Results 31 to 40 of about 355 (84)
Symmetry and dependence properties within a semiparametric family of bivariate copulas [PDF]
, 2002 International audienceIn this paper, we study a semiparametric family of bivariate copulas. The family is generated by an univariate function, determining the symmetry (radial symmetry, joint symmetry) and dependence property (quadrant dependence, total ...
Amblard, Cécile, Girard, Stéphane
core +3 more sources
Dependence modeling in stochastic frontier analysis
Dependence Modeling, 2022 This review covers several of the core methodological and empirical developments surrounding stochastic frontier models that incorporate various new forms of dependence.
Mamonov Mikhail E. +2 more
doaj +1 more source
, 1992 International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 1, Page 165-168, 1993.
Arjun K. Gupta +2 more
wiley +1 more source
Technical and allocative inefficiency in production systems: a vine copula approach
Dependence Modeling, 2022 Modeling the error terms in stochastic frontier models of production systems requires multivariate distributions with certain characteristics. We argue that canonical vine copulas offer a natural way to model the pairwise dependence between the two main ...
Zhai Jian, James Robert, Prokhorov Artem
doaj +1 more source
Successive normalization of rectangular arrays
, 2013 Standard statistical techniques often require transforming data to have mean $0$ and standard deviation $1$. Typically, this process of "standardization" or "normalization" is applied across subjects when each subject produces a single number.
Olshen, Richard A., Rajaratnam, Bala
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A mixture representation of the Linnik distribution [PDF]
, 1996 Cataloged from PDF version of article.Linnik distribution with the characteristic function ~o,(tl = 1/(1 + Itl=), 0 < ~ < 2, is shown to possess the following property. Let X,,Xp be random variables possessing the Linnik distribution with parameters ~
Kotz, S., Ostrovskii, I. V.
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Journal of Mathematics, Volume 2025, Issue 1, 2025.This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem +6 more
wiley +1 more source
A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
doaj +1 more source
Dependence Modeling, 2023 The probability integral transform of a continuous random variable XX with distribution function FX{F}_{X} is a uniformly distributed random variable U=FX(X)U={F}_{X}\left(X). We define the angular probability integral transform (APIT) as θU=2πU=2πFX(X){\
Fernández-Durán Juan José +1 more
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Transformation of a copula using the associated co-copula
Dependence Modeling, 2018 We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation.
Girard Stéphane
doaj +1 more source