Results 81 to 90 of about 153,166 (217)

Survival Copula Entropy and Dependence in Bivariate Distributions

Revstat Statistical Journal
In the present work we propose survival copula entropy as an alternative to Shannon entropy, cumulative residual entropy and copula entropy measures in computing the uncertainty in bivariate populations.
S.M. Sunoj , N. Unnikrishnan Nair
doaj   +1 more source

An Inverse‐Selection‐Probability Weighted Approach for Real‐World Progression‐Free Survival With Left‐Truncated Clinico‐Genomic Data

Pharmaceutical Statistics, Volume 25, Issue 6, November/December 2026.
ABSTRACT Next‐generation sequencing (NGS) has become a vital tool in precision medicine, revolutionizing cancer diagnosis and treatment. However, in real‐world studies where NGS defines study entry, data are often left‐truncated because patients who do not survive until sequencing are excluded.
Yan Liu, Seung Won Hyun, Chithra Sangli, Kyle Beauchamp, Farahnaz Islam, Dongho Shin   +5 more
wiley   +1 more source

Convergence of Archimedean Copulas [PDF]

Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions.No extra differentiability ...
Charpentier, A., Segers, J.J.J.
core  

Bivariate variable ranking for censored time‐to‐event data via Copula link based additive models

Statistica Neerlandica, Volume 80, Issue 4, November 2026.
Abstract In this article, we present a variable ranking approach based on a novel measure for selecting important variables in bivariate Copula Link‐Based Additive Models [30]. The proposal allows for identifying two sets of relevant covariates for the two time‐to‐events without neglecting the dependency structure that may exist between the two ...
Danilo Petti, Marcella Niglio, Marialuisa Restaino   +2 more
wiley   +1 more source

Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market [PDF]

This paper develops the method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. In order to provide a general framework being able to accommodate skewness, leptokurtosis, fat tails as ...
Dominique Guegan, Jing Zhang
core  

Dependence properties of bivariate copula families

Dependence Modeling
Motivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
doaj   +1 more source

On the asymptotic covariance of the multivariate empirical copula process

Dependence Modeling, 2019
Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample ...
Genest Christian, Mesfioui Mhamed, Nešlehová Johanna G.   +2 more
doaj   +1 more source

A note on bivariate Archimax copulas

Dependence Modeling, 2018
AbstractWe present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.
Fabrizio Durante, Juan Fernandez-Sanchez, Carlo Sempi   +2 more
openaire   +3 more sources

Bivariate copula regression models for semi-competing risks. [PDF]

Stat Methods Med Res, 2023
Wei Y, Wojtyś M, Sorrell L, Rowe P.
europepmc   +1 more source

Farlie-Gumbel-Morgenstern bivariate log-normal: applications and comparison of semiparametric and parametric methods for estimating copulas

Kuwait Journal of Science
This study introduces the Farlie-Gumbel-Morgenstern bivariate log-normal (bivariate FGM-LN) distribution, which was created using the FGM copula to describe dependent skewed data.
Shakila Bashir, Bushra Masood, Muhammad Aslam   +2 more
doaj   +1 more source