A compendium of copulas

S Nadarajah, E Afuecheta, S Chan - Statistica, 2017 - rivista-statistica.unibo.it
Copulas are used to specify dependence between two or more random variables. The last
few years have seen a surge of developments of parametric models for copulas. Here, we …

Copula-Based Data-Driven Multiple-Point Simulation Method

B Sohrabian, AE Tercan - Spatial Statistics, 2024 - Elsevier
Multiple-point simulation is a commonly used method in modeling complex curvilinear
structures. The method is based on the application of training images that are open to …

Metallurgical Copper Recovery Prediction Using Conditional Quantile Regression Based on a Copula Model

H Hernández, MA Díaz-Viera, E Alberdi… - Minerals, 2024 - mdpi.com
This article proposes a novel methodology for estimating metallurgical copper recovery, a
critical feature in mining project evaluations. The complexity of modeling this nonadditive …

Bernstein copula-based spatial cosimulation for petrophysical property prediction conditioned to elastic attributes

MA Díaz-Viera, D Vázquez-Ramírez… - Journal of Petroleum …, 2020 - Elsevier
A new methodology for the simulation of spatially distributed petrophysical properties
conditioned by elastic attributes as secondary variables is presented. The method, namely …

Bernstein copula modeling for 2D discrete fracture network simulations

F Mendoza-Torres, MA Díaz-Viera, A Erdely - Journal of Petroleum Science …, 2017 - Elsevier
In many naturally fractured reservoirs, fractures play a crucial role in their flow and transport
properties. An approach that has recently gained popularity for modeling fracture systems is …

[HTML][HTML] A multivariate Bernstein copula model for permeability stochastic simulation

V Hernández-Maldonado, M Díaz-Viera, A Erdely - Geofísica internacional, 2014 - Elsevier
This paper introduces a general nonparametric method for joint stochastic simulation of
petrophysical properties using the Bernstein copula. This method consists basically in …

A novel risk analysis approach of casing under complex conditions using copulas

L Zhao, Y Yan, X Yan - Journal of Petroleum Science and Engineering, 2020 - Elsevier
Failure accidents of casings, designed obeying traditional design standards that have been
amended for many times, are still happening nowadays, and existing reliability analysis …

A multivariate heterogeneous-dispersion count model for asymmetric interdependent freeway crash types

GIMA Mothafer, T Yamamoto, VN Shankar - Transportation research part B …, 2018 - Elsevier
A multivariate count model is developed by introducing a simple and practical formula. The
formulation begins with a modification of the standard ordered response model to adopt the …

Application of Bernstein copulas to the pricing of multi-asset derivatives

B Tavin - Copulae in Mathematical and Quantitative Finance …, 2013 - Springer
This paper deals with the application of Bernstein copulas to the pricing of derivatives written
on several underlying assets. We review the main characteristics of this particular family of …

Stochastic processes and copula model applied in the economic evaluation for Brazilian oil fields projects

JB Marques, OV Trevisan, LM Marques… - SPE Hydrocarbon …, 2014 - onepetro.org
Over the last two decades, the stochastic processes and copula theories have been widely
used in financial analysis, especially in the conditional variance models. Nevertheless, there …