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. …

-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 …

We attempt to provide insights into how heterogeneity has been and can be addressed in choice modeling. In doing so, we … deal with three topics: Models of heterogeneity, Methods of estimation and Substantive issues. In describing models we … focus on discrete versus continuous representations of heterogeneity. With respect to estimation we contrast Markov Chain …

for Levy processes, some regular copula can be extracted from the discrete samples of a joint process so as to correlate … processes are some Levy processes, the DSPMD converges to some Levy process. Compared with Levy copula, proposed by Tankov …, DSPMD offers easy access to statistical properties of the dependence structure through the copula on the random variable …