Results 11 to 20 of about 5,414 (199)
Dependence Modeling, 2018 The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
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Media StatistikaAgriculture is a vulnerable sector to the risk of crop damage due to climate change and other environmental factors. One source of risk in agriculture is rainfall, which significantly affects productivity and farmers’ income.
Sarah Sutisna +2 more
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Correlation analysis of diabetes based on Copula [PDF]
Frontiers in EndocrinologyIntroductionThe ratio of Triglyceride (TG) to high-density lipoprotein cholesterol (HDL-C) is a crucial indicator for diabetes diagnosis.MethodsThis study utilizes the Copula function to model and fit the non-linear correlation among fasting blood ...
Chang Liu +3 more
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Joint Modeling of Birth Outcomes Using a Copula Distributional Regression Approach. [PDF]
Health EconABSTRACT Low birth weight and preterm birth are key indicators of neonatal health, influencing both immediate and long‐term infant outcomes. While low birth weight may reflect fetal growth restrictions, preterm birth captures disruptions in gestational development. Ignoring the potential interdependence between these variables may lead to an incomplete
Marra G, Radice R.
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Modeling Insurance Claim Distribution via Mixture Distribution and Copula [PDF]
تحقیقات مالی, 2017 This paper analyses whether joint probability distribution function of losses due to different exposures covered under the same policy could be modeled in an appropriate manner via mixture distribution proposed and copula concept.
Saeed Bajalan +2 more
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Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]
Health EconABSTRACT Doctor and non‐doctor visit frequencies are key indicators of healthcare access, utilization and individual health‐seeking behavior. While doctor visits reflect engagement with formal medical services, non‐doctor visits, such as to nurses, physiotherapists or alternative providers, offer insights into patient preferences and system ...
Marra G, Radice R.
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Interval Estimation of the Dependence Parameter in Bivariate Clayton Copulas
Emerging Science Journal, 2023 In various disciplines, discerning dependencies between variables remains a crucial undertaking. While correlation measures like Pearson, Spearman, and Kendall provide insight into the degree of two-variable relationships, they fall short of revealing the intricate structure of dependencies between these variables.
Unyamanee Kummaraka +1 more
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A New Flexible Three-Parameter Model: Properties, Clayton Copula, and Modeling Real Data [PDF]
Symmetry, 2020 In this article, we introduced a new extension of the binomial-exponential 2 distribution. We discussed some of its structural mathematical properties. A simple type Copula-based construction is also presented to construct the bivariate- and multivariate-type distributions. We estimated the model parameters via the maximum likelihood method.
Abdulhakim A. Al-babtain +2 more
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Bivariate analysis of typical hydrological series of the yellow river [PDF]
International Journal of Computational Intelligence Systems, 2014 This paper uses Gumbel-Hougaard (G-H) copula, Clayton copula and Frank copula to construct joint distributions of hydrological variables of the two typical stations on the Yellow River Region, including the annual maximum flood magnitude (AMFM), the ...
Xin Tong +4 more
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On the Use of Copula for Quality Control Based on an AR(1) Model
Mathematics, 2021 Manufacturing for a multitude of continuous processing applications in the era of automation and ‘Industry 4.0’ is focused on rapid throughput while producing products of acceptable quality that meet customer specifications.
Timothy M. Young +2 more
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