conditional copula 1copula theory 1dependence uncertainty 1extremal bounds 1multivariate functionals 1
From the 1 of 2 linked papers with an AI index.
2 papers
stat.ME2026
Joint return levels of maximum temperature and minimum relative humidity by combining copulas with an extreme value framework for bimodal data
Beatriz G da Cruz Albernaz, Cira E G Otiniano, Carolyne Soares de Brito +2
Climate change has become a growing concern, particularly in regions experiencing increasingly frequent extreme events. In Brasília, the capital of Brazil, significant shifts in cl…
math.ST2026
Conditional copula representations and extremal bounds for multivariate statistical functionals
Roberto Vila, Cira E G Otiniano, Carolyne Brito +1
The paper introduces a conditional copula representation that separates marginal distributions from dependence structures for multivariate expectations, and derives extremal bounds…