An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]
Sun T, Cheng Y, Ding Y.
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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]
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]
Kadhem SH, Nikoloulopoulos AK.
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Archimedean and elliptical copulas
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
Sensitivity Analysis for Survival Prognostic Prediction with Gene Selection: A Copula Method for Dependent Censoring. [PDF]
Yeh CT, Liao GY, Emura T.
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Copula modeling for the estimation of measures of marker classification and predictiveness performance with survival outcomes. [PDF]
Escarela G +3 more
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Risk of Crop Yield Reduction in China under 1.5 °C and 2 °C Global Warming from CMIP6 Models. [PDF]
Wang F, Zhan C, Zou L.
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An approach based on multivariate distribution and Gaussian copulas to predict groundwater quality using DNN models in a data scarce environment. [PDF]
Nafii A, Lamane H, Taleb A, El Bilali A.
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