Results 91 to 100 of about 41,008 (203)
Journal of Mathematics, Volume 2026, Issue 1, 2026.This paper proposes a novel bivariate odd beta prime Fréchet (BOBPF) distribution constructed through the application of the Farlie–Gumbel–Morgenstern (FGM) copula function. The new model, called the BOBPF‐FGM, is engineered to address the persistent challenge of modeling positively skewed and heavy‐tailed bivariate data that exhibit complex ...
Aliyu Ismail Ishaq +6 more
wiley +1 more source
Pruning and Truncating the Mixture R‐Vine Model Using the Mixture Weight
Journal of Probability and Statistics, Volume 2026, Issue 1, 2026.Vine copula mixture models are highly flexible and can handle complex hidden dependencies among variables without restricting the parametric shape of the margins or the type of dependency structure. But it loses flexibility as the number of dimensions increases. That is due to two main reasons.
Fadhah Alanazi, Marek T. Malinowski
wiley +1 more source
Enjoy the Joy of Copulas: With a Package copula
Journal of Statistical Software, 2007 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
doaj
Journal of Multivariate Analysis, 2019 We consider the family of hierarchical Archimedean copulas obtained from multivariate exponential mixture distribution through compounding, as introduced by Cossette et al. (2017).
Hélène Cossette +3 more
semanticscholar +1 more source
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis, 2012 18 pages, 2 ...
Axel Bücher +2 more
openaire +3 more sources
Archimedean copula and contagion modeling in epidemiology
Networks & Heterogeneous Media, 2013 The aim of this paper is first to find interactions between compartments of hosts in the Ross-Macdonald Malaria transmission system. So, to make clearer this association we introduce the concordance measure and then the Kendall's tau and Spearman's rho.
Jacques Demongeot +4 more
openaire +2 more sources
Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
doaj
Exact simulation of reciprocal Archimedean copulas [PDF]
Statistics & Probability Letters, 2018 The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process. This observation allows to generalize the essential idea from a well-known exact simulation algorithm for ...
openaire +2 more sources
Dynamic dependence ordering for Archimedean copulas and distorted copulas
Kybernetika, 2008 This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i.e. given remaining lifetimes , to compare the dependence of given >t, and given >s, where s>t. More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula.
openaire +6 more sources