COPULA MODELLING AND ITS APPLICATION: SYNOPSIS

Authors

Fadhilah Yusof (ed)
Shariffah Suhaila Syed Jamaludin (ed)

Synopsis

The edited book Copula Modelling and its Application addresses the development of the Copula definition in the modelling of rainfall data. The book begins with the construction of new copula families, to add into the list of the existing families that are widely discussed in the literature. The definitions of dependency are illustrated using few approaches and the derivation of copula functions using a mathematical statistical approach is focused.  Several applications of the copula model are also demonstrated in this edited book

Chapters

  • CHAPTER 1
    An Introduction to Copula Modelling
    Fadhilah Yusof, Shariffah Suhaila Syed Jamaludin
    CHAPTER 1
  • CHAPTER 2
    Construction of Sarmanov-Type Copulae Through R!̈schendorf Method
    Jayrold P. Arcede, Milburn O. Macalos,, Rolando N. Paluga, Siti Mariam Norrulashikin
    CHAPTER 2
  • CHAPTER 3
    Parametric Versus Non-parametric Approach in Copula Modelling
    Wan Zawiah Wan Zin, Izzat Fakhruddin Kamaruzaman, Shariffah Suhaila Syed Jamaludin, Adina Najwa Kamarudin
    CHAPTER 3
  • CHAPTER 4
    Bivariate Copulas Estimation Using Semiparametric Methods
    Rahmah Mohd Lokoman, Fadhilah Yusof, Zulkifli Yusop
    CHAPTER 4
  • CHAPTER 5
    Constructing Copula from a Bivariate Function
    Ang Kah Yee, Rahmah Mohd Lokoman, Siti Rohani Mohd Nor
    CHAPTER 5
  • CHAPTER 6
    Effect of Zero Measurements in Bivariate Rainfall Data
    Shariffah Suhaila Syed Jamaludin, Kong Ching Yee
    CHAPTER 6
  • CHAPTER 7
    Skew-t Copula
    Siti Rohani Mohd Nor, Noor Fadhilah Ahmad Radi
    CHAPTER 7
  • CHAPTER 8
    Bivariate Copula Model for Rainfall Data
    Fadhilah Yusof, Siti Mariam Norrulashikin, Norizzati Salleh, Zulkifli Yusop
    CHAPTER 8
  • CHAPTER 9
    Copula Application in Rainfall Analysis
    Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain, Adina Najwa Kamarudin
    CHAPTER 9
  • CHAPTER 10
    Nonparametric Predictive Inference with Copulas for Bivariate Data
    Noryanti Muhammad, Frank Coolen, Tahani-Coolen Maturi, Norazlina Ismail
    CHAPTER 10

Downloads

FRONT MATTERS
INDEX
CLICK TO PURCHASE

Published

22 December 2023

Series

Series

Categories

Copyright (c) 2023 Fadhilah Yusof, Shariffah Suhaila Syed Jamaludin