Results 111 to 120 of about 4,380 (211)

Gordon and Newell queueing networks and copulas [PDF]

In this paper we have found an analytical formula for a copula that connects the numbers Ni of customers in the nodes of a Gordon and Newell queueing network.
Ciuiu, Daniel
core   +1 more source

Simulation of queueing systems with many stations and of queueing networks using copulas [PDF]

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free
Ciuiu, Daniel
core   +1 more source

On the Ratio-Type Family of Copulas

Mathematics
Investigating dependence structures across various fields holds paramount importance. Consequently, the creation of new copula families plays a crucial role in developing more flexible stochastic models that address the limitations of traditional and ...
Farid El Ktaibi, Rachid Bentoumi, Mhamed Mesfioui   +2 more
doaj   +1 more source

Copulas in finance and insurance [PDF]

Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
core  

Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi

Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2016
In this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used.
Ayça Büyükyılmaz
doaj  

Modelado de parejas aleatorias usando cópulas Modelling Random Couples Using Copulas

Revista Colombiana de Estadística, 2009
Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
doaj  

MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS

Revista Colombiana de Estadística, 2009
Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by
Escarela Gabriel, Hernández Angélica
doaj  

Application of the Joint Frailty Copula Model for Analyzing Time to Relapse and Time to Death of Women with Cervical Cancer. [PDF]

Int J Womens Health, 2023
Shewa Gari F, Fenta Biru T, Endale Gurmu S.   +2 more
europepmc   +1 more source

An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]

Biometrics, 2023
Sun T, Cheng Y, Ding Y.
europepmc   +1 more source

Copula-based multivariate analysis of hydrological drought over jiabharali sub-basin of Brahmaputra River, India. [PDF]

Sci Rep
Chakma B, Jhajharia D, Yurembam GS, Patle GT, Robert P, Saha S, Sharma APM, Singh SK.   +7 more
europepmc   +1 more source