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In this paper, we carry out stochastic comparisons of lifetimes of series and parallel systems with dependent heterogeneous Topp-Leone generated components. The usual stochastic order and the reversed hazard rate order are developed for the parallel systems with the help of vector majorization under Archimedean copula dependence, and the results for the usual stochastic order are also obtained for the series systems. Finally, some numerical examples are provided to illustrate the effectiveness of our theoretical findings.

The purpose of this research is twofold: firstly, it is to clarify the syntactic and semantic status of the copula be; secondly, it is to see how much light the copula be and argue that the copula be is light enough to be a null copula at the position of a light verb v of vP without a specifier. I argue that the copula be is an impoverished category and the lightness of copula be is a pure instantiation of a functional head v, in which a little v introduces verbal predicates as well as external arguments. The proposal in this paper is supported by synchronic and diachronic data. The optional existence of the null copula in synchronic grammatical diversities like child acquisition, standard English casual speech, journal headlines, rhetoric, and African American Vernacular English (AAVE) is discussed to prove the lightness of copula be. Diachronically, the grammaticalization shows that the null copula can be a by-product of copularization in the unidirectionality of grammaticalization in English.

The present study examines cases of the Japanese copula da used in the utterance-final position in naturally occurring conversations. The morpheme da in Japanese is typically categorized as a type of copula in linguistic studies, but da also functions as an utterance-final expression, especially in the spoken form of Japanese. The examined recordings of naturally occurring conversations for the present study contained 120 cases of utterance-final da, and 89 (74.2%) of them were uttered immediately following statements of subjective evaluation. In addition, of these 89 cases of utterance-final da that followed statements of evaluation, 87 were determined to follow statements in which the speaker expressed his or her negative attitude toward the evaluated matter. The data analysis also showed that 26 cases (21.7%) of utterance-final da in the examined recordings were uttered immediately after the speaker discovered a new piece of information. Based on the findings from the data analysis, the present study argues that utterance-final da is considered to be one of the expressions in Japanese that can signal both discovery of new information and the speaker’s negative attitude toward a stated matter. In addition, the present study also argues that da marks the speaker’s emotional exclamatory reaction when it is used in the utterance-final position.

Sergey Aivazian was the head of my department at the Moscow School of Economics, but he was much more than that. He played an important role in my life, and he contributed to my studies devoted to copula modelling. This small memoir reports how this amazingly polite and smart scientist helped me to develop my academic skills and to further stimulate my interest in multivariate modelling and risk management. Some open questions related to multivariate discrete models that were among the last topics I discussed with Sergey are reported, hoping they can be of interest to young researchers for further studies.

The issue of English language proficiency among Malaysian students has always been a subject of ongoing discussion among educators. While English is taught as a second language in primary and secondary schools, many students, especially those from rural areas, have problems using the language correctly. Also, it has been said that students' English language proficiency in most rural contexts takes on the quality of a foreign language rather than a second language. The current study addresses this problem by examining the use of Subject-Verb Agreement and copula be in essays written by 32 Malay lower secondary school students from a rural school in Kedah state, Malaysia. Using corpus-linguistic approach, this study compiled 128 essays and tagged them with online part-of-speech (POS) UCREL CLAWS tagger. This is a novel attempt in integrating Error Analysis (EA) framework with a corpus tagging approach to examine error patterning in learner writing. Using corpus-based techniques, this study identifies and analyses errors associated with SVA and copula be in Malaysian lower secondary school student writing. The findings showed that student writings were riddled with various types of errors, namely misselection, omission, blends, and overinclusion. Based on these findings, this study offers pedagogical suggestions for improving the teaching and learning of the language. Keywords: learner writing; Error Analysis; Subject-Verb Agreement; copula be ; part-of-speech tagging

Copula functions are flexible tools for modelling the dependence structure between variables. In this research, we extend the literature on currency-commodity relationship using copulas. We examine...

Deuber (2006) investigated variation in spoken Nigerian Pidgin data by educated speakers and found no evidence for a continuum of lects between Nigerian Pidgin and English. Many speakers, however, speak both languages, and both are in close contact with each other, which keeps the question of the nature of their relationship on the agenda. This paper investigates 67 conversations in Nigerian English by educated speakers as they occur in the International Corpus of English, Nigeria (ice-Nigeria, Wunder et al., 2010), using the variability in copula usage as a test bed. Implicational scaling, network analysis and hierarchical cluster analysis reveal that the use of variants is not randomly distributed over speakers. Particular clusters of speakers use particular constellations of variants. A qualitative investigation reveals this complex situation as a continuum of style, with code-switching as one of the stylistic devices, motivated by such social factors as formality, setting, participants and interpersonal relationships.

Šio straipsnio tikslas – ištirti pragmatinius predikatinės bendraties konstrukcijos latvių kalboje aspektus ir įrodyti, kad šios konstrukcijos turi specifinius pragmatinius ženklus. Priešingai nei tokie pragmatiniai ženklai kaip dalelytės, jungtukai, prieveiksmiai ar prozodija, predikatinės bendraties konstrukcijos latvių kalboje pragmatiškai funkcionuoja kaip atskiras vienetas, t. y., struktūrinis funkcionalumas kyla iš sąsajos, o ne iš atskirų leksinių ar gramatinių elementų. Šios konstrukcijos latvių kalboje žymi marginalinį modalumą, o jų vartojimas yra susijęs su neutraliais, pažymėtais kalbos registrais. Taigi straipsnyje pagrindinis dėmesys skiriamas modalinėms ir laikinoms reikšmėms bei predikatinių bendraties konstrukcijų poliariškumui. Kadangi šių konstrukcijų modalinės ir laiko reikšmės yra glaudžiai susijusios su komunikaciniais kalbos tipais, jų naudojimas apsiriboja tam tikrais teksto tipais: įspėjimais, kategoriškais prašymais ir draudimais, reklama, antraštėmis žiniasklaidoje ir t. t. The purpose of this article is to examine Latvian predicative infinitive constructions in a pragmatic aspect, showing that they constitute a special type of pragmatic marking. Unlike such pragmatic markers as particles, conjunctions, adverbs or prosody, predicative infinitive constructions in Latvian are pragmatically functioning as a single unit, i.e., their constructional functionality follows from this unity rather than from separate lexical or grammatical elements. Insofar as they represent a marginal modally marked construction type in Latvian, their use is related to non-neutral, marked registers of the language. Therefore, the article focuses on modal and temporal meanings, as well as polarity of predicative infinitive constructions. As their modal and temporal meanings are closely related to communicative types of utterances, the use of these constructions is restricted to specific text types – warnings, categorical requests and prohibitions, advertisements, headlines in mass media, etc.

This paper makes two contributions. The first is to propose a new family of copulas for which the copula arguments are uncorrelated but dependent. Specifically, if w1 and w2 are the uniform random variables in the copula, they are uncorrelated, but w1 is correlated with |w2 − 1/2|. We show how this family of copulas can be applied to the error structure in an econometric production frontier model. The second contribution is to give some general results on how to extend a two-dimensional copula to three or more dimensions. This extension is necessary in our production frontier model when there are multiple inputs, but our results apply more generally to the extension of arbitrary two-dimensional copulas. We also report the results of some simulations and we give an empirical example.

Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar’s theorem, “the fundamental theorem of copulas”, makes a clear distinction between the continuous case and the discrete case, though. In particular, the copula of a discrete random vector is not fully identifiable, which causes serious inconsistencies. In spite of this, downplaying statements may be found in the related literature, where copula methods are used for modelling dependence between discrete variables. This paper calls to reconsidering the soundness of copula modelling for discrete data. It suggests a more fundamental construction which allows copula ideas to smoothly carry over to the discrete case. Actually it is an attempt at rejuvenating some century-old ideas of Udny Yule, who mentioned a similar construction a long time before copulas got in fashion.

The multiple-grammar model (Iwasaki 2015) was proposed based on the observation that the same speaker produces radically different forms of language in the spoken and written modes of language use. The model relies strongly on recent developments in usage-based grammars and cognitive linguistics, and considers speakers’ actual experience as the key to developing different grammatical systems in two distinct linguistic environments. It also acknowledges that a speaker may develop different systems (e.g. grammars) in different varieties, such as conversations and public speeches, within the same mode of language use. In order to understand how such grammatical varieties are structured, we focus in this paper on copula (desu) constructions in Japanese, which include a typical predicative copula construction (PCC), e.g. hon desu ‘(it) is a book,’ an unusual non-predicative copula construction (NPCC), e.g. soshite desu ne ‘then, you know,’ and the formulaic copula constructions (FCC), e.g. soo desu ne ‘that’s right.’ These constructions are distributed differently not only across speech activities, but also across individual speakers. This paper suggests that speakers’ differential experiences with the constructions used in different speech activities may be the cause of such variability.

The article deals with the diachronic path of Russian pronoun expansion, which affected the period of the 11th–17th centuries: paki li O pro soromit O pro sebe svobodna > jesli on osramit — ona svobodna ‘if he rapes [the slave], she is freed’ (the treaty of 1191–1192 between Novgorod, Gotland, and the German Cities, and its modern translation). The initial trigger of this phenomenon is often attributed to the realm of the third person since the third-person auxiliary was lost first and the third-person subject pronoun massively expanded earlier than the first- and second-person subject pronouns. Nevertheless, one cannot argue that the latter was caused by the former, since the new subject pronouns did not only replace the old auxiliary forms but were also detected in finite verbal clauses where no auxiliaries were ever used. To explore what exactly caused the expansion of pronouns and how this expansion took place in different types of clauses, a diachronic analysis of finite clauses with reduced subject reference was conducted, with a special focus on the type of the predicate. Within the analysis, the referential data of three different Old Russian registers—informal, official and literary—were examined and compared to each other. The results support the hypothesis of copula drop as a trigger for the expansion of pronouns and demonstrate that several intermediate stages of this process can be detected in official and literary texts, where the course of evolution was slower. Thus, only official texts allow us to discover the earlier stage of new referential pronouns substituting former verbal copulas, and only in literary works can we find the transitional elliptical pattern without pronouns or copulas, which existed before the new pronominal pattern. DOI: 10.31168/2305-6754.2020.9.2.11

Exponential development of solar photovoltaic projects during the past decades has vastly relied on findings from location identification analyses. This article draws upon the most important site selection factors in order to identify optimum locations for development of solar plants in Turkey from a subset of thirty selected Turkish cities. This study applies CCR, BCC, stochastic frontier analysis (SFA) and Kourosh and Arash Model (KAM) methods in decision-making. KAM method is a new powerful technique in measuring efficiency of firms (DMUs) and has obtained an important role in economy and managements. It also benefits from the novelty of using copula technique in the SFA methods which has been only recently presented to the literature.

