Results 151 to 160 of about 41,008 (203)

Projections of meteorological drought severity-duration variations based on CMIP6. [PDF]

open access: yesSci Rep
Behzadi F   +7 more
europepmc   +1 more source

Hierarchical Archimedean Copulas

SpringerBriefs in Applied Statistics and Econometrics
Ostap Okhrin, Jan Górecki
exaly   +3 more sources

Two new generators of Archimedean copulas with their properties

Communications in Statistics - Theory and Methods
. In this article, two new generators of bivariate Archimedean copulas are proposed. Several useful properties, such as the Kendall’s τ rank correlation coefficient and lower and upper tail dependence coefficients are derived.
Agnideep Aich
exaly   +2 more sources

A New Family of Archimedean Copulas: The Truncated-Poisson Family of Copulas

Bulletin of the Malaysian Mathematical Sciences Society, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A. Alzaid, Weaam Alhadlaq
semanticscholar   +3 more sources

Simulating from Exchangeable Archimedean Copulas

Communications in Statistics Part B: Simulation and Computation, 2007
Multivariate exchangeable Archimedean copulas are one of the most popular classes of copulas that are used in actuarial science and finance for modeling risk dependencies and for using them to quantify the magnitude of tail dependence. Owing to the increase in popularity of copulas to measure dependent risks, generating from multivariate copulas has ...
Michael Sherris
exaly   +2 more sources

Frankʼs condition for multivariate Archimedean copulas

Fuzzy Sets and Systems, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Arturo Erdély   +2 more
exaly   +2 more sources

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