New bivariate family of distributions based on any copula function: Statistical properties [PDF]
Heliyon, 2023 In this paper, new bivariate family of distributions based on any copula is established. Of this, we introduce new bivariate Topp-Leone family based on Farlie-Gumbel-Morgenstern (FGM) copula.
Ali A. Al-Shomrani
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Bearing Data Model of Correlation Probability Box Based on New G-Copula Function [PDF]
IEEE Access, 2020 Bearing failure often occurs in rotating machinery. Fault diagnosis method based on vibration signals has been studied for many years. Considering complementary information of the vibration signals from different directions, this article proposed an ...
Liangcai Dong +3 more
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Aggregation Function Constructed from Copula
Carpathian Journal of Mathematics, 2022 "In this work, we show that a slight change in the Sklar's formula tremendously affects the class of aggregation functions it represents. While the original formula can only be used to construct $d$-increasing aggregation functions, this new formula can be used to construct any continuous aggregation function excepted possibly those belong to the ...
VARAYUT BOONYASRI, Santi Tasena
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Dose Correlation of Panax ginseng and Atractylodes macrocephala Koidz. Drug Pairs in the Chinese Medicine Prescription Based on the Copula Function. [PDF]
Evid Based Complement Alternat Med, 2021 Lin W +12 more
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Archimedean copulas derived from Morgenstern utility functions [PDF]
SSRN Electronic Journal, 2012 The (additive) generator of an Archimedean copula - as well as the inverse of the generator - is a strictly decreasing and convex function, while Morgenstern utility functions (applying to risk averse decision makers) are nondecreasing and concave.
Spreeuw, J.
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Archimedean Copula Estimation Parameter with Kendall Distribution Function
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
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Modeling stock market indexes with copula functions [PDF]
e-Finanse, 2011 Contemporary financial risk management is significantly based on the analysis of time series of returns. One of the most significant errors frequently committed by analysts is the predominant use of normal distributions when it is clear that the returns ...
Krawiec, Kamil +2 more
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Trivariate copula to design coastal structures [PDF]
Natural Hazards and Earth System Sciences, 2021 Some coastal structures must be redesigned in the future due to rising sea levels caused by climate change. The design of structures subjected to the actions of waves requires an accurate estimate of the long return period of such parameters as wave ...
O. Orcel, P. Sergent, F. Ropert
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Power Transformer Diagnosis Based on Dissolved Gases Analysis and Copula Function
Energies, 2022 The traditional DGA (Dissolved Gas Analysis) diagnosis method does not consider the dependence between fault characteristic gases and uses the relationship between gas ratio coding and fault type to make the decision.
Xiaoqin Zhang +4 more
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Empirical tail copulas for functional data [PDF]
The Annals of Statistics, 2020 For multivariate distributions in the domain of attraction of a max-stable distribution, the tail copula and the stable tail dependence function are equivalent ways to capture the dependence in the upper tail. The empirical versions of these functions are rank-based estimators whose inflated estimation errors are known to converge weakly to a Gaussian ...
Einmahl, John H.J., Segers, Johan
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