that the Student copula was more appropriate for drought analysis in the selected area. Drought probabilities and return … periods were calculated and analyzed based on the four-dimensional copula. …

estimation accuracy on the solution of marketing allocation problems conditional on the number of observations. Is there a …

records. Survey sampling techniques of sample allocation are used to assign substitution and subsampling rates to risk strata …

-response choice models. This is achieved by adopting different copula-based methodologies, which offer flexible dependency structures … methodology to capture the social dependency (or correlation) across observational units. In particular, a clustered copula …

copula based joint discrete multinomial-duration model of choice accommodating the two dimensions of work related choices …-education, responsibility for child-care, family ties act as driving forces for adopting telecommuting. The sign of the Gaussian copula …

leverages the theory of copula,combined with a probabilistic framework from the machine learning community, to produce a … versatile tool for multiple time-series analysis. I coined this new model Kernel-based Copula Processes (KCPs). Under the new … long-range dependency can be captured by a copula function. The copula function separates the marginal behavior and serial …

Approaches. The AMA developed in this thesis uses actuarial loss models complemented by the extreme value theory to determine the …