Results 71 to 80 of about 4,162 (190)
Investigating dynamic dependence using copulae [PDF]
, 2001 A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship.
Bouyé, Eric +2 more
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Archimedean copula and contagion modeling in epidemiology
Networks & Heterogeneous Media, 2013 The aim of this paper is first to find interactions between compartments of hosts in the Ross-Macdonald Malaria transmission system. So, to make clearer this association we introduce the concordance measure and then the Kendall's tau and Spearman's rho.
Jacques Demongeot +4 more
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Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
doaj
On approximating copulas by finite mixtures
, 2018 Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
core
Exact simulation of reciprocal Archimedean copulas [PDF]
Statistics & Probability Letters, 2018 The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process. This observation allows to generalize the essential idea from a well-known exact simulation algorithm for ...
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BarekengSocial security benefits may not be enough for retirement. Equity release products like marriage reverse annuities can boost retirement income for older couples.
Arnhilda Aspasia Lundy +2 more
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Dynamic dependence ordering for Archimedean copulas and distorted copulas
Kybernetika, 2008 This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i.e. given remaining lifetimes , to compare the dependence of given >t, and given >s, where s>t. More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula.
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Sahand Communications in Mathematical Analysis, 2014 There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen \cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the ...
Sinem Tuğba Şahin Tekin +2 more
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Archimedean Copulas-Based Estimation under One-Parameter Distributions in Coherent Systems
MathematicsIn the present work we provide a signature-based framework for delivering the estimated mean lifetime along with the variance of the continuous distribution of a coherent system consisting of exchangeable components.
Ioannis S. Triantafyllou
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MathematicsThis paper presents a unified framework for constructing two-branched fuzzy implications and families of copulas based on the same composition principles involving monotone and convex functions.
Panagiotis G. Mangenakis +1 more
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