Results 51 to 60 of about 1,035 (153)
Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
Dependence Modeling, 2019 Two simulation algorithms for hierarchical Archimedean copulas in the case when intra-group generators are not necessarily completely monotone are presented. Both generalize existing algorithms for the completely monotone case.
Mai Jan-Frederik
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Scientific African, 2021 In this paper, a potentiated lifetime model that demonstrates the bathtub-shaped hazard rate function is developed. This proposed model is referred to as Kumaraswamy modified size-biased Lehmann Type-II (Kum–MSBL–II) distribution.
Oluwafemi Samson Balogun +4 more
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On Conditional Value at Risk (CoVaR) for tail-dependent copulas
Dependence Modeling, 2017 The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
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Characterizations of Distributions via Conditional Expectation of Generalized Order Statistics [PDF]
, 2015 Characterizations of probability distributions by different regression conditions on generalized order statistics has attracted the attention of many researchers.
Ahsanullah, M. +2 more
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Asymptotic expansion for inverse moments of binomial and Poisson distributions
, 2005 An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution.
Znidaric, Marko
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Statistical inference and data analysis of the record-based transmuted Burr X model
Open MathematicsProbability distribution has proven its usefulness in almost every discipline of human endeavors. A novel extension of Bur X distribution is developed in this study employing the record-based transmuted mapping technique, which can be used to fit skewed ...
Alrweili Hleil
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On a Generalized Raised Cosine Distribution: Some Properties, Characterizations and Applications
Moroccan Journal of Pure and Applied Analysis, 2019 In this paper, we introduced a generalization of the raised cosine distribution. We also provided its several distributional properties and characterizations, including percentiles and some applications.
Ahsanullah M. +2 more
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Higher-order expansions of powered extremes of normal samples
, 2016 In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants.
Ling, Chengxiu, Zhou, Wei
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Dependent defaults and losses with factor copula models
Dependence Modeling, 2017 We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with paircopula constructions, and nest many standard ...
Ackerer Damien, Vatter Thibault
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Identities for generalized Euler polynomials
, 2014 For $N \in \mathbb{N}$, let $T_{N}$ be the Chebyshev polynomial of the first kind. Expressions for the sequence of numbers $p_{\ell}^{(N)}$, defined as the coefficients in the expansion of $1/T_{N}(1/z)$, are provided.
Jiu, Lin, Moll, Victor H., Vignat, C.
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