espanolEste articulo versa sobre el fenomeno de elision de la copula verbal en criollo sanandresano, una lengua criolla de base lexica inglesa hablada en las islas caribenas de Colombia. Uno de los fenomenos linguisticos mas estudiados en lenguas criollas del Caribe es la variacion en el uso del verbo be (vease Labov 1969; Holm 1976; Rickford 1996; Sharma y Rickford 2009; Michaelis et al. 2013, etc.). El objetivo de este trabajo es arrojar luz sobre los factores que condicionan la variacion del sistema copulativo en criollo sanandresano. Para llevar esto a cabo analizamos los contextos en los que se usa be de forma explicita (por ejemplo, dei waz der an di fishin graun ‘they were there at the fishing ground’) y aquellos en los que se elide (e.g. shi veri hongri ‘she (was) very hungry’), y prestamos atencion a su distribucion teniendo en cuenta variables estructurales tales como el contexto gramatical en el que se usa o elide be, la categoria y persona gramatical del sujeto, y el tiempo verbal. El analisis probabilistico de los resultados muestra que el contexto y la categoria gramatical del sujeto determinan la variacion de este fenomeno linguistico, confirmando asi un patro n de variacion observado en otras lenguas criollas del Atlantico. Los resultados obtenidos en este estudio nos permiten obtener una descripcion mas completa del uso de be en criollo sanandresano al tiempo que nos ofrecen informacion valiosa sobre la vitalidad, unidad y heterogeneidad de esta lengua criolla. EnglishThis paper deals with copula deletion in San Andresan Creole (SAC), an English-lexifier creole spoken in the Caribbean islands of Colombia. One of the most widely studied features of Caribbean creoles is the variable use of the verb be (see Labov 1969; Holm 1976; Rickford 1996; Sharma and Rickford 2009; Michaelis et al. 2013, etc.). We aim to establish the linguistic and social determinants of observable variation in the copula system of SAC. To this end we will look primarily into be presence (e.g. dei waz der an di fishin graun ‘they were there at the fishing ground’) vs be deletion (e.g. shi veri hongri ‘she (was) very hungry’), and its distribution according to structural variables (e.g. grammatical context, grammatical category and grammatical person of the subject, and tense). The probabilistic analysis of the results shows that grammatical context and grammatical category of the subject determine variation in this domain of grammar, repeating a recurrent pattern shown by other Atlantic creoles. These findings provide a more complete picture of variation in the use of be in SAC and offer valuable evidence regarding the vitality, unity and heterogeneity of this creole.

A novel copula-based probabilistic model is proposed to establish the temperature difference analysis model for a long-span suspension bridge’s steel box girder. The key idea is to express a two-dimensional function of the temperature difference in flat steel box girder by using copulas. The maximum and minimum values of daily temperature difference model was developed using long-terms structural health monitoring data. Then, the correlation between adjacent temperature differences is investigated using five types of copulas. Akaike information criterion (AIC) is used to select an optimal model from five types of copulas, and the optimal joint function (two-dimensional function) for steel box girder’s temperature difference is established. Finally, the structure’s temperature gradient model is extrapolated for the service life of the structure by using Monte Carlo method. Moreover, this paper discusses the temperature gradient models using five types of common copulas and four types of time-varying copulas. The result shows that the t-copula is the optimal function to build the two-dimensional functions for steel box girder’s temperature difference, and the temperature model along the transverse direction can offer useful information that is not available in the design codes.

Dynamic Multiobjective Problems cover a set of real-world problems that have many conflicting objectives. These problems are challenging and well known by the dynamic nature of their objective functions, constraint functions, and problem parameters which often change over time. In fact, dealing with these problems has not been investigated in detail using the Estimation of Distribution Algorithms (EDAs). Thus, we propose in this paper an EDA-based on Vine Copulas algorithm to deal with Dynamic Multiobjective Problems (DMOPs). Vines Copulas are graphical models that represent multivariate dependence using bivariate copulas. The proposed Copula-based Estimation of Distribution Algorithm, labeled Dynamic Vine-Copula Estimation of Distribution Algorithm (DynVC-EDA), is used to implement two search strategies. The first strategy is an algorithm that uses the model as a memory to save the status of the best solutions obtained during the current generation. The second strategy is a prediction-based algorithm that uses the history of the best solutions to predict a new population when a change occurs. The proposed algorithms are tested using a set of benchmarks provided with CEC2015 and the Gee-Tan-Abbass. Statistical findings show that the DynVC-EDA is competitive to the state-of-the-art methods in dealing with dynamic multiobjective optimization.

This paper reassesses the widespread claim in Hebrew linguistics that the medial third person pronoun in the “subject NP + pronoun + predicate” construction in Israeli Hebrew functions either as copula, or as a referential subject in an extrapositional sentence. Based on the examination of this construction in Hebrew conversation, as represented in The Corpus of Spoken Israeli Hebrew (CoSIH), and based on theoretical considerations, the paper argues that the distinction between copular and referential uses of medial third person pronouns is not justified, leading to the conclusion that apparent “copular” third person pronouns are in fact a second realization of the subject referent, and that sentences containing such pronouns are better viewed as cases of subject doubling. This paper positions subject doubling in the context of typology and language acquisition, and argues for the need to analyze it using natural data, focusing on speaker- and listener- oriented motivations.

Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective tool to measure the degree of dependence between two random variables. In this paper, we derived the population version of Spearman's rho correlation via copulas when both random variables are discrete. The closed-form expressions of the Spearman correlation are obtained for some copulas of simple structure such as Archimedean copulas with different marginal distributions. We derive the upper bound and the lower bound of the Spearman's rho for Bernoulli random variables. Then, the proposed Spearman's rho correlations are compared with their corresponding Kendall's tau values. We characterize the functional relationship between these two measures of dependence in some special cases. An extensive simulation study is conducted to demonstrate the validity of our theoretical results. Finally, we propose a bivariate copula regression model to analyze the count data of a \emph{cervical cancer} dataset., 33 pages

With complicated structures and complex physicochemical reactions, most industrial processes are intrinsically characterized by high dimensionality, nonlinearity, non-Gaussianity, and self-correlation. In this article, a novel probabilistic generative model, called weighted copula regression (WCR), is developed for complex processes. This method employs a probabilistic graphical tool (vine copula) to flexibly handle the underlying patterns via the factorization of complex dependence structures into multiple bivariate copulas. Monte Carlo estimation is incorporated for establishing a fast and reliable computing framework. To avoid overinterpretation of the industrial data, an adaptive sample selection strategy is proposed to explore the underlying distribution of the sample space and to select the most “informative” samples. By considering the copula weights that carry crucial information on the local data, the probabilistic WCR method can provide fast point estimate with prediction uncertainty for every predicted sample. The proposed WCR method is compared with six state-of-the-art methods, and the efficiency is validated using a numerical example and the ethylene cracking furnace process.

This paper analyzes the Mandarin counterpart of a German construction that is initiated with a [degree + determiner] cluster, such as total die Party ‘a total party’. It shows that the Deg-to-D head movement in German is also seen in the Mandarin hao + yi + ge construction. Moreover, it argues that in Mandarin, the head cluster moves further out of the DP, explaining why the construction rejects an overt copula and why it is used as a predicate exclusively. Furthermore, it identifies the null subject of the construction in Mandarin, which is exclamative, as a new type of obligatorily silent subject, parallel to the type of null subject that is found in imperatives and exhortatives.

The copula is well-known for learning scale-free measures of dependence among variables and has invited much interest in recent years. At the very coronary heart of the copula, the concept is the well-known theorem of Sklar. It states that any multivariate distribution function can be disintegrated into the marginal distributions and a copula, which comprises the reliance between variables. On the other hand, the decision tree is a renowned nonparametric dominant modeling approach used for both regression and labeling problems. A decision tree represents a tree-structured classification of the data into surprising instructions for simplicity and prediction reason. In this paper, we are going to appraise with novel nonparametric copula-based decision tree organization using a measure of dependence: maximal information coefficient as classification index for two related variables which best classify the data concerning looking at the factors, but additionally ranked the factors in line with their inferences. Additionally, we pre-test the splitting criteria value to anticipate growing branches of the decision tree at each infant node. For example, we followed our proposed method to credit card records for Taiwan and coronary heart disease records of Pakistan and acquired the desirable outcomes. As a result, the anticipated method of initiating two-variable decision trees is tested using constructive tools for classification, prediction and reconnecting critical factors in statistics, finance, fitness sciences, machine learning, and many other associated fields.

Purpose This review article summarizes programmatic research on sentence diversity in toddlers developing language typically and explores developmental patterns of sentence diversity in toddlers at risk for specific language impairment. Method The first half of this review article presents a sentence-focused approach to language assessment and intervention and reviews findings from empirical studies of sentence diversity. In the second half, subject and verb diversity in three simple sentence types are explored in an archival database of toddlers with varying levels of grammatical outcomes at 36 months of age: low average, mild/moderate delay, and severe delay. Results Descriptive findings from the archival database replicated previous developmental patterns. All toddlers with low-average language abilities produced diverse simple sentences by 30 months of age and exhibited greater sentence diversity with first-person I -subjects before third-person subjects. Third-person subject diversity emerged in a developmental sequence, increasing in one-argument copula contexts and one-argument subject–verb sentences before two-argument subject–verb–object sentences. This developmental pattern held across all three outcome groups. Third-person subjects were least diverse for children with severe grammatical delays and were absent in all sentence contexts for two children with severe delays at 36 months. Conclusions Sentence diversity increases gradually and expands in predictable patterns. Understanding these developmental patterns may help identify and treat children who display unexpected difficulty combining different subjects and verbs in flexible ways. Supplemental Material and Presentation Video https://doi.org/10.23641/asha.12915320

Purpose While there exist many surveys on the use stochastic frontier analysis (SFA), many important issues and techniques in SFA were not well elaborated in the previous surveys, namely, regular models, copula modeling, nonparametric estimation by Grenander’s method of sieves, empirical likelihood and causality issues in SFA using regression discontinuity design (RDD) (sharp and fuzzy RDD). The purpose of this paper is to encourage more research in these directions. Design/methodology/approach A literature survey. Findings While there are many useful applications of SFA to econometrics, there are also many important open problems. Originality/value This is the first survey of SFA in econometrics that emphasizes important issues and techniques such as copulas.

We propose a tail dependence based network approach to study systemic risk in a network of systemically important financial institutions (SIFIs). We utilize a flexible factor copula-based method which allows us to measure the level of extreme risk in a portfolio when dependence is driven by one or several factors. We identify the most ``connected'' SIFIs based on an eigenvector centrality approach applied to copula-implied dependence structures as ``central'' SIFIs. We then demonstrate that the level of systemic risk implied by such SIFIs chosen as conditioning factors in the factor copula setup exceeds that which is implied by non-central SIFIs in terms of portfolio Value-at-Risk and the portfolio return under stress. This study contributes to the quantification and ranking of the systemic importance of SIFIs which is important for setting adequate capital requirements in particular and stability of financial markets in general.

