Dec. 2010 - COPULA MODELING

Research Front Map

As part of this bimonthly processing, ScienceWatch.com selects the Research Fronts with the largest absolute increase in size in each of the 22 major fields covered by Essential Science IndicatorsSM from Clarivate Analytics. The size of a research front is determined by the number of core papers it contains. This Research Front titled "COPULA MODELING" from the field of Mathematics, was selected for mapping from the list of Top Topics for December 2010 (data from the fourth bimonthly period of 2010). The map is a diagrammatic representation of the 18 core papers comprising the front in Mathematics.

Each circle represents a highly cited paper whose bibliographic information is displayed when the user clicks on the circle. The lines between circles represent the strongest co-citation links for each paper (that is, indicating that the papers are frequently cited together). Papers close to each other on the map are generally more highly co-cited. The most recent paper(s) are indicated in pink.


Weak convergence of empirical copula processes Bivariate statistical approach to check adequacy of dam spillway The t copula and related copulas Goodness-of-fit tests for copulas Pseudo-likelhood ratio tests for semiparametric multivariate copula model selection Modelling asymmetric exchange rate dependence Goodness-of-fit procedures for copula models based on the probability integral transformation A goodness of fit test for copulas based on Rosenblatt Everything you always wanted to know about copula modeling but were afraid to ask A primer on copulas for count data Product-error-driven uncertainty model for probabilistic quantitative precipitation estimation with NEXRAD data The SAFRAN-ISBA-MODCOU hydrometeorological model applied over France Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models Modeling radar-rainfall estimation uncertainties using parametric and non-parametric approaches The European Flood Alert System - Part 1: Concept and development REAL - Ensemble radar precipitation estimation for hydrology in a mountainous region Goodness-of-fit tests for copulas: A review and a power study Ensemble flood forecasting: A review

COPULA MODELING

 Core Papers 

Label: Genest-2007
Title: Everything you always wanted to know about copula modeling but were afraid to ask
Journal: J HYDROL ENG, 12 (4): 347-368 JUL-AUG 2007
Citations: 60
Authors: Genest, C;Favre, AC
Addresses:
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
INRS Eau Terre & Environm, Chaire Hydrol Stat, Quebec City, PQ G1K 9A9, Canada


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Label: Patton-2006
Title: Modelling asymmetric exchange rate dependence
Journal: INT ECON REV, 47 (2): 527-556 MAY 2006
Citations: 56
Authors: Patton, AJ
Addresses:
Univ London London Sch Econ & Polit Sci, Financial Markets Grp, Houghton St, London WC2A 2AE, England
Univ London London Sch Econ & Polit Sci, Financial Markets Grp, London WC2A 2AE, England


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Label: Fermanian-2005
Title: Goodness-of-fit tests for copulas
Journal: J MULTIVARIATE ANAL, 95 (1): 119-152 JUL 2005
Citations: 48
Authors: Fermanian, JD
Addresses:
CREST, 20 Rue 22 Septembre, F-92400 Courbevoie, France
CREST, F-92245 Malakoff, France
CDC Ixis Capital Markets, F-75678 Paris, France


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Label: DeMichele-2005
Title: Bivariate statistical approach to check adequacy of dam spillway
Journal: J HYDROL ENG, 10 (1): 50-57 JAN-FEB 2005
Citations: 42
Authors: De Michele, C;Salvadori, G;Canossi, M;Petaccia, A;Rosso, R
Addresses:
Politecn Milan, DIIAR, 32 Piazza Leonardo da Vinci, I-20133 Milan, Italy
Politecn Milan, DIIAR, I-20133 Milan, Italy
Univ Lecce, Dipartimento Matemat, I-73100 Lecce, Italy
RID, Hydraul Sect, I-00185 Rome, Italy


