Results 41 to 50 of about 385 (163)

Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics

Stats
Many 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, Stefania Galimberti, Paola Rebora, Alessandro Cattoni, Maria Grazia Valsecchi, Giulia Capitoli   +5 more
doaj   +1 more source

Hierarchical Archimedean Copulae: The HAC Package [PDF]

Journal of Statistical Software, 2014
This paper presents the R package HAC, which provides user friendly methods for dealing with hierarchical Archimedean copulae (HAC). Computationally efficient estimation procedures allow to recover the structure and the parameters of HAC from data. In addition, arbitrary HAC can be constructed to sample random vectors and to compute the values of the ...
Ostap Okhrin, Alexander Ristig
openaire   +4 more sources

Risk Times in Mission‐Oriented Systems

Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1380-1398, April 2026.
ABSTRACT This article assesses risk times in mission‐oriented systems with high safety standards. We examine critical times under two safety policies. The first requires that the system's reliability function, known the first failure of the components, must exceed a reliability level throughout the mission.
Antonio Arriaza, Jorge Navarro, Patricia Ortega‐Jiménez   +2 more
wiley   +1 more source

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

Dependence Modeling, 2018
The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
doaj   +1 more source

Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance [PDF]

Sahand Communications in Mathematical Analysis
In this paper, hyperbolic and trigonometric functions, based on cosecant and cotangent as generator function for the family of Archimedean copula, are proposed. For these families, the dependence characteristics are compared.
Amirmasoud Kazemirad, Leila Golshani, Vadood Najjari, Mohsen Kokabinezhad   +3 more
doaj   +1 more source

Market Insurance and Risk Pooling in U.S. Crop Insurance

Agricultural Economics, Volume 57, Issue 2, March 2026.
ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan, Yong Liu, A. Ford Ramsey, David J. Leatham   +3 more
wiley   +1 more source

ESTIMASI NILAI VaR PORTOFOLIO MENGGUNAKAN FUNGSI ARCHIMEDEAN COPULA

E-Jurnal Matematika, 2017
Value at Risk explains the magnitude of the worst losses occurred in financial products investments with a certain level of confidence and time interval. The purpose of this study is to estimate the VaR of portfolio using Archimedean Copula family.
AULIA ATIKA PRAWIBTA SUHARTO, KOMANG DHARMAWAN, I WAYAN SUMARJAYA   +2 more
doaj   +1 more source

McDowell and Sellars on Objective Purport

European Journal of Philosophy, Volume 34, Issue 1, Page 313-332, March 2026.
Abstract John McDowell has criticized Wilfrid Sellars on several occasions and over a number of years for his ‘non‐relational’ account of intentionality. This account is, according to McDowell, at least partly responsible for a ‘blind spot’ in Sellars's thinking: Sellars, allegedly, fails to see how objects or states of affairs in the external world ...
Stefan Brandt
wiley   +1 more source

A Collection of New Trigonometric- and Hyperbolic-FGM-Type Copulas

AppliedMath, 2023
Copula analysis was created to explain the dependence of two or more quantitative variables. Due to the need for in-depth data analysis involving complex variable relationships, there is always a need for new copula models with original features.
Christophe Chesneau
doaj   +1 more source

Spatiotemporal Optimization–Based Assessment of Mutual‐Aid Capacity for Interconnected Distribution Areas Considering Internal and External Energy Interactions

International Transactions on Electrical Energy Systems, Volume 2026, Issue 1, 2026.
In order to accurately evaluate and tap the mutual‐aid capacity potential of interconnected power stations under the scenario of peak‐to‐peak compensation between new energy output and load demand, this paper uses Copula function to describe the correlation structure of wind, light, and load from the perspective of source–load matching, quantify the ...
Chao Ding, Yi Lu, Peng Qiu, Xuanchen Liu, Yuyan Liu, Wei Zhang, Yitong Shang   +6 more
wiley   +1 more source