Modelling the joint distribution of competing risks survival times using copula functions [PDF]
, 2005 The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear ...
Dimitrova, D. S. +2 more
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Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach [PDF]
In the present study we assess the dependency structure between stock indexes by econometrically estimating the empirical copula function and the parameters of various parametric copula functions.
Necula, Ciprian
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, 2015 This paper studies convergence properties of multivariate distributions constructed by endowing empirical margins with a copula. This setting includes Latin Hypercube Sampling with dependence, also known as the Iman--Conover method.
Mainik, Georg
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Testing the symmetry of a dependence structure with a characteristic function
Dependence Modeling, 2018 This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely ...
Bahraoui Tarik +2 more
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Research on the insurance of swimming crab temperature and salinity index insurance based on Copula function. [PDF]
PLoS One, 2022 Shi X +7 more
europepmc +1 more source
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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RESEARCH ON DYNAMIC SYSTEM RELIABILITY MODEL OF HIGH DIMENSIONAL COPULA FUNCTION
Jixie qiangdu, 2022 Aiming at the dynamic mechanical system with multiple failure correlation, the copula function is used to describe the correlation of failure modes among units, and a reliability model of dynamic mechanical system with multiple failure correlations is ...
FENG Jun, LIU Wei, TAN Long, LI Yi
doaj
Projection Estimates of Constrained Functional Parameters [PDF]
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent ...
Fils-Villetard, A. +2 more
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Student copula method in rainfall distribution [PDF]
, 2015 Copulas are tools for modelling dependence of several random variables. The term copula was first used in the work of Sklar (1959) and is derived from the latin word copulare, to connect or to join.
Sahrin, Sharainie, Yusof, Fadhilah
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Modelling cascading effects for systemic risk: Properties of the Freund copula
Dependence Modeling, 2019 We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
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