Results 31 to 40 of about 132 (111)
Dependence Modeling, 2021 The paper investigates the Hoeffding–Sobol decomposition of homogeneous co-survival functions. For this class, the Choquet representation is transferred to the terms of the functional decomposition, and in addition to their individual variances, or to ...
Mercadier Cécile, Ressel Paul
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, 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
On convergence of associative copulas and related results
Dependence Modeling, 2021 Triggered by a recent article establishing the surprising result that within the class of bivariate Archimedean copulas 𝒞ar different notions of convergence - standard uniform convergence, convergence with respect to the metric D1, and so-called weak ...
Kasper Thimo M. +2 more
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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
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New results on perturbation-based copulas
Dependence Modeling, 2021 A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled.
Saminger-Platz Susanne +4 more
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Discrete uniform mixtures via posterior means
, 1999 Beta-Pascal distribution, discrete uniform distribution, identification of mixtures, mixture, negative binomial distribution, negative hypergeometric distribution, posterior mean, primary 62H05, secondary 62F15,
Arjun K. Gupta +2 more
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Influence functions for a general class of depth-based generalized quantile functions [PDF]
, 2006 Given a multivariate probability distribution F, a corresponding depth function orders points according to their “centrality ” in the distribution F. One useful role of depth functions is to generate two-dimensional curves for convenient and practical ...
Jin Wang +3 more
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On a class of norms generated by nonnegative integrable distributions
Dependence Modeling, 2019 We show that any distribution function on ℝd with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on ℝd+1, called F-norm. We characterize the set of F-norms and prove that pointwise convergence of a sequence of F-
Falk Michael, Stupfler Gilles
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Dependence Modeling, 2021 As a motivating problem, we aim to study some special aspects of the marginal distributions of the order statistics for exchangeable and (more generally) for minimally stable non-negative random variables T1, ..., Tr. In any case, we assume that T1, ...,
Foschi Rachele +2 more
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On copulas with a trapezoid support
Dependence Modeling, 2023 A family of bivariate copulas given by: for v ...
Jaworski Piotr
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