The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

The target audience of this book are computer scientists, system architects, knowledge
engineers and programmers, who face a problem of combining various inputs into a single …

Uncertainty Quantification in Complex Simulation Models Using Ensemble Copula Coupling
Page 1 Statistical Science 2013, Vol. 28, No. 4, 616–640 DOI: 10.1214/13-STS443 © Institute of …

Entropy is a measure of uncertainty and has been commonly used for various applications,
including probability inferences in hydrology. Copula has been widely used for constructing …

The probabilistic characterization of the relationship between two or more random variables
calls for a notion of dependence. Dependence modeling leads to mathematical and …

The entropy theory has been widely applied in hydrology for probability inference based on
incomplete information and the principle of maximum entropy. Meanwhile, copulas have …

Copulas have now become ubiquitous statistical tools for describing, analysing and
modelling dependence between random variables. Sklar's theorem,“the fundamental …

In recent years, overlap functions, as a class of bivariate aggregation operators that are
widely used in various application problems (see, eg, in decision-making, image processing …

As a kind of emerging binary continuous aggregation operator that has been successfully
applied in many practical application problems, overlap functions on the unit closed interval …

The entropy optimization approach has widely been applied in finance for a long time,
notably in the areas of market simulation, risk measurement, and financial asset pricing. In …