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A Python Package for Sampling from Copulae: clayton
, 2022 25 pages, 6 figures, 6 tables.
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The Analysis of Bivariate Truncated Data Using the Clayton Copula Model [PDF]
The International Journal of Biostatistics, 2007 In individuals infected with human immunodeficiency virus (HIV), distributions of quantitative HIV RNA measurements may be highly left-censored due to values falling below assay detection limits (DL). It is of the interest to find the relationship between plasma and semen viral loads.
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Mathematics, 2020 After defining a new log-logistic model and studying its properties, some new bivariate type versions using “Farlie-Gumbel-Morgenstern Copula”, “modified Farlie-Gumbel-Morgenstern Copula”, “Clayton Copula”, and “Renyi’s entropy Copula” are derived. Then,
Mahmoud M. Mansour +6 more
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Joint modeling of rainfall and temperature in Bahir Dar, Ethiopia: Application of copula
Frontiers in Applied Mathematics and Statistics, 2023 ObjectiveClimate change has effects on the economy development of any country. This paper aimed to fit the best marginal and joint distribution models of rainfall with minimum and maximum temperatures.MethodsThe average values of minimum and maximum ...
Haile Mekonnen Fenta +2 more
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Types of dependence and time-dependent association between two lifetimes in single parameter copula models [PDF]
, 2006 Most publications on modeling insurance contracts on two lives, assuming dependence of the two lifetimes involved, focus on the time of inception of the contract.
Spreeuw, J.
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A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence [PDF]
, 2015 A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context.
Aas K +41 more
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Jurnal Matematika Integratif, 2020 Industri asuransi merupakan industri yang berkaitan langsung dengan risiko. Risiko yang terjadi diakibatkan oleh besar klaim yang harus dibayarkan perusahaan asuransi.
Dedy Irawan Prihandoko +1 more
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Austrian Journal of Statistics, 2022 In medical studies, it is common the presence of a fraction of patients who do not experience the event of interest. These patients are people who are not at risk of the event or are patients who were cured during the research. The proportion of immune or cured patients is known in the literature as cure rate.
Marcos Peres +3 more
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A new three parameter Fréchet model with mathematical properties and applications
Journal of Taibah University for Science, 2020 A new three-parameter extension of the Fréchet model is proposed and studied. Some of its statistical properties are derived. A simple type Copula-based construction via Morgenstern family and via Clayton copula is used to derive many bivariate and ...
Abdulhakim A. Al-Babtain +2 more
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Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data [PDF]
, 2015 Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high frequency data and allows us to ...
Avdulaj, Krenar, Barunik, Jozef
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