Results 61 to 70 of about 927 (219)
An Archimedean Copula Family with Hyperbolic Cotangent Generator
, 2014 Hyperbolic cotangent function is proposed as a generator of new Archimedean copula family and several properties are revealed. To show performance in real data analysis, application to modeling dependence between monthly temperature extremes as well as ...
Najjari, Vadoud +2 more
core +1 more source
Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
Pan-American Journal of MathematicsThe Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
doaj +1 more source
Algorithms, 2020 In this paper, we develop a novel computation model of Intuitionistic Fuzzy Values with the usage of fuzzy negations and Archimedean copulas. This novel computation model’s structure is based on the extension of the existing operations of intuitionistic ...
Stylianos Giakoumakis +1 more
doaj +1 more source
Risk Times in Mission‐Oriented Systems
Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1380-1398, April 2026.ABSTRACT This article assesses risk times in mission‐oriented systems with high safety standards. We examine critical times under two safety policies. The first requires that the system's reliability function, known the first failure of the components, must exceed a reliability level throughout the mission.
Antonio Arriaza +2 more
wiley +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
GOODNESS-OF-FIT TESTS FOR ARCHIMEDEAN COPULA MODELS [PDF]
, 2010 : In this paper, we propose two tests for parametric models belonging to the Archimedean copula family, one for uncensored bivariate data and the other one for right-censored bivariate data.
Antai Wang
core
The Realized Hierarchical Archimedean Copula in Risk Modelling [PDF]
, 2017 This paper introduces the concept of the realized hierarchical Archimedean copula (rHAC). The proposed approach inherits the ability of the copula to capture the dependencies among financial time series, and combines it with additional information ...
Anastasija Tetereva +3 more
core +1 more source
Multiplicative Archimedean Copula(乘积阿基米德Copula)
Zhejiang Daxue xuebao. Lixue ban, 2010 在乘法模式下,对阿基米德Copula进行了推广,提出了乘积阿基米德Copula.通过构造两类特殊的乘积阿基米德Copula,举出了若干乘积阿基米德Copula例子,并分析了关于尾部相依性、对称性等方面的性质.最后,在探讨阿基米德Copula和乘积阿基米德Copula的关系中,提出几个值得进一步讨论的问题.
WANGQin(王沁) +2 more
doaj +1 more source
The Novel Computational Model of Unbalanced Linguistic Variables Based on Archimedean Copula
, 2018 We develop a novel computation model of unbalanced linguistic variables on the basis of Archimedean copulas and corresponding co-copulas, which provides a new tool to aggregate unbalanced linguistic information.
Bing Han +3 more
core +1 more source