Precise Estimation of Cosmological Parameters Using a More Accurate Likelihood Function
The estimation of cosmological parameters from a given data set requires a construction of a likelihood function which, in general, has a complicated functional form.
A. Sklar +5 more
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Pair-copula constructions of multiple dependence [PDF]
Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time.
Aas, Kjersti +3 more
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We show an analytic method to construct a bivariate distribution function (DF) with given marginal distributions and correlation coefficient. We introduce a convenient mathematical tool, called a copula, to connect two DFs with any prescribed dependence ...
Ball +60 more
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From anaphoric pronoun to copula in Zande [PDF]
In Zande there is a particle ni which has two syntactic functions. The first one is that of an ana¬phoric pronoun (cf. ex. 1. for its use as a possessive pronoun) which is neutral with regard to gender, number, and syntactic function. The second function
Pasch, Helma
core
Weak convergence of the weighted empirical beta copula process
The empirical copula has proved to be useful in the construction and understanding of many statistical procedures related to dependence within random vectors.
Berghaus, Betina, Segers, Johan
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Types of dependence and time-dependent association between two lifetimes in single parameter copula models [PDF]
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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Spatial Copula Model for Imputing Traffic Flow Data from Remote Microwave Sensors
Issues of missing data have become increasingly serious with the rapid increase in usage of traffic sensors. Analyses of the Beijing ring expressway have showed that up to 50% of microwave sensors pose missing values.
Xiaolei Ma, Sen Luan, Bowen Du, Bin Yu
doaj +1 more source
Extreme value copula estimation based on block maxima of a multivariate stationary time series [PDF]
The core of the classical block maxima method consists of fitting an extreme value distribution to a sample of maxima over blocks extracted from an underlying series. In asymptotic theory, it is usually postulated that the block maxima are an independent
Bücher, Axel, Segers, Johan
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RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL
Aiming at mechanical parts for multi-failure modes,the advantages of using Copula functions to describe correlations,a reliability modeling method for multi-failure mode related mechanical parts is proposed.
HU QiGuo, ZHOU Song
doaj
Modeling of multi-variable correlation degradation process based on copula function and improved particle swarm optimization algorithm [PDF]
With the increasing complexity of modern equipment systems, ignoring the correlation between multi-component and multi-performance degradation processes can lead to significant deviations in reliability assessment.
Xinjian Gao +5 more
doaj +1 more source

