Results 31 to 40 of about 153,166 (217)

Nonparametric predictive inference with parametric copula for survival analysis

MATEC Web of Conferences, 2018
Many real-world problems of statistical inference involve dependent bivariate data including survival analysis. This paper presents new nonparametric methods for predictive inference for survival analysis involving a future bivariate observation.
Muhammad N, Yusoff N
doaj   +1 more source

A class of multivariate copulas based on products of bivariate copulas

Journal of Multivariate Analysis, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mazo, Gildas, Girard, Stéphane, Forbes, Florence   +2 more
openaire   +5 more sources

Vine copula knockoffs for variable selection in gene expression studies

Canadian Journal of Statistics, EarlyView.
Abstract Identifying clinical and genetic markers is essential for stratifying cancer patients by survival outcomes and guiding personalized treatment strategies. However, gene expression studies often involve high‐dimensional predictors with mixed data types and complex dependence, which complicates reliable variable selection.
José Ulises Márquez Urbina, Alejandro Román Vásquez, Graciela González Farías, Gabriel Escarela   +3 more
wiley   +1 more source

A recipe for bivariate copulas [PDF]

Communications in Statistics - Theory and Methods, 2016
ABSTRACTWe give conditions on a ⩾ −1, b ∈ ( − ∞, ∞), and f and g so that Ca, b(x, y) = xy(1 + af(x)g(y))b is a bivariate copula. Many well-known copulas are of this form, including the Ali–Mikhail–Haq Family, Huang–Kotz Family, Bairamov–Kotz Family, and Bekrizadeh–Parham–Zadkarmi Family.
openaire   +1 more source

Local Dependence for Bivariate Weibull Distributions Created by Archimedean Copula

مجلة بغداد للعلوم, 2021
In multivariate survival analysis, estimating the multivariate distribution functions and then measuring the association between survival times are of great interest.
Swar O. Ahmed, Khwazbeen S. Fatah, Sahib Esa   +2 more
doaj   +1 more source

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang, Jennifer S. K. Chan, Gareth W. Peters   +2 more
wiley   +1 more source

Bivariate copulas: Transformations, asymmetry and measures of concordance [PDF]

Kybernetika, 2014
Summary: The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every
Sebastian Fuchs, Klaus D. Schmidt
openaire   +3 more sources

Construction and Application of a Novel C‐Vine Copula‐Based Multi‐Variate Ecological Drought Index

Irrigation and Drainage, EarlyView.
ABSTRACT A comprehensive ecological drought index capturing vegetation growth conditions and meteorological–hydrological variability is essential for assessing ecological drought and optimizing water resource management. This study selected soil moisture (SM), actual evapotranspiration (ET), land surface temperature (LST) and leaf area index (LAI) to ...
Haofei Zhang, Xingye Han, Zhijun Wu
wiley   +1 more source

New Families of Bivariate Copulas via Unit Lomax Distortion

Risks, 2020
This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval.
Fadal Abdullah-A Aldhufairi, Ranadeera G.M. Samanthi, Jungsywan H. Sepanski   +2 more
doaj   +1 more source

Using Distribution Regression Difference‐in‐Differences to Evaluate the Effects of a Minimum Wage Introduction on the Distributions of Wages, Earnings, and Working Hours

Journal of Applied Econometrics, EarlyView.
ABSTRACT We estimate the causal effects of the introduction of the minimum wage in Germany on the distributions of hourly wages, monthly earnings, and hours worked, combining rich large‐scale data sources. We compare linear and non‐linear versions of distribution regression difference‐in‐differences (DR‐DiD) and also estimate bivariate DR‐DiD.
Martin Biewen, Bernd Fitzenberger, Marian Rümmele   +2 more
wiley   +1 more source