Results 11 to 20 of about 4,426 (211)
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
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Convergence of Archimedean copulas [PDF]
Statistics & Probability Letters, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Charpentier, Arthur, Segers, Johan
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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
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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
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Properties of hierarchical Archimedean copulas [PDF]
Statistics & Risk Modeling, 2013 Abstract In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean copulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely recovered from all bivariate margins.
Ostap Okhrin +2 more
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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 ...
qingyuan guan, Pei Hua Jiang
exaly +3 more sources
Permutation Tests Based on the Copula-Graphic Estimator and Their Use for Survival Tree Construction. [PDF]
Stat MedABSTRACT Survival trees are popular alternatives to Cox or Aalen regression models that offer both modeling flexibility and graphical interpretability. This paper introduces a new algorithm for survival trees that relaxes the assumption of independent censoring. To this end, we use the copula‐graphic estimator to estimate survival functions.
Baur P, Pauly M, Emura T.
europepmc +2 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
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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
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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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