Results 211 to 220 of about 3,668 (232)

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
openaire   +1 more source

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
openaire   +1 more source

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
openaire   +1 more source

Copula-Based Estimation Methods for a Common Mean Vector for Bivariate Meta-Analyses

Symmetry, 2022
Yoshihiko Konno, Takeshi Emura, Emura Takeshi   +2 more
exaly  

Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment

European Journal of Operational Research, 2021
Zhi Song, Amitava Mukherjee, Jiujun Zhang   +2 more
exaly  

Bivariate Copulas

2009
N. Balakrishna, Chin Diew Lai
openaire   +1 more source

Modeling Bivariate Dependency in Insurance Data via Copula: A Brief Study

Journal of Risk and Financial Management, 2022
Indranil Ghosh, Subrata Chakraborty, Ghosh Indranil   +2 more
exaly  

Data‐based analysis of bivariate copula tail dependence for drought duration and severity

Hydrological Processes, 2013
Tong Lee, T B M J Ouarda
exaly  

A Class of Goodness of Fit Tests for a Copula Based on Bivariate Right-Censored Data

Biometrical Journal, 2005
Per Kragh Andersen, Claus T Ekstrøm, John P Klein   +2 more
exaly  

COPULA BIVARIATE PROBIT MODELS: WITH AN APPLICATION TO MEDICAL EXPENDITURES

Health Economics (United Kingdom), 2012
Rainer Winkelmann
exaly