Results 151 to 160 of about 1,401 (188)

Bivariate control chart with copula

AIP Conference Proceedings, 2015
Control chart is the main and powerful tool in statistical process control in order to detect and classify data, either in control or out of control. Its concept, basically, refers to the theory of prediction interval. Accordingly, in this paper, we aim at constructing of what so called predictive bivariate control charts, both classical and Copula ...
Tika Lestari, Khreshna Syuhada, Utriweni Mukhaiyar   +2 more
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On bivariate Kumaraswamy-distorted copulas

Communications in Statistics - Theory and Methods, 2020
We propose families of bivariate copulas based on the Kumaraswamy distortion of existing copulas.
Ranadeera Gamage Madhuka Samanthi, Jungsywan Sepanski   +1 more
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Ageing Concepts for Bivariate Copulas

Stochastics and Quality Control
Abstract In the present work we first discuss the structure and properties of the ageing function of the Gumbel–Barnett copula in the exchangeable case. Then we define and illustrate the ageing notions such as IFR, DMRL, NBU etc for copulas using the weak copula ageing property of the Gumbel–Barnett copula.
N. Unnikrishnan Nair, S. M. Sunoj
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Expansions for bivariate copulas

Statistics & Probability Letters, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bivariate copulas generated by perturbations

Fuzzy Sets and Systems, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Durante F, Fernández-Sánchez J, Úbeda-Flores M   +2 more
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Bivariate Cox models and copulas

Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability, 2012
This paper introduces a new class of Cox models for dependent bivariate data. The impact of the covariate on the dependence of the variables is captured through the modification of their copula. Various classes of well known copulas are stable under the model (archimedean type and extreme value copulas), meaning that the role of the covariate acts in a
M. Achibi, M. Broniatowski, C. Duveau, A. Marboeuf   +3 more
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Bivariate copulas with cubic sections

Journal of Nonparametric Statistics, 1997
In this paper we present a method for construction families of bivariate copulas with cubic cross sections. We study dependence properties, measures of association, and concepts of symmetry for these copulas. Examples of both symmetric and asymmetric copulas with cubic sections are presented which extend some well known families of bivariate copulas ...
R. B. Nelsen, J. J. Quesada-Molina, J. A. RodrÍguez-Lallena   +2 more
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Bivariate return periods via 2-Copulas

Statistical Methodology, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Bivariate copulas with quadratic sections

Journal of Nonparametric Statistics, 1995
In this paper we present a method for constructing bivariate copulas with quadratic sections. These copulas are derived from simple univariate real-valued functions on the interval [0,1]. As a consequence, various positive dependence properties (such as quadrant dependence and total positivity), measures of association (such as Spearman's rho and ...
J. J. Quesada-Molina, J.A. Rodríguez-Lallena   +1 more
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Regression in a bivariate copula model

Biometrika, 2000
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Oakes, David, Ritz, John
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