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Label: Fermanian-2004
Title: Weak convergence of empirical copula processes
Journal: BERNOULLI, 10 (5): 847-860 OCT 2004
Citations: 40
Authors: Fermanian, JD;Radulovic, D;Wegkamp, M
Addresses:
CDC, IXIS Capital Markets, 47 Quai Austerlitz, F-75648 Paris 13, France
CDC, IXIS Capital Markets, F-75648 Paris 13, France
Florida Atlantic Univ, Dept Math, Boca Raton, FL 33431 USA
Florida State Univ, Dept Stat, Tallahassee, FL 32306 USA


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Label: Genest-2006
Title: Goodness-of-fit procedures for copula models based on the probability integral transformation
Journal: SCAND J STATIST, 33 (2): 337-366 JUN 2006
Citations: 40
Authors: Genest, C;Quessy, JF;Remillard, B
Addresses:
Univ Laval, Dept Math & Stat, Laval, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Laval, PQ G1K 7P4, Canada
Univ Quebec, Dept Math & Informat, Ste Foy, PQ G1V 2M3, Canada
Gerad, Montreal, PQ, Canada
Serv Enseignement Methodes Quantitatives Gest, Montreal, PQ, Canada


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Label: Chen-2005
Title: Pseudo-likelhood ratio tests for semiparametric multivariate copula model selection
Journal: CAN J STAT, 33 (3): 389-414 SEP 2005
Citations: 39
Authors: Chen, XH;Fan, YQ
Addresses:
NYU, Dept Econ, 269 Mercer St,7th Floor, New York, NY 10003 USA
NYU, Dept Econ, New York, NY 10003 USA
Vanderbilt Univ, Dept Econ, Nashville, TN 37235 USA


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Label: Demarta-2005
Title: The t copula and related copulas
Journal: INT STATIST REV, 73 (1): 111-129 APR 2005
Citations: 39
Authors: Demarta, S;McNeil, AJ
Addresses:
ETH Zentrum, Fed Inst Technol, Dept Math, CH-8092 Zurich, Switzerland
ETH Zentrum, Fed Inst Technol, Dept Math, CH-8092 Zurich, Switzerland


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Label: Ciach-2007
Title: Product-error-driven uncertainty model for probabilistic quantitative precipitation estimation with NEXRAD data
Journal: J HYDROMETEOROL, 8 (6): 1325-1347 DEC 2007
Citations: 28
Authors: Ciach, GJ;Krajewski, WF;Villarini, G
Addresses:
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA 52242 USA
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA 52242 USA


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Label: Habets-2008
Title: The SAFRAN-ISBA-MODCOU hydrometeorological model applied over France
Journal: J GEOPHYS RES-ATMOS, 113 (D6): art. no.-D06113 MAR 29 2008
Citations: 28
Authors: Habets, F;Boone, A;Champeaux, JL;Etchevers, P;Franchisteguy, L;Leblois, E;Ledoux, E;Le Moigne, P;Martin, E;Morel, S;Noilhan, J;Segui, PQ;Rousset-Regimbeau, F;Viennot, P
Addresses:
Univ Paris 06, CNRS, UMR Sisyphe 7619, Boite 123,4 Pl Jussieu, F-75252 Paris 05, France
CNRS, GAME CNRM, F-31057 Toulouse, France
CNRS, GAME CEN, F-38406 St Martin Dheres, France
CEMAGREF, F-69009 Lyon, France
ParisTech, ENSMP, Ctr Geosci, F-77305 Fontainebleau, France
Meteo France, DIRIC, F-75007 Paris, France


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Label: Genest-2007
Title: A primer on copulas for count data
Journal: ASTIN BULL, 37 (2): 475-515 NOV 2007
Citations: 23
Authors: Genest, C;Neslehova, J
Addresses:
Univ Laval, Dept Math & Stat, 1045 Ave Med, Quebec City, PQ G1V 0A6, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
ETH, Dept Math, CH-8092 Zurich, Switzerland


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Label: Dobric-2007
Title: A goodness of fit test for copulas based on Rosenblatt's transformation
Journal: COMPUT STAT DATA ANAL, 51 (9): 4633-4642 MAY 15 2007
Citations: 18
Authors: Dobric, J;Schmid, F
Addresses:
Univ Cologne, Seminar Wirtsch & Sozialstat, Albertus Magnus Pl, D-50923 Cologne, Germany
Univ Cologne, Seminar Wirtsch & Sozialstat, D-50923 Cologne, Germany


