol. 63(1), pages 80-95.
  59. Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik, 2012. "Copula-Based Regression Estimation and Inference," LIDAM Discussion Papers ISBA 2012010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  60. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
  61. Denecke, Liesa & Müller, Christine H., 2011. "Robust estimators and tests for bivariate copulas based on likelihood depth," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2724-2738, September.
  62. Vahidin Jeleskovic & Claudio Latini & Zahid I. Younas & Mamdouh A. S. Al-Faryan, 2023. "Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach," Papers 2401.00507, arXiv.org.
  63. Fantazzini, Dean, 2011. "Analysis of multidimensional probability distributions with copula functions. II," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 98-132.
  64. Kim, Jong-Min & Jung, Yoon-Sung & Choi, Taeryon & Sungur, Engin A., 2011. "Partial correlation with copula modeling," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1357-1366, March.
  65. Miao, Ruiqing & Khanna, Madhu, 2013. "Crop Insurance for Energy Grasses," 2013 AAEA: Crop Insurance and the Farm Bill Symposium 156936, Agricultural and Applied Economics Association.
  66. Stavrakoudis, Athanassios & Panagiotou, Dimitrios, 2016. "Price dependence between coffee qualities: a copula model to evaluate asymmetric responses," MPRA Paper 75994, University Library of Munich, Germany.
  67. Dutang, Christophe & Goulet, Vincent & Pigeon, Mathieu, 2008. "actuar: An R Package for Actuarial Science," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i07).
  68. Hien Duy Tran & Uyen Hoang Pham & Sel Ly & T. Vo-Duy, 2017. "Extraction dependence structure of distorted copulas via a measure of dependence," Annals of Operations Research, Springer, vol. 256(2), pages 221-236, September.
  69. Valizadeh Haghi, H. & Tavakoli Bina, M. & Golkar, M.A. & Moghaddas-Tafreshi, S.M., 2010. "Using Copulas for analysis of large datasets in renewable distributed generation: PV and wind power integration in Iran," Renewable Energy, Elsevier, vol. 35(9), pages 1991-2000.
  70. Peter Wanke & Otávio Henrique dos Santos Figueiredo & Jorge Junio Moreira Antunes, 2019. "Unveiling endogeneity and temporal dependence between tourism revenues/expenditures and macroeconomic variables in Brazil: A stochastic hidden Markov model approach," Tourism Economics, , vol. 25(1), pages 3-21, February.
  71. Stavrakoudis, Athanassios & Panagiotou, Dimitrios, 2016. "Price dependence and asymmetric responses between coffee varieties," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
  72. Feng, Xiaoguang & Hayes, Dermot, 2014. "Is Government Involvement Really Necessary: Implications for Systemic Risk and Crop Reinsurance Contracts," 2014 AAEA: Crop Insurance and the 2014 Farm Bill Symposium: Implementing Change in U.S. Agricultural Policy, October 8-9, 2014, Louisville, KY 184241, Agricultural and Applied Economics Association.
  73. Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian, 2010. "Frequentist Model Averaging with missing observations," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3336-3347, December.
  74. Chen, Zhongfei & Wanke, Peter & Antunes, Jorge Junio Moreira & Zhang, Ning, 2017. "Chinese airline efficiency under CO2 emissions and flight delays: A stochastic network DEA model," Energy Economics, Elsevier, vol. 68(C), pages 89-108.
  75. Barry K. Goodwin & Matthew T. Holt & Gülcan Önel & Jeffrey P. Prestemon, 2018. "Copula-based nonlinear modeling of the law of one price for lumber products," Empirical Economics, Springer, vol. 54(3), pages 1237-1265, May.
  76. Amjad, Muhammad & Akbar, Muhammad & Ullah, Hamd, 2022. "A copula-based approach for creating an index of micronutrient intakes at household level in Pakistan," Economics & Human Biology, Elsevier, vol. 46(C).
  77. Steiner, Viktor & Zhu, Junyi, 2021. "A joint top income and wealth distribution," Discussion Papers 2021/3, Free University Berlin, School of Business & Economics.
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