Results 21 to 30 of about 927 (219)
CoRR, 2020 A central problem in machine learning and statistics is to model joint densities of random variables from data. Copulas are joint cumulative distribution functions with uniform marginal distributions and are used to capture interdependencies in isolation from marginals.
Chun Kai Ling +2 more
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IEEE Access, 2022 This study proposes a systematic methodology of the adoption of Internet of Things (IoT) barriers (IoTBs) that exist in the waste management structures of smart cities (SCs) in growing economies likely India.
Arunodaya R. Mishra +6 more
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Quantile Regression Based on the Weighted Approach with Dependent Truncated Data
Mathematics, 2023 This paper discusses the estimation of parameters in the quantile regression model for dependent truncated data. To account for the dependence between the survival time and the truncated time, the Archimedean copula model is used to construct the ...
Jin-Jian Hsieh, Cheng-Chih Hsieh
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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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Archimedean copulae and positive dependence [PDF]
Journal of Multivariate Analysis, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MUELLER A, SCARSINI, MARCO
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PERHITUNGAN VALUE AT RISK PORTOFOLIO PADA FUNGSI ARCHIMEDEAN COPULA
, 2021 Value at Risk (VaR) merupakan salah satu alat ukur yang digunakan untuk menghitung risiko pada portofolio. Akan tetapi VaR memiliki asumsi distribusi normalitas.
Lusia, Nona +2 more
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Mathematics, 2023 In this paper, we consider parallel-series and series-parallel systems comprising dependent components that are drawn from a heterogeneous population consisting of m different subpopulations, and each subsystem is equipped with a starter device.
Narayanaswamy Balakrishnan +3 more
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The Copula Derived from the SAHARA Utility Function
Risks, 2022 A new Archimedean copula family is presented that was derived from the SAHARA utility function introduced in the economic literature in 2011. Its properties are discussed, and its flexibility and versatility are demonstrated.
Jaap Spreeuw
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International Journal of Statistics and Probability, 2021 The copula function is an effective and elegant tool useful for modeling dependence between random variables. Among the many families of this function, one of the most prominent family of copula is the Archimedean family, which has its unique structure and features.
Moshe Kelner +2 more
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Local Dependence for Bivariate Weibull Distributions Created by Archimedean Copula
مجلة بغداد للعلوم, 2021 In multivariate survival analysis, estimating the multivariate distribution functions and then measuring the association between survival times are of great interest.
Swar O. Ahmed +2 more
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