PurposeThis paper investigates the dependence structure and market risk of the currency exchange rate portfolio from the Malaysian ringgit perspective.Design/methodology/approachThe marginal return of the five major exchange rates series, i.e. United States dollar (USD), Japanese yen (JPY), Singapore dollar (SGD), Thai baht (THB) and Chinese Yuan Renminbi (CNY) are modelled by the Bayesian generalized autoregressive conditional heteroskedasticity (GARCH) (1,1) model with Student's t innovations. In addition, five different copulas, such as Gumbel, Clayton, Frank, Gaussian and Student's t, are applied for modelling the joint distribution for examining the dependence structure of the five currencies. Moreover, the portfolio risk is measured by Value at Risk (VaR) that considers the extreme events through the extreme value theory (EVT).FindingsThe finding shows that Gumbel and Student's t are the best-fitted Archimedean and elliptical copulas, for the five currencies. The dependence structure is asymmetric and heavy tailed.Research limitations/implicationsThe findings of this paper have important implications for diversification decision and hedging problems for investors who involving in foreign currencies. The authors found that the portfolio is diversified with the consideration of extreme events. Therefore, investors who are holding an individual currency with VaR higher than the portfolio may consider adding other currencies used in this paper for hedging.Originality/valueThis is the first paper estimating VaR of a currency exchange rate portfolio using a combination of Bayesian GARCH model, EVT and copula theory. Moreover, the VaR of the currency exchange rate portfolio can be used as a benchmark of the currency exchange market risk.

After the Wenchuan earthquake, frequent debris-flow disasters caused catastrophic damage to the infrastructures and inhabitants in the downstream. It is very important to properly determine...

This squib challenges Patterson & Caponigro's (2015, this journal) claim that there are few acceptable free relative clauses with who. We show that free relatives with who are generally acceptable when they are ‘transparent’ free relatives or complements of a copula, and add further nuance to their findings concerning how the degree of acceptability of free relatives with who varies according to positional factors.

Causal inference in psychological research is typically hampered by unobserved confounding. A copula-based method can be used to statistically control for this problem without the need for instruments or covariates, given relatively lenient distributional assumptions on independent variables and error terms. The current study aims to: (a) provide a user-friendly introduction to the copula method for psychology researchers, and (b) examine the degree of non-normality in the independent variables required for satisfactory performance. A Monte Carlo simulation study was used to assess the behavior of the copula method under various combinations of conditions (sample size, skewness of independent variables, effect size, and magnitude of confounding). In addition, an applied example from research on the effects of parental rearing on adult personality and life satisfaction was used to illustrate the method. Simulations revealed that the copula method performed better at higher levels of skewness in the independent variables, and that the impacts of lower skewness can be offset to some extent by larger sample size. When skewness and/or sample size is too small, the copula method is biased toward the uncorrected model. In the applied example, parental rejection/punishment predicted less adaptive personality and life satisfaction, with no evidence of confounding. For parental control/overprotection, there was evidence that confounding attenuated the estimated relationship with personality/life satisfaction. Copula adjustment is a promising method for handling unobserved confounding. The discussion focuses on how to proceed when assumptions are not quite met, and outlines potential avenues for future research. (PsycInfo Database Record (c) 2021 APA, all rights reserved).

Changes in mean and extreme precipitation characteristics with changing climate may lead to an increase in frequency of hydrological extremes. For studying the impacts of the changing climate on hydrological systems, General Circulation Model (GCM)/Regional Climate Model (RCM) simulated precipitation are used. However, these products should be bias-corrected before used in hydrological simulations to predict hydrological extremes. Most of the existing bias-correction techniques suffer from either of two limitations – (a) they only reduce bias in selected precipitation quantile (either mean or extreme values), and/or (b) they exclude zero values from the analysis, even though their presence is significant in daily precipitation. In this study, a stochastic copula-based bias-correction method (Maity et al., J. Hydrometeorol., 20, 2019, 595), henceforth RMPH method, is used that corrects the bias in any quantile (mean and/or extreme values) of daily precipitation including zero values. The RMPH method is applied across Indian mainland to correct bias in simulated precipitation from the Coordinated Regional Climate Downscaling Experiment (CORDEX). Due to diverse climatic conditions across India, the quality of bias-corrected precipitation is studied separately for different meteorologically homogenous regions of the country. Despite non-uniform distribution of raingauge stations for observed precipitation, the superiority of the bias-corrected precipitation (from RMPH method) in correcting bias and retaining the seasonal variation across the country is evident when compared with tradition bias-correction approach like quantile mapping. The new bias-corrected precipitation dataset developed is particularly suited for hydrological simulations, formulating extreme event mitigation strategies and climate change adaptation strategies.

This study re-examines the empirical relationship between risk and return from 1994m12 to 2020m08 in fifteen international equity markets employing the novel time-varying Markov switching copula models. We provide first-time insightful evidence of time-varying Markov tail dependence structure and dynamics between risk and return in international equity markets. Results show that the dependence structure is positive for USA, UK, Germany, Italy, Brazil, Australia, Taiwan, Canada, Mexico, Japan, France and South Africa and negative for Singapore, India, Japan and China. Finally, we document the effects of policy uncertainty, geopolitical risk and VIX conditional on different markets states. post-print 433 KB

This paper examines the relationship between the forex rate and the share price of the Pakistan Stock Exchange. The study provides additional understating of the complex nature of the relationship among bi-variate time series using the Copula model. Copula models are best suited to find the co-movement of time series data integrating the possible latent structure of the relationship through estimation of joint distribution with the help of marginal distribution of each time series variable. Alike from the traditional time series analysis, Copula models are best suited to estimate the complex relationship, specifically the tail dependence structure of joint distribution of the variables. Results of the study highlight a significant two-sided tail dependence structure between the Forex rate and share price of the Pakistan Stock Exchange.

This article describes a type of non-verbal predication (NVP) with a single term called "deictic identification" (for example, Abdù nee 'it’s Abdu') and which, in its basic function, is used to identify a referent present in the immediate spatial environment of the speaker. The paper shows that the one-term sentences must be distinguished from ordinary two-term specificational or equative sentences (for example, ùban Muusaa Abdù nèe 'Musa’s father is Abdu' and wannàn Abdù nee 'this is Abdu'). Indeed, the paper in particular shows that when the two types of constructions are used in non-assertive contexts, they can select two different replacive copulas. The paper also shows how the basic one-term deictic constructions acquired extended, non-deictic uses, including uses in focus-fronting constructions, where the immediate external environment is not always relevant. The paper proposes that copula nee/ cee is the sentence predicate in one-term deictic identification and is hence comparable to other one-term non-verbal predicates in Hausa, such as the presentational gàa (for example, gàa Abdù ‘here is Abdu’).

Aims and objectives/purpose/research questions: This study examined whether school-aged second-generation heritage speakers exhibit knowledge of the semantic and pragmatic constraints on Spanish copula selection with adjectives, and whether experiential factors affect copula interpretation. Design/methodology/approach: Following a between-subjects design, we administered 2 Picture Selection Tasks to 50 second-generation bilingual children (ages 5;1–14;10) and 21 first-generation adults living in the same community in central Texas. Task 1 included real adjectives and Task 2 novel adjectives. We administered a morphosyntactic proficiency test in English and Spanish (BESA/BESA-ME) to the children and obtained language exposure and use data. Data and analysis: Using generalized linear mixed models, analyses compared bilingual children to first-generation adults in their selection of the temporary picture with each copula ( ser vs. estar), and also examined the role of age, language exposure/use, and morphosyntactic proficiency. Findings/conclusions: Only children with high Spanish morphosyntactic proficiency approached adult-like sensitivity to the semantic and pragmatic distinctions between ser and estar with adjectives. Age, Spanish exposure and use, and English proficiency did not significantly influence performance on the tasks. Originality: This study provides the first detailed examination of the acquisition of copula selection with adjectives in Spanish-English school-aged heritage speakers living in the US. Significance/implications: This study offers evidence of the vulnerability of aspect, as instantiated in Spanish copula selection, among school-aged bilingual children. It also suggests low-proficiency children might be a catalyzing locus of the accelerated changes in copula use.

Copula modeling for serial dependence has been extensively discussed in a time series context. However, fitting copula-based Markov models for serially dependent survival data is challenging due to the complex censoring mechanisms. The purpose of this paper is to develop likelihood-based methods for fitting a copula-based Markov chain model to serially dependent event times that are dependently censored by a terminal event, such as death. We propose a novel copula-based Markov chain model for describing serial dependence in recurrent event times. We also apply another copula model for handling dependent censoring. Due to the complex likelihood function with the two copulas, we propose a two-stage estimation method under Weibull distributions for fitting the survival data. The asymptotic normality of the proposed estimator is established through the theory of estimating functions. We propose a jackknife method for interval estimates, which is shown to be asymptotically consistent. To select suitable copulas for a given dataset, we propose a model selection method according to the 2nd stage likelihood. We conduct simulation studies to assess the performance of the proposed methods. For illustration, we analyze survival data from colorectal cancer patients. We implement the proposed methods in our original R package “Copula.Markov.survival” that is made available in CRAN ( https://cran.r-project.org/ ).

Applying combined nonlinear indices is a useful approach in assessing drought condition. This study investigates a combined multivariate index (Joint Deficit Hydro-meteorological Index: JDHMI) in monitoring hydro-meteorological drought to determine whether the index could simultaneously reflect the complicated nonlinear behavior of precipitation and runoff in a watershed. The JDMI (JDHI) index is obtained on the basis of the joint marginal distribution of SPImod1,…, SPImod12 (SRImod1,…, SRImod12) using the empirical copula. The JDHMI then is computed by combining the JDMI and JDHI indices using a suitable theoretical copula. Furthermore, drought characteristics (severity-duration-magnitude) are extracted from the JDHMI and trivariate conditional return periods that are obtained from three-dimensional copulas in four different scenarios. Results of this study indicate that (1) multivariate copulas effectively reflect the complicated and nonlinear relationship between drought variables; (2) comparison between univariate and multivariate drought indices indicated that the JDHMI is slightly more sensitive to the historical events; and (3) spatial distribution of drought hazard is illustrated using conditional return period obtained in four different scenarios in Bandar-Sedij and Kole-Mehran watershed. Additionally, the conditional probabilities provide effective information for forecasting drought conditions. In this regards, on the basis of several specific values of S-D-M, it is estimated that the central and eastern parts of the region will experience frequent hydro-meteorological drought over next 18 years. Finally, due to the climatic changing in the recent years, findings of this study could be useful in reducing drought effects on the natural resources and also help decision-makers in developing water resources.

