Results 11 to 20 of about 41,008 (203)
Matrix-Tilted Archimedean Copulas [PDF]
Risks, 2021 The new class of matrix-tilted Archimedean copulas is introduced. It combines properties of Archimedean and elliptical copulas by introducing a tilting matrix in the stochastic representation of Archimedean copulas, similar to the Cholesky factor for ...
Marius Höfert +2 more
exaly +6 more sources
Lorenz-generated bivariate Archimedean copulas
Dependence Modeling, 2020 A novel generating mechanism for non-strict bivariate Archimedean copulas via the Lorenz curve of a non-negative random variable is proposed. Lorenz curves have been extensively studied in economics and statistics to characterize wealth inequality and ...
Fontanari Andrea +2 more
doaj +5 more sources
Performance evaluation for medical alliance in China based on a novel multi-attribute group decision-making technique with Archimedean copulas-based Hamy operators and extended best-worst method. [PDF]
Digit Health, 2023 Background Medical alliance plays an important role in promoting resource sharing, optimizing the allocation of medical resources, establishing a hierarchical diagnosis and treatment system featuring primary diagnosis at the grassroots level, a two-way ...
Xing Y, Wang J.
europepmc +2 more sources
Extensions of Two Bivariate Strict Archimedean Copulas
Computational Journal of Mathematical and Statistical Sciences, 2023 The copula approach provides an option for capturing the structure of dependence between two quantitative variables. This approach is based on special bivariate functions called copulas.
Christophe Chesneau
doaj +2 more sources
On Generators in Archimedean Copulas [PDF]
Sahand Communications in Mathematical Analysis, 2018 This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The
Vadoud Najjari
doaj +3 more sources
Stats, 2023 It is evident that several real-life applications, such as telecommunication systems, call for the establishment of consecutive-type networks. Moreover, some of them require more complex connectors than the ones that exist already in the literature ...
Ioannis S. Triantafyllou
doaj +2 more sources
Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics
StatsMany applications in health research involve the analysis of multivariate distributions of random variables. In this paper, we review the basic theory of copulas to illustrate their advantages in deriving a joint distribution from given marginal ...
Giulia Risca +5 more
doaj +2 more sources
International Journal of Statistics and Probability, 2021 The copula function is an effective and elegant tool useful for modeling dependence between random variables. Among the many families of this function, one of the most prominent family of copula is the Archimedean family, which has its unique structure ...
Moshe Kelner, Z. Landsman, U. Makov
semanticscholar +3 more sources
Hierarchical Archimedean Copulas for MATLAB and Octave: The HACopula Toolbox
Journal of Statistical Software, 2020 To extend the current implementation of copulas in MATLAB to non-elliptical distributions in arbitrary dimensions enabling for asymmetries in the tails, the toolbox HACopula provides functionality for modeling with hierarchical (or nested) Archimedean ...
Jan Górecki +2 more
doaj +2 more sources
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Dependence Modeling, 2016 An important topic in Quantitative Risk Management concerns the modeling of dependence among risk sources and in this regard Archimedean copulas appear to be very useful.
Elena Di Bernardino
exaly +2 more sources