Results 81 to 90 of about 42,928 (197)

Identifiability and estimation of the sign of a covariate effect in the competing risks model. [PDF]

It is well known that the competing risks model is identified if the dependence structure between risks (the copula function) is known or assumed. Special cases include independence of risks or independent censoring.
Ralf A. Wilke, Simon M.S. Lo
core  

Comparación entre riesgos competitivos vía el estimador cópula-gráfico Comparison between Competing Risks via the Copula-Graphic Estimator

Revista Colombiana de Estadística, 2011
En riesgos competitivos, el problema de identificabilidad asociado a la dependencia entre los modos de falla, se puede resolver utilizando el estimador cópula-gráfico que asume la forma de la cópula conocida.
SERGIO YÁÑEZ, HUGO BRANGO, MARIO C. JARAMILLO, CARLOS M. LOPERA   +3 more
doaj  

Selection of the Best Copula Function in Bivariate Analysis of Water Resources Components (Case study: Siminehrood River Basin