Results 21 to 30 of about 56 (55)

Modelling cascading effects for systemic risk: Properties of the Freund copula

Dependence Modeling, 2019
We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
doaj   +1 more source

Secante hiperbólica generalizada y un método de estimación de sus parámetros: máxima verosimilitud modificada

Ingeniería y Ciencia, 2013
Diversas distribuciones generalizadas se desarrollan en la literatura estadística, entre ellas se encuentra la distribución Secante Hiperbólica Generalizada (SHG).
Luis Alejandro Másmela Caita, Álvaro Alexander Burbano Moreno   +1 more
doaj   +1 more source

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., Shakil M., Kibria B.M. Golam   +2 more
doaj   +1 more source

On the Characterizations of Chen’s Two-Parameter Exponential Power Life-Testing Distribution

Journal of Statistical Theory and Applications (JSTA), 2018
Characterizations of probability distributions play important roles in probability and statistics. Before a particular probability distribution model is applied to fit the real world data, it is essential to confirm whether the given probability ...
M. Shakil, M. Ahsanullah, B. M. Golam Kibria   +2 more
doaj   +1 more source

INVARIANT MEASURES CONCENTRATED ON COUNTABLE STRUCTURES

Forum of Mathematics, Sigma, 2016
Let $L$ be a countable language. We say that a countable infinite $L$
NATHANAEL ACKERMAN, CAMERON FREER, REHANA PATEL   +2 more
doaj   +1 more source

Dependence properties of bivariate copula families

Dependence Modeling
Motivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
doaj   +1 more source

Median‐Based Unit Weibull (MBUW): A New Variants of Generalized Method of Moments and Percentile Estimators

Journal of Probability and Statistics, Volume 2025, Issue 1, 2025.
This paper introduces a new two‐parameter unit Weibull distribution defined on the interval (0, 1). It discusses the methodology for deriving its probability density function (PDF), explores various properties, and presents related functions. Numerous figures illustrate the distribution and demonstrate its effectiveness in fitting a wide range of ...
Iman M. Attia, Hyungjun Cho
wiley   +1 more source

Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations

Dependence Modeling, 2018
We review various methods for constructing bivariate copulas with given diagonal sections from seminal work to the most recent research on copulas with given diagonal and opposite diagonal sections.
Fernández-Sánchez Juan, Úbeda-Flores Manuel   +1 more
doaj   +1 more source

Some classes of statistical distributions. Properties and Applications

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018
We propose a new method of constructing statistical models which can be interpreted as the lifetime distributions of series-parallel/parallel- series systems used in characterizing coherent systems. An open problem regarding coherent systems is comparing
Băncescu Irina
doaj   +1 more source

Some new findings on the survival Rényi entropy and application of COVID-19 data. [PDF]

Results Phys, 2021
Mohamed MS, Almohaimeed A, Abd El-Raouf MM.   +2 more
europepmc   +1 more source