Investigación

Dr. Arturo Erdély

LÍNEA PRINCIPAL

Funciones cópula y dependencia de variables aleatorias.

PUBLICACIONES          

[1] A Erdely, JM González-Barrios (2006) On the construction of families of absolutely continuous copulas with given restrictions. Communications in Statistics - Theory and Methods 35 (4), 649-659.

[2] A Erdely (2006) De la ecuación funcional de asociatividad de Abel a la dependencia de variables aleatorias. Carta Informativa de la Sociedad Matemática Mexicana 49, 1-4.

[3] A Erdely (2007) Diagonal properties of the empirical copula and applications. Construction of families of copulas with given restrictions. Ph.D thesis (UNAM).

[4] A Erdely, JM González-Barrios (2008) Exact distribution under independence of the diagonal section of the empirical copula. Kybernetika 44 (6), 826-845.

[5] A Erdely, JM González-Barrios (2008) A small-sample nonparametric independence test for the Archimedean family of bivariate copulas. In: Soft Methods for Handling Variability and Imprecision (D. Dubois et al., eds), Advances in Soft Computing - Springer 48, 118-125.

[6] A Erdely, JM González-Barrios, RB Nelsen (2008) Symmetries of random discrete copulas. Kybernetika 44 (6), 846-863.

[7] A Erdely (2009) Cópulas y dependencia de variables aleatorias: una introducción. Miscelánea Matemática 48, 7-28.

[8] JA Fresán, A Erdely, I Velázquez (2010) Un modelo SIR probabilístico. En: Teorías, Modelos y Aplicaciones de Matemáticas y Computación (PP Gonzalez y otros, editores) pp. 39--45, Universidad Autónoma Metropolitana ISBN 978-607-477-268-5.

[9] A Erdely, MA Díaz-Viera (2010) Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability well log data. In: Copula Theory and Its Applications (P Jaworski et al. eds), Lecture Notes in Statistics - Springer 198, pp. 267-278.

[10] A Erdely, JM González-Barrios (2010) A nonparametric symmetry test for absolutely continuous bivariate copulas. Statistical Methods and Applications 19 (4), 541-565.

[11] A Erdely, MA Díaz-Viera, V Hernández-Maldonado (2012) Trivariate nonparametric dependence modeling of petrophysical properties, chapter 10 in Mathematical and Numerical Modeling in Porous Media, (9 pp) CRC Press ISBN 978-0-415-66537-7.

[12] V Hernández-Maldonado, MA Díaz-Viera, A Erdely (2012) Joint porosity-permeability stochastic simulation by non-parametric copulas, chapter 11 in Mathematical and Numerical Modeling in Porous Media, (26 pp) CRC Press ISBN 978-0-415-66537-7.

[13] A Erdely, MA Díaz-Viera (2012) Joint porosity-permeability stochastic simulation and spatial median regression by nonparametric copula modeling, book chapter in GI_Forum 2012: Geovisualization, Society and Learning, conference proceedings, pp. 346 - 354. Wichman (Berlin) ISBN 978-3-87907-521-8.

[14] V Hernández-Maldonado, M Díaz-Viera, A Erdely (2012) A joint stochastic simulation method using the Bernstein copula as a flexible tool for modeling nonlinear dependence structures between petrophysical properties. Journal of Petroleum Science and Engineering 90-91, 112-123.

[15] V Hernández-Maldonado, M Díaz-Viera, A Erdely (2014) A multivariate Bernstein copula model for permeability stochastic simulation. Geofísica Internacional 53 (2), 163-181.

[16] A Erdely, JM González-Barrios, MM Hernández-Cedillo (2014) Frank's condition for multivariate Archimedean copulas. Fuzzy Sets and Systems 240, 131-136.

[17] A Erdely (2015) Backtesting forecast accuracy. 

       Artículo en PDF  |  Video en YouTube  |  Presentación en PDF

[18] A Erdely, M Díaz-Viera (2015) A vine and gluing copula model for permeability stochastic simulation. In: Proceedings of the 16th Applied Stochastic Models and Data Analysis International Conference (CH Skiadas, editor) pp. 175-183, eISBN: 978-618-5180-05-8.

       Artículo en PDF  |  Presentación en PDF  

[19] A Erdely (2016) A note on linear B-spline copulas. arXiv:1603.04933v2 [math.ST]    

[20] A Erdely, I Castillo (2017) cumstats: Cumulative Descriptive Statistics. R Package version 1.0. https://CRAN.R-project.org/package=cumstats

[21] MA Díaz-Viera, A Erdely, T Kerdan, R del Valle-García, F. Mendoza-Torres (2017) Bernstein copula-based spatial stochastic simulation of petrophysical properties using seismic attributes as secondary variable. In: Quantitative Geology and Geostatistics 19, pp. 487-504. Springer: DOI 10.1007/978-3-319-46819-8_33.

[22] A Erdely (2017) A subcopula based dependence measure. Kybernetika 53(2), 231-243. 

       DOI: 10.14736/kyb-2017-2-0231      Presentación en PDF

[23] F Mendoza-Torres, M Díaz-Viera, A Erdely (2017) Bernstein copula modeling for 2D discrete fracture network simulations. Journal of Petroleum Science and Engineering 156, 710-720.

[24] A Erdely (2017) Copula-based piecewise regression. In: Úbeda Flores M., de Amo Artero E., Durante F., Fernández Sánchez J. (eds) Copulas and Dependence Models with Applications, pp. 69-81. Springer.  Artículo en PDF

[25] A Erdely (2017) Value at risk and the diversification dogma. Revista de Métodos Cuantitativos para le Economía y la Empresa 24, 209-219. 

       Artículo en PDF  |  Video en YouTube  |  Presentación en PDF

[26] A Erdely (2018) La falacia del empate técnico electoral. Revista Mexicana de Estudios Electorales, Vol. 2 (20), 11-47.

       Artículo en PDF  |  Video en YouTube  |  Presentación en PDF

[27] A Erdely (2019) Análisis estadístico ex post del conteo rápido institucional de la elección de gobernador del Estado de México en 2017. Apuntes Electorales Vol. 18, Núm. 60 (enero-junio 2019), 207-242. ISSN: 1665-0921.  Artículo en PDF

[28] A Erdely (2019) subcopem2D: Bivariate Empirical Subcopula. R package version 1.3

https://CRAN.R-project.org/package=subcopem2D 

[29] A Erdely (2020) Conteo rápido electoral con dependencias probabilísticas. Revista Mexicana de Estudios Electorales, Vol. 4 (23), 134-156.  Artículo en PDF

[30] VH Le, MA Díaz-Viera, D Vázquez-Ramírez, R del Valle-García, A Erdely, D Grana (2020) Bernstein copula-based spatial cosimulation for petrophysical property prediction conditioned to elastic attributes. Journal of Petroleum Science and Engineering, Vol. 193

DOI: https://doi.org/10.1016/j.petrol.2020.107382 

[31] A Erdely, M Rubio (2022)  Copula-based statistical dependence visualizations. arXiv

[32] D Vázquez-Ramírez, V Huong-Le, M Díaz-Viera, R del Valle-García, A Erdely (2023) Joint stochastic simulation of petrophysical properties with elastic attributes based on parametric copula models. Geofísica Internacional 62-2: 487-506.

[33] A Comas-García, A Erdely (2023) A polynomial regression model for excess mortality in Mexico 2020-2022 due to the COVID-19 pandemic. Preprint: arXiv   Julia code for reproducibility: GitHub

[34] A Erdely, M Rubio (2024) Visual analysis of bivariate dependence between continuous random variables. arXiv  Presentación