Results 101 to 110 of about 153,166 (217)
Copulas for bivariate probability distributions
Electronics Letters, 2007 Copulas offer interesting insights into the dependence structures between the distributions of random variables. This report introduces new copulas, and provides an analysis for copulas, associated with bivariate exponential and Rayleigh distributions that have relevance to signal processing.
Durrani, T.S., Xueing, Z.
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New Bivariate MS Copula via Ru ̈schendorf method [PDF]
, 2022 Copula study is growing field which used for constructing families of bivariate and multivariate distributions also a measure of dependence structure. There are several methods for constructing copulas, one of these methods is a Ru ̈schendorf method.
M. Seyam, M., M. Elsobky, S.
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A method to select bivariate copula functions
, 2019 Summary: Copula functions have been extensively used in applied statistics, becoming a good alternative for modeling the dependence of multivariate data. Each copula function has a different dependence structure. An important issue in these applications is the choice of an appropriate copula function model for each case where standard classical or ...
Tovar Cuevas, José Rafael +2 more
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A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models [PDF]
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation ...
Krajina, A.
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Alexandria Engineering JournalThis paper presents a bivariate power Lomax Sarmanov distribution (BPL-SARD) constructed from Sarmanov copulas and power Lomax (PL) marginal distributions.
M.A. Abd Elgawad +7 more
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A copula model for dependent competing risks [PDF]
Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks.
Ralf Wilke, Simon M. S. Lo
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Copulas in finance and insurance [PDF]
, 2008 Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance.
Romera, Rosario, Molanes, Elisa M.
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Bivariate Flood Frequency Analysis Using the Copula Functions [PDF]
علوم و مهندسی آبیاری, 2015 In the conventional methods of flood frequency analysis, the flood peak variable is just considered and assumed that this variable follows some specific parametric distribution function.
meysam salari +3 more
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Dynamic stochastic copula models: Estimation, inference and applications [PDF]
We propose a new dynamic copula model where the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic correlation process, it can be viewed as a generalization of ...
Hafner, Christian M., Manner, Hans
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Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
ROMBOUTS, Jeroen V.K. +2 more
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