Results 121 to 130 of about 18,813 (205)

Sampling Archimedean copulas

open access: yes
The challenge of efficiently sampling exchangeable and nested Archimedean copulas is addressed. Specific focus is put on large dimensions, where methods involving generator derivatives are not applicable.
Hofert, Marius
core  

Simulation of queueing systems with many stations and of queueing networks using copulas [PDF]

open access: yes
In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free
Ciuiu, Daniel
core  

Factor Tree Copula Models for Item Response Data. [PDF]

open access: yesPsychometrika, 2023
Kadhem SH, Nikoloulopoulos AK.
europepmc   +1 more source

Archimedean and elliptical copulas

open access: yes, 2011
Aim of this paper is to introduce some general theory of copulas, to present some of their useful properties, such as the invariance under strictly increasing transformations and to introduce Archimedean and elliptical copulas.
Grobosch, Sonja
core  

Copula modeling for the estimation of measures of marker classification and predictiveness performance with survival outcomes. [PDF]

open access: yesStat Methods Med Res, 2023
Escarela G   +3 more
europepmc   +1 more source

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