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Label: Genest-2008
Title: Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
Journal: ANN INST HENRI POINCARE-PROB, 44 (6): 1096-1127 DEC 2008
Citations: 18
Authors: Genest, C;Remillard, B
Addresses:
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1K 7P4, Canada
HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada


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Label: Genest-2009
Title: Goodness-of-fit tests for copulas: A review and a power study
Journal: INSUR MATH ECON, 44 (2): 199-213 Sp. Iss. SI APR 2009
Citations: 17
Authors: Genest, C;Remillard, B;Beaudoin, D
Addresses:
Univ Laval, Dept Math & Stat, 1045 Ave Med, Quebec City, PQ G1V 0A6, Canada
Univ Laval, Dept Math & Stat, Quebec City, PQ G1V 0A6, Canada
HEC Montreal, Serv Enseignement Methodes Quantitat Gest, Montreal, PQ H3T 2A7, Canada
Univ Laval, Dept Dept & Syst Decis, Quebec City, PQ G1V 0A6, Canada


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Label: Thielen-2009
Title: The European Flood Alert System - Part 1: Concept and development
Journal: HYDROL EARTH SYST SCI, 13 (2): 125-140 2009
Citations: 14
Authors: Thielen, J;Bartholmes, J;Ramos, MH;de Roo, A
Addresses:
Joint Res Ctr, Inst Environm & Sustainabil, Via Fermi 2749, I-21027 Ispra, VA, Italy
Joint Res Ctr, Inst Environm & Sustainabil, I-21027 Ispra, VA, Italy


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Label: Villarini-2008
Title: Modeling radar-rainfall estimation uncertainties using parametric and non-parametric approaches
Journal: ADV WATER RESOUR, 31 (12): 1674-1686 DEC 2008
Citations: 13
Authors: Villarini, G;Serinaldi, F;Krajewski, WF
Addresses:
Princeton Univ, Dept Civil & Environm Engn, Princeton, NJ 08540 USA
Univ Iowa, IIHR Hydrosci & Engn, Iowa City, IA USA
Univ Roma La Sapienza, Dept Hydraul Transportat & Highways, Rome, Italy
Univ Roma La Sapienza, H2CU Honors Ctr Italian Univ, Rome, Italy


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Label: Germann-2009
Title: REAL - Ensemble radar precipitation estimation for hydrology in a mountainous region
Journal: QUART J ROY METEOROL SOC, 135 (639): 445-456 Part B JAN 2009
Citations: 12
Authors: Germann, U;Berenguer, M;Sempere-Torres, D;Zappa, M
Addresses:
MeteoSwiss, Via Monti 146, CH-6605 Locarno, Switzerland
MeteoSwiss, CH-6605 Locarno, Switzerland
McGill Univ, Montreal, PQ, Canada
GRAHI UPC, Barcelona, Spain
WSL, Swiss Fed Inst Forest Snow & landscape Res, Birmensdorf, Switzerland


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Label: Cloke-2009
Title: Ensemble flood forecasting: A review
Journal: J HYDROL, 375 (3-4): 613-626 SEP 15 2009
Citations: 11
Authors: Cloke, HL;Pappenberger, F
Addresses:
Kings Coll London, Dept Geog, London WC2R 2LS, England
Kings Coll London, Dept Geog, London WC2R 2LS, England
European Ctr Medium Range Weather Forecasts, Reading RG2 9AX, Berks, England


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KEYWORDS: SEMIPARAMETRIC MULTIVARIATE COPULA MODEL SELECTION; COPULA MODELS BASED; MODELING RADAR-RAINFALL ESTIMATION UNCERTAINTIES USING PARAMETRIC; ENSEMBLE RADAR PRECIPITATION ESTIMATION; COPULAS BASED.
[981 (2004-2010_4) (geo/MATH; TT) (DEC 2010)]

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