Results 81 to 90 of about 33,492 (216)
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis, 2012 18 pages, 2 ...
Axel Bücher +2 more
openaire +3 more sources
Enjoy the Joy of Copulas: With a Package copula [PDF]
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
core
New Families of Bivariate Copulas via Unit Lomax Distortion
Risks, 2020 This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval.
Fadal Abdullah-A Aldhufairi +2 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
Properties of Hierarchical Archimedean Copulas [PDF]
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
Yarema Okhrin +2 more
core
On bivariate Archimedean copulas with fractal support
Dependence ModelingDue to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on
Sánchez Juan Fernández +1 more
doaj +1 more source
Dependence Modeling, 2013 We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas ...
Di Bernardino Elena, Rullière Didier
doaj +1 more source
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
core
Nested Archimedean Copulas Meet R: The nacopula Package [PDF]
The package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities
Marius Hofert, Martin Maechler
core
BarekengSocial security benefits may not be enough for retirement. Equity release products like marriage reverse annuities can boost retirement income for older couples.
Arnhilda Aspasia Lundy +2 more
doaj +1 more source