Results 11 to 20 of about 1,417 (201)
Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family [PDF]
Energies, 2022 Climate change impacts many aspects of life and requires innovative thinking on various issues. The electricity sector is affected in several ways, including changes in the production components and consumption patterns.
Moshe Kelner +2 more
doaj +3 more sources
Regresi Median Pada Copula Bivariat [PDF]
JTAM (Jurnal Teori dan Aplikasi Matematika), 2019 Abstrak: Analisis regresi adalah analisis yang sering digunakan dalam segala bidang yang bertujuan untuk memodelkan hubungan antara dua jenis variabel tak bebas dengan satu atau variabel bebas. Regresi linier masih memiliki beberapa kekurangan, maka dari
Geraldus Anggoro Rinadi +2 more
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Archimedean Copula Estimation Parameter with Kendall Distribution Function [PDF]
Cumhuriyet Science Journal, 2017 In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made.
Ayşe Metın Karakas +2 more
doaj +2 more sources
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
doaj +3 more sources
Proposal of a Modified Clayton Copula: Theory, Properties and Examples [PDF]
European Journal of StatisticsThe Clayton copula is a mathematical tool used in copula theory to model dependence between random variables. It is a notable member of the Archimedean copula family and is best known for its ability to capture tail dependence. In this article, we present a new modified variant of the Clayton copula that aims to improve its flexibility.
Chesneau, Christophe
openaire +2 more sources
Modelling Risk Dependencies in Insurance Using Survival Clayton Copula [PDF]
Statistika: Statistics and Economy JournalOur aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks in an
Vladimír Mucha +2 more
doaj +2 more sources
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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COMPARISON ANALYSIS OF CLAYTON, GUMBEL, AND FRANK COPULA FOR MODELING THE DEPENDENCE BETWEEN BBCA CLOSING PRICE AND INDONESIA MACROECONOMIC FACTORS [PDF]
BarekengPT. Bank Central Asia Tbk is a company in Indonesia with the biggest market capitalization. These advantages attract investors to buy PT. Bank Central Asia Tbk (BBCA) shares.
Noerul Hanin +2 more
doaj +3 more sources
Copulas for Covariate Simulation in Pharmacometrics. [PDF]
CPT Pharmacometrics Syst PharmacolABSTRACT Patient‐specific covariates are commonly incorporated in pharmacometric and quantitative system pharmacology models to predict differences in pharmacokinetic or pharmacodynamic profiles between patients. When simulating new virtual populations of patients, generating realistic covariate sets that accurately reflect the correlation structures ...
Guo Y, Guo T, van Hasselt JGC, Zwep LB.
europepmc +2 more sources
Copula-GP describes the noise correlations between dynamically coupled neurons with a Clayton copula. [PDF]
, 2022 A i. GLM model of two coupled neurons (excitatory and inhibitory) that receive the same time-dependent input x(t); ii. the spike history coupling filters h12 and h21; B-C simulated calcium transients (fluorescence across time) showing dynamic responses ...
Nathalie Rochefort (12015603) +4 more
core +1 more source