Risk is a significant phenomenon in mineral industries due to several associated social, environmental, technical, and financial uncertainties. Risk assessment is a standard procedure that evaluates the effects of uncertainties on a mining project. To deal with technical and financial uncertainties, the most well-known risk assessment technique is the Monte Carlo simulation (MCS), which requires reproducing correlations between uncertain variables. Correlation does not imply causation, but it does provide information regarding how uncertain variables interact. Given that samples generated in MCS are used in a transfer function (e.g., to produce net present value), transfer function values may mislead risk assessors if the interactions are not reproduced. This study uses historical reference data to compare MCS outcomes based on Pearson and copula correlations with regard to their ability to reproduce interactions. Furthermore, results from a case study on a gold mining project—including gold price, production cost, grade, and recovery as well as interest rate as uncertain parameters—show that if the associations between the variables are non-linear, copulas capture interactions and correlations more accurately than Pearson.

In this paper, we seek to examine the effect of the presence of stylized facts on forecasting volatility and we model the dependence between exchange rate returns using a flexible approach that allows us to investigate whether the co-movement of the different stylized facts on portfolio optimization. First,we focus on the dependence structure using copulas. The empirical results show that the co-jumps, long memory, leverage effects affect the dependence structure. Second, we analyze the impact of the presence of stylized facts with the dependence structure using Gumbel copula on the optimal portfolio. We propose a new approach to forecasting volatility portfolio with dynamic factor models including stylized facts and assuming that the dependence structure is modeled by the copula parameter. The empirical results show that our approach outperforms the basic models without stylized facts and where the dependence structure is represented by the linear correlation coefficient.

We propose a new highly flexible and tractable Bayesian approach to undertake variable selection in non-Gaussian regression models. It uses a copula decomposition for the joint distribution of observations on the dependent variable. This allows the marginal distribution of the dependent variable to be calibrated accurately using a nonparametric or other estimator. The family of copulas employed are `implicit copulas' that are constructed from existing hierarchical Bayesian models widely used for variable selection, and we establish some of their properties. Even though the copulas are high-dimensional, they can be estimated efficiently and quickly using Markov chain Monte Carlo (MCMC). A simulation study shows that when the responses are non-Gaussian the approach selects variables more accurately than contemporary benchmarks. A real data example in the Web Appendix illustrates that accounting for even mild deviations from normality can lead to a substantial increase in accuracy. To illustrate the full potential of our approach we extend it to spatial variable selection for fMRI. Using real data, we show our method allows for voxel-specific marginal calibration of the magnetic resonance signal at over 6,000 voxels, leading to an increase in the quality of the activation maps.

Jacket-type offshore platforms are widely used for oil, gas field, and energy development in shallow water. The design of a jacket structure is highly dependent on target environmental variables. This study focuses on a strategy to estimate design loads for offshore jacket structures based on an environmental contour approach. In addition to the popular conditional distribution model, various classes of bivariate copulas are adopted to construct joint distributions of environmental variables. Analytical formulations of environmental contours based on various models are presented and discussed in this study. The design loads are examined by dynamic response analysis of jacket platform. Results suggest that the conditional model is not recommended for use in estimating design loads in sampling locations due to poor fitting results. Independent copula produces conservative design loads and the extreme response obtained using the conditional model are smaller than those determined by copulas. The suitability of a model for contour construction varies with the origin of wave data. This study provides a reference for the design load estimation of jacket structures and offers an alternative procedure to determine the design criteria for offshore structures.

The control chart is an important tool in multivariate statistical process control (MSPC), which for monitoring, control, and improvement of the process control. In this paper, we propose six types of copula combinations for use on a Multivariate Exponentially Weighted Moving Average (MEWMA) control chart. Observations from an exponential distribution with dependence measured with Kendall's tau for moderate and strong positive and negative dependence (where ) among the observations were generated by using Monte Carlo simulations to measure the Average Run Length (ARL) as the performance metric and should be sufficiently large when the process is in-control on a MEWMA control chart. In this study, we develop an approach performance on the MEWMA control chart based on copula combinations by using the Monte Carlo simulations.The results show that the out-of-control (ARL1) values for were less than for in almost all cases. The performances of the Farlie-Gumbel-Morgenstern×Ali-Mikhail-Haq copula combination was superior to the others for all shifts with strong positive dependence among the observations and . Moreover, when the magnitudes of the shift were very large, the performance metric values for observations with moderate and strong positive and negative dependence followed the same pattern.

We model the probabilistic structure and cash flows arising from marriage reverse annuity contracts in the case of the joint-life status and the last surviving status. In contrast to the classical approach, we take into consideration that future lifetimes between spouses are dependent. The structure of dependence of the length of spouses' lives is modelled using copulas. The term structure of interest rate is modelled using a time-dependent function. The numerical results are based on actual Polish data covering both the structure of the probabilistic model and the interest rate.

This paper is a description of the copula system of Tawang Monpa [Dakpa], an East-Bodish language, spoken in Arunachal Pradesh in India and by small groups of speakers in Bhutan and Tibet. There are two equative copulas in Tawang Monpa: personal jin and neutral jim, and three existential copulas: testimonial ni, neutral num and personal nou. In addition, there are separate negative copulas; equative: personal men and neutral menum, and existential: testimonial mon, neutral munum and personal monou. There is also one example of a past positive copula ne and a past negative copula monelu.

