Results 21 to 30 of about 19,478 (209)

A Topological Proof of the Archimedean Axiom for Archimedean Copulas [PDF]

Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
Idowu, Victory
core   +4 more sources

ON GENERATING MULTIVARIATE SAMPLES WITH ARCHIMEDEAN COPULAS [PDF]

Acta Universitatis Lodziensis. Folia Oeconomica, 2014
Archimedean copulas are one of the most known classes of copulas. They allow modeling the dependencies between variables with small number of parameters.
Jacek Stelmach
doaj   +3 more sources

Deep Archimedean Copulas

CoRR, 2020
A central problem in machine learning and statistics is to model joint densities of random variables from data. Copulas are joint cumulative distribution functions with uniform marginal distributions and are used to capture interdependencies in isolation from marginals.
Chun Kai Ling, Fei Fang 0001, J. Zico Kolter   +2 more
openaire   +4 more sources

Archimedean copulae and positive dependence [PDF]

Journal of Multivariate Analysis, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
MUELLER A, SCARSINI, MARCO
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Compound Archimedean Copulas

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 and features.
Moshe Kelner, Zinoviy Landsman, Udi E. Makov   +2 more
openaire   +2 more sources

Tails of multivariate Archimedean copulas

Journal of Multivariate Analysis, 2009
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results are synthesized in the form of a decision tree: Given the values of some readily computable characteristics of the Archimedean generator, the upper and lower ...
Arthur Charpentier, Johan Segers
openaire   +5 more sources

Characterizations of Archimedean n-copulas [PDF]

Kybernetika, 2015
Summary: We present three characterizations of \(n\)-dimensional Archimedean copulas: algebraic, differential and diagonal. The first is due to Jouini and Clemen. We formulate it in a more general form, in terms of an \(n\)-variable operation derived from a binary operation.
openaire   +3 more sources

A multivariate version of Williamson’s theorem, ℓ1-symmetric survival functions, and generalized Archimedean copulas

Dependence Modeling, 2018
Williamson’s integral representation of n-monotone functions on the half-line is generalized to several dimensions. This leads to a characterization of multivariate survival functions with multiply ℓ1- symmetry.
Ressel Paul
doaj   +1 more source

Local Dependence for Bivariate Weibull Distributions Created by Archimedean Copula

مجلة بغداد للعلوم, 2021
In multivariate survival analysis, estimating the multivariate distribution functions and then measuring the association between survival times are of great interest.
Swar O. Ahmed, Khwazbeen S. Fatah, Sahib Esa   +2 more
doaj   +1 more source

An Archimedean Copulas-Based Approach for m-Consecutive-k-Out-of-n: F Systems with Exchangeable Components

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   +1 more source