Results 91 to 100 of about 42,928 (197)

Decomposition of Bivariate Inequality Indices by Attributes Revisited [PDF]

Decomposability of multidimensional inequality indices by attributes is considered a highly desired property. Naga and Geoffard (2006) provided for it in case of three bivariate indices.
Martyna Kobus
core  

RELIABILITY ANALYSIS FOR JACK-UP GEARBOX BASED ON COPULA BAYESIAN NETWORK

Jixie qiangdu, 2018
A reliability analysis method for complicated mechanical system is proposed which is based on Copula Bayesian network. Since the variables in complicated mechanical system are numerous and correlated to each other,the traditional analysis methods are ...
ZHANG Qing, LIU Chao, SUN YuanTao, QIN XianRong   +3 more
doaj  

Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves

Mathematics
Conditional copulas are useful tools for modeling the dependence between multiple response variables that may vary with a given set of predictor variables.
Lu Lu, Sujit Ghosh
doaj   +1 more source

Multivariate Option Pricing Using Dynamic Copula Models [PDF]

This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association,
Genest, C., Goorbergh, R.W.J. van den, Werker, B.J.M.   +2 more
core   +1 more source

Copula function theory and classification [PDF]

Proceedings of the 2017 2nd International Conference on Education, Sports, Arts and Management Engineering (ICESAME 2017), 2017
Zhigang Zhang, Yueguang Hu
openaire   +1 more source

Portfolio Risk and Dependence Modeling: Application of Factor and Copula Models

The International Journal of Banking and Finance, 2012
We consider portfolio credit risk modeling with a focus on two approaches, the factor model, and the copula model. While other models have received greater scrutiny, both factor and cupola models have received little attention although these are ...
Arsalan Azamighaimasi
doaj  

Diverse copulas through Durante’s method. Exploring parametric functions

Operations Research and Decisions
This article unveils the often underestimated potential of a copula methodology introduced by Durante in 2009. It highlights the remarkable ability of the method to generate a broad spectrum of copulas by exploiting various parametric functions. Our exploration encompasses a collection of power-like, exponential-like, trigonometric-like, logarithmic ...
openaire   +2 more sources

Analysis of wet and dry encounters in the Yangtze River Basin based on the Copula function family and research on the probability of floods and droughts occurrence. [PDF]

PLoS One
Li J, Zhao M, Han Y.
europepmc   +1 more source

Permutation Tests Based on the Copula-Graphic Estimator and Their Use for Survival Tree Construction. [PDF]

Stat Med
Baur P, Pauly M, Emura T.
europepmc   +1 more source

An approximate-copula distribution for statistical modeling. [PDF]

PLoS Comput Biol
Ji SS, Chu BB, Zhou H, Lange K.
europepmc   +1 more source