Results 81 to 90 of about 4,073 (193)

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core   +1 more source

Identifiability and estimation of the competing risks model under exclusion restrictions

Statistica Neerlandica, Volume 79, Issue 1, February 2025.
The nonidentifiability of the competing risks model precludes the empirical researcher from obtaining informative estimation results unless she is willing to impose restrictions on the model. Inspired by the heavy use of exclusion restrictions in other areas of statistics, we impose an exclusion restriction to derive a new identifiability result for ...
Munir Hiabu, Simon M.S. Lo, Ralf A. Wilke   +2 more
wiley   +1 more source

Singularity aspects of Archimedean copulas

Journal of Mathematical Analysis and Applications, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernández Sánchez, Juan, Trutschnig, Wolfgang   +1 more
openaire   +2 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
Xing Y, Wang J.
europepmc   +1 more source

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  

Enjoy the Joy of Copulas: With a Package copula

Journal of Statistical Software, 2007
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
doaj  

Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

, 2012
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube.
Segers, Johan
core   +1 more source

On bivariate Archimedean copulas with fractal support

Dependence Modeling
Due to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on
Sánchez Juan Fernández, Trutschnig Wolfgang   +1 more
doaj   +1 more source

Nested Archimedean copulas: a new class of nonparametric tree structure estimators

, 2014
Any nested Archimedean copula is defined starting from a rooted phylogenetic tree, for which a new class of nonparametric estimators is presented. An estimator from this new class relies on a two-step procedure where first a binary tree is built and ...
Uyttendaele, Nathan
core  

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