Results 191 to 200 of about 153,166 (217)

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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A Generalization of the Archimedean Class of Bivariate Copulas

Annals of the Institute of Statistical Mathematics, 2006
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DURANTE, FABRIZIO, J. J. QUESADA MOLINA, SEMPI, Carlo   +2 more
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Expansions for bivariate copulas

Statistics & Probability Letters, 2015
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Regression in a bivariate copula model

Biometrika, 2000
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Oakes, David, Ritz, John
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On Some Construction Methods for Bivariate Copulas

2013
We propose a rather general construction method for bivariate copulas, generalizing some construction methods known from the literature. In some special cases, the constraints ensuring the output of the proposed method to be a copula are given. Our approach opens several new problems in copula theory.
Radko Mesiar, Jozef Komorník, Magda Komorníková   +2 more
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Fitting bivariate cumulative returns with copulas

Computational Statistics & Data Analysis, 2004
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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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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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Continuous Scaling on a Bivariate Copula

1997
Cuadras and Fortiana (1993, 1995, 1996b) introduced continuous scaling, an extension of classic metric scaling which gives a decomposition of the variability of a random variable in a countable set of principal axes. (1996a) introduced related metric scaling, a technique to construct a joint distance on a finite set from two marginal distances, with ...
C. M. Cuadras, J. Fortiana
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Copula-Based Estimation Methods for a Common Mean Vector for Bivariate Meta-Analyses

Symmetry, 2022
Takeshi Emura, Yoshihiko Konno
exaly