VALUE AT RISK ANALYSIS ON BLUE CHIP STOCKS PORTFOLIO WITH GAUSSIAN COPULA by Tiffany Ardhitha, Evy Sulistianingsih, Neva Satyahadewi

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Gaussian Copula Regression Modeling for Marker Classification Metrics with Competing Risk Outcomes by Alejandro Román Vásquez, Gabriel Escarela, Hortensia Josefina Reyes-Cervantes, Gabriel Núñez-Antonio

“…This paper proposes a Gaussian copula-based model to represent the joint distribution of the continuous-valued marker, the overall survival time, and the cause-specific outcome. …”
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Classification of images using Gaussian copula model in empirical cumulative distribution function space. by Sapto Wahyu Indratno, Sri Winarni, Kurnia Novita Sari

“…This study introduces an innovative approach to image classification that uses Gaussian copulas with an Empirical Cumulative Distribution Function (ECDF) approach. …”
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Reliability Analysis of Deep Foundation Pit Using the Gaussian Copula-Based Bayesian Network by Bin Tan, Qiyuan Peng

“…This study conducted time-series monitoring of critical safety-influencing factors and applied the Gaussian copula-based Bayesian network (GCBN) model for comprehensive reliability analysis of deep foundation pit support structures. …”
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Analysis of survey on menstrual disorder among teenagers using Gaussian copula model with graphical lasso prior. by Jiali Wang, Anton H Westveld, A H Welsh, Melissa Parker, Bronwyn Loong

“…Using data from the Menstrual Disorder of Teenagers Survey (administered in 2005 and 2016), we propose a Gaussian copula model with graphical lasso prior to identify cohort differences in menstrual characteristics and to predict endometriosis. …”
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ANALYSIS OF THE EXISTENCE OF THE AGRICULTURAL SECTOR IN MODELING POVERTY IN BENGKULU PROVINCE USING GAUSSIAN COPULA MARGINAL REGRESSION by Sigit Nugroho, Dyah Setyo Rini, Pepi Novianti, Riki Crisdianto, Elisabeth Evelin Karuna, Athaya Fairuzindah

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Early feeding and growth pattern in infants: Using a three-variate longitudinal model derived from Gaussian copula function by Kambiz Ahmadi Angali, Mohammad Sadegh Loeloe, Mohammad Reza Akhoond, Alireza Daneshkhah, Fatemeh Borazjani

“…Background: The Gaussian copula model was used to generate joint distributions for continuous longitudinal variables on infant types of feeding and longitudinal measures of height, weight and head circumference  Methods: The study was performed longitudinally in rural areas of southern part of Iran, on children from birth to 9 months of age. …”
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Copula-Based Bayesian Model for Detecting Differential Gene Expression by Prasansha Liyanaarachchi, N. Rao Chaganty

Subjects: “…Gaussian copula…”
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Data generation methods for medical research by Evgeny I. Gubin, Andrey O. Kotov

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Copula-Based Regression with Mixed Covariates by Saeed Aldahmani, Othmane Kortbi, Mhamed Mesfioui

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Portfolio Selection Based on Modified CoVaR in Gaussian Framework by Piotr Jaworski, Anna Zalewska

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Does audit committee composition influence firm performance? Evidence from the top NSE-listed non-financial companies of India by Abhisheck Kumar Singhania, Nagari Mohan Panda

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Fostering cleaner production through the adoption of sustainable maintenance: An umbrella review with a questionnaire-based survey analysis by Marko Orošnjak, Nebojša Brkljač, Kristina Ristić

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Estimation of Copula Density Using the Wavelet Transform by Fatimah Hashim Falhi, Munaf Yousif Hmood

“…The results showed that in estimating the copula density function using the wavelet method when the correlation level  = 0.7, the Gaussian copula ranked first, followed by the Frank copula, and the Joe copula ranked last. …”
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Generate medical synthetic data based on generative adversarial network by Xiayu XIANG, Jiahui WANG, Zirui WANG, Shaoming DUAN, Hezhong PAN, Rongfei ZHUANG, Peiyi HAN, Chuanyi LIU

“…Modeling the probability distribution of rows in structured electronic health records and generating realistic synthetic data is a non-trivial task.Tabular data usually contains discrete columns, and traditional encoding approaches may suffer from the curse of feature dimensionality.Poincaré Ball model was utilized to model the hierarchical structure of nominal variables and Gaussian copula-based generative adversarial network was employed to provide synthetic structured electronic health records.The generated training data are experimentally tested to achieve only 2% difference in utility from the original data yet ensure privacy.…”
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A Bayesian approach to discrete multiple outcome network meta-analysis. by Rebecca Graziani, Sergio Venturini

“…The joint distribution of the discrete outcomes is modeled through a Gaussian copula with binomial marginals. The remaining elements of the hierarchial random effects model are specified in a standard way, with the logit of the success probabilities given by the sum of a baseline log-odds and random effects comparing the log-odds of each treatment against the reference and having a Gaussian distribution centered at the vector of pooled effects. …”
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Reliability Evaluation of RV Reducers Based on Multi Degenerate Data by Li Jinfeng, Yang Yikun, Wang Xifeng, Yao Liangbo, Xiao Jianming

“…The models can represent the degenerate process of RV reducers accurately. Gaussian Copula function is more suitable for representing the correlation between transmission error degenerate data and backlash degenerate data. …”
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Correlation between Rainfall and Runoff in Fuchun River Basin Based on Copula Functions and Kernel Density Estimation by YANG Sheng-mei, ZHU De-kang, CHENG Xiang, LI Bo, ZHU Yan-ze, MA Wen-sheng

“…The Gaussian was selected to estimate the marginal distributions of hydrological variables in the Fuchun River Basin, demonstrating higher simulation accuracy without relying on any distribution assumption.(2) By estimating the Kendall and Spearman rank correlation coefficients of the bivariate functions of Gaussian-Copula, t-Copula, Clayton-Copula, Frank-Copula, and Gumbel-Copula, and comparing them with the Kendall and Spearman rank correlation coefficients of the original observed data, it was found that Gaussian-Copula and Gumbel-Copula were closer to the observed data.(3) By calculating the Euclidean distance, the fitting performance of the Copula functions was evaluated. …”
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Modeling default risk charge (DRC) with intensity probability theory by Badreddine Slime, Jaspreet Singh Sahni

“…., the Merton model) and (ⅱ) correlations between issuers follow the Gaussian copula. Notably, the Merton model does not pick up defaults for positions with a very small probability of default or instant default. …”
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BHF and copula models in small area estimation for household per capita expenditure in Bogor District by NADIRA SRI BELINDA, KHAIRIL ANWAR NOTODIPUTRO, AGUS MOHAMAD SOLEH

“…The results showed that the performance of BHF was better than Gaussian and Clayton Copulas, as indicated by small root mean square error (RMSE) with an average of 1.14, while the average RMSE of Gaussian copula was 2.71 and Clayton copula was 2.63. …”
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