Results 1 to 10 of about 32,199 (223)
Matrix-Tilted Archimedean Copulas [PDF]
Risks, 2021 The new class of matrix-tilted Archimedean copulas is introduced. It combines properties of Archimedean and elliptical copulas by introducing a tilting matrix in the stochastic representation of Archimedean copulas, similar to the Cholesky factor for ...
Marius Hofert, Johanna F. Ziegel
doaj +6 more sources
Some New Bivariate Properties and Characterizations Under Archimedean Copula
MathematicsThis paper considers comparing properties and characterizations of the bivariate functions under Archimedean copula. It is shown that some results of the usual stochastic order for the bivariate functions in the independent case are generalized to the ...
Guangyu Liu +2 more
exaly +4 more sources
Dose-finding based on bivariate efficacy-toxicity outcome using Archimedean Copula. [PDF]
PLoS ONE, 2013 In dose-finding clinical study, it is common that multiple endpoints are of interest. For instance, efficacy and toxicity endpoints are both primary in clinical trials.
Yuxi Tao +5 more
doaj +2 more sources
Performance evaluation for medical alliance in China based on a novel multi-attribute group decision-making technique with Archimedean copulas-based Hamy operators and extended best-worst method [PDF]
Digital Health, 2023 Background Medical alliance plays an important role in promoting resource sharing, optimizing the allocation of medical resources, establishing a hierarchical diagnosis and treatment system featuring primary diagnosis at the grassroots level, a two-way ...
Yuping Xing, Jun Wang
doaj +2 more sources
Copulas for Covariate Simulation in Pharmacometrics. [PDF]
CPT Pharmacometrics Syst PharmacolABSTRACT Patient‐specific covariates are commonly incorporated in pharmacometric and quantitative system pharmacology models to predict differences in pharmacokinetic or pharmacodynamic profiles between patients. When simulating new virtual populations of patients, generating realistic covariate sets that accurately reflect the correlation structures ...
Guo Y, Guo T, van Hasselt JGC, Zwep LB.
europepmc +2 more sources
When There's No November Rain: Developing a Parametric Insurance for Hydroelectric Energy Generators in Brazil. [PDF]
Risk AnalABSTRACT Hydrological risk is a growing challenge for renewable power systems, as droughts reduce generation, increase costs, and expose gaps in risk‐transfer mechanisms. We examine this problem in Brazil, home to the world's sixth‐largest electricity system and highly dependent on hydroelectricity, which accounted for 43% of installed generation ...
Fonseca NC +3 more
europepmc +2 more sources
Archimedean copula and contagion modeling in epidemiology
Networks and Heterogeneous Media, 2013 The aim of this paper is first to find interactions between compartments of hosts in the Ross-Macdonald Malaria transmission system. So, to make clearer this association we introduce the concordance measure and then the Kendall's tau and Spearman's rho.
Carla Taramasco Toro +2 more
exaly +3 more sources
Generative Archimedean Copulas
CoRR, 2021 We propose a new generative modeling technique for learning multidimensional cumulative distribution functions (CDFs) in the form of copulas. Specifically, we consider certain classes of copulas known as Archimedean and hierarchical Archimedean copulas, popular for their parsimonious representation and ability to model different tail dependencies.
Yuting Ng +3 more
openaire +3 more sources
A New Family of Archimedean Copulas: The Half-Logistic Family of Copulas
Mathematics, 2023 In this research, we introduce a truncation of the half-logistic distribution function as a multiplicative Archimedean generator. The corresponding Archimedean copula is obtained, namely the half-logistic family.
Abdulhamid A. Alzaid, Weaam M. Alhadlaq
doaj +1 more source
Alexandria Engineering Journal, 2022 The goal of the present research work is to develop a new family of aggregation operators (AOs) under the fractional orthotriple fuzzy (FOF) information and apply them to MCDM problems.
Muhammad Qiyas +3 more
doaj +1 more source