Copulas: Universals in the Categorization of the Lexicon

Copulas: Universals in the Categorization of the Lexicon
ISBN-10
0191555304
ISBN-13
9780191555305
Category
Language Arts & Disciplines
Pages
276
Language
English
Published
2003-06-12
Publisher
OUP Oxford
Author
Regina Pustet

Description

Copulas (in English, the verb to be) are conventionally defined functionally as a means of relating elements of clause structure, especially subject and complement, and considered to be semantically empty or meaningless.They have received relatively little attention from linguists. Dr Pustet in this extensive cross-linguistic study goes some way towards correcting this neglect. In doing so she takes issue with both accepted definition and description. She presents an analysis of grammatical descriptions of over 160 languages drawn from the language families of the world. She shows that some languages have a single copula, others several, and some none at all. In a series of statistical analyses she seeks to explain why by linking the distribution of copulas to variations in lexical categorization and syntactic structure. She concludes by advancing a comprehensive theory of copularization which she relates to language classification and to theories of language change, notably grammaticalization.

Other editions

Similar books

  • An Introduction to Copulas
    By Roger B. Nelsen

    3.2 3.3 3.4 3.5 3.6 Show that a version of the Marshall-Olkin bivariate distribution with Pareto margins (see Example 2.14) has joint survival functions given by H(x,y)=(1+x)" (1+y)*[max(1+x, 1+y)]”, for x,y 20, where 6, 6, ...

  • Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications
    By Matthias Scherer, Jan-Frederik Mai

    This book provides the reader with a background on simulating copulas and multivariate distributions in general.

  • Copula Modeling: An Introduction for Practitioners
    By Pravin K. Trivedi, David M. Zimmer

    Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions.

  • Dependence Modeling with Copulas
    By Harry Joe

    Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured factor models that extend from the Gaussian assumption to copulas.

  • Financial Engineering with Copulas Explained
    By J. Mai, M. Scherer

    This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets.

  • Copulas and Dependence Models with Applications: Contributions in Honor of Roger B. Nelsen
    By Fabrizio Durante, Manuel Úbeda Flores, Enrique de Amo Artero

    ... aggregation model. Canad. J. Statist. 43(1), 60–81 (2015) 7. Culhane, A.C., Perri`ere, G., Higgins, D.G.: Cross-platform comparison and visualisation of gene expression data using co-inertia analysis. BMC Bioinformatics 21, 4–59 (2003) ...

  • Extremes in Nature: An Approach Using Copulas
    By Gianfausto Salvadori, Carlo De Michele, Nathabandu T. Kottegoda

    This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics.

  • Analyzing Dependent Data with Vine Copulas: A Practical Guide With R
    By Claudia Czado

    The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference.

  • Copulas and Its Application in Hydrology and Water Resources
    By Lu Chen, Shenglian Guo

    (1) Predictive QQ plot The predictive quantile-quantile (QQ) plot provides an overall assessment of whether the total predictive uncertainty is consistent with the observations. This requires a diagnostic approach that compares a ...

  • Dynamic Copula Methods in Finance
    By Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi

    The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications.