Copula-based risk aggregation with trapped ion quantum computers. [PDF]
Zhu D +5 more
europepmc +1 more source
Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]
Oliveira MI, Cysneiros FJA, Barros M.
europepmc +1 more source
A copula-based multivariate flood frequency analysis under climate change effects. [PDF]
Khajehali M +4 more
europepmc +1 more source
Joint Risk Analysis of Extreme Rainfall and High Tide Level Based on Extreme Value Theory in Coastal Area. [PDF]
Chen H, Xu Z, Chen J, Liu Y, Li P.
europepmc +1 more source
Archimedean Copulas and Temporal Dependence
We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric orgodicityof the ...
Beare, Brendan K.
core
Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core
Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]
Johnn SN +5 more
europepmc +1 more source
A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]
World economies, and especially European ones, have become strongly interconnected in the last decades and a joint modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a rich ...
Dean Fantazzini +4 more
core
Application of the Joint Frailty Copula Model for Analyzing Time to Relapse and Time to Death of Women with Cervical Cancer. [PDF]
Shewa Gari F +2 more
europepmc +1 more source
A copula based supervised filter for feature selection in machine learning driven diabetes risk prediction. [PDF]
Aich A, Murshed MM, Hewage S, Mayeaux A.
europepmc +1 more source