Previous comprehension studies using Picture Matching Tasks (PMT) have shown that, by the age of four, Spanish-speaking children have acquired the semantics of estar being able to calculate the implicature that a property introduced with estar does not hold independent of time as well as displaying some ability to integrate discourse information about properties that change in the course of a story. This study extends that line of research to children under the age of four. Thirty-eight monolingual Spanish-speaking children were tested in two PMTs. The results show that at age three children differ from older children in their interpretation of the copulas suggesting that the distinction between ser and estar with adjectives emerges between the ages of three and four.

An estimation of daily suspended sediment concentration (SSC) is required for water resource and environmental management. The traditional methods for simulating daily SSC focus on modeling the SSCs themselves, whereas the cross-correlation structure between SSC and streamflow has received only minor attention. To address this issue, we propose a stochastic method to generate long-term daily SSC using multivariate copula functions that account for temporal and cross dependences in daily SSCs. We use the conditional copula method to construct daily multivariate distributions to alleviate the complications and workload of parameter estimations using high-dimensional copulas. The observed daily streamflow and SSC data are normalized using the normal quantile transform method to relax the computationally intensive model of building daily marginal distributions. Daily SSCs can thus be simulated through the multivariate conditional distribution using previous daily SSC and concurrent daily streamflow values. The proposed method is rigorously examined by application to a case study at the Pingshan station in the Jinsha River Basin, China, and compared with the bivariate copula method. The results show that the proposed method has a high degree of accuracy, in preserving the statistics and temporal correlation of daily SSC observations, and better preserves the lag-0 cross correlation compared with the bivariate copula method. The multivariate copula framework proposed here can accurately and efficiently generate long-term daily SSC data for water resource and environmental management, which play a critical role in accurately estimating the frequency and magnitude of extreme SSC events.

In this paper, we provide an in-depth study of the morphosyntactic behavior of negative verb clusters in the Finno-Ugric languages Udmurt and Mari. We argue that the standard treatment of negation as an auxiliary is inadequate for these languages as it does not explain its morphosyntactic and morphophonological behavior, which presents a challenging morphology-syntax-semantics mismatch: Despite taking high scope and governing the highest verb of the clause, negation surfaces immediately before the highest verb rather than at the end of the verb cluster as would be expected in head-final languages. Furthermore, we show that negation forms a complex unit with the highest verb of the clause and thus crucially differs from negative auxiliaries in other Finno-Ugric languages like Finnish and from other auxiliaries. We argue that the properties of negation are best modelled by means of postsyntactic Lowering (Embick and Noyer 2001). Next to the semantic vacuousness of the displacement, the main arguments for a postsyntactic perspective come from the internal constituency of the verb cluster, the possibility to interleave clitics inside the verb cluster only in the presence of negation, and cases where Lowering fails and a syntacto-semantically inert copula is inserted as a repair. We show that competing approaches to complex head formation based on narrow-syntactic head-movement, flexible spell-out in different positions or base-generation fail to capture the crucial properties of negative verb clusters. On a more general level, we thus provide evidence for the necessity of post-syntactic mechanisms for word formation and a serial architecture of the morphology-syntax interface.

The aim of this paper is to study the dependence structure between the real estate and the banking sectors in China. Various time‐varying symmetric and asymmetric copula functions of the elliptical and Archimedean families are used to model the underlying dependence structure. Furthermore, it analyses risk spillover effects between these two sectors by quantifying three risk measures, namely, the value at risk (VaR), the conditional value at risk (CoVaR) and the delta conditional value at risk (ΔCoVaR). Over the period from January 2005 to March 2019, the empirical results show that there exists evidence of significant and symmetric dependence structure between these two sectors and Student's t copulas best capture this dependence. Moreover, we find that there are significant risk spillover effects from the real estate to the banking sectors, and vice versa. By considering different periods of financial distress, the empirical results show that risk spillover effects during the 2015–2016 Chinese stock market turbulence period are much significant than that during the 2007–2008 global financial crisis. Furthermore, the statistical tests show that the real estate sector contributes significantly to systemic risk of the banking sector, and vice versa. Finally, some useful implications are summarized for investors and policymakers.

This article examines the conditional dependence structure between Islamic stock indexes and conventional counterparts. Our empirical analysis relies on Islamic and conventional indexes of dependence distribution using copula methods over the period 1999–2014. The results from the copula models denote that the dependence is not formally symmetric in that the lower tail dependence is significantly larger than the upper tail dependence.

In this paper we introduce some new copulas emerging from shock models. It was shown in [21] that reflected maxmin copulas (RMM for short) are not just some specific singular copulas; they contain many important absolutely continuous copulas including the negative quadrant dependent “half” of the Eyraud-Farlie-Gumbel-Morgenstern class. The main goal of this paper is to develop the RMM copulas with dependent endogenous shocks and give evidence that RMM copulas may exhibit some characteristics better than the original maxmin copulas (MM for short): (1) An important evidence for that is the iteration procedure of the RMM transformation which we prove to be always convergent and we give many properties of it that are useful in applications. (2) Using this result we find also the limit of the iteration procedure of the MM transformation thus answering a question proposed in [10] . (3) We give the multivariate dependent RMM copula that compares to the MM version given in [10] . In all our copulas the idiosyncratic and systemic shocks are combined via asymmetric linking functions as opposed to Marshall copulas where symmetric linking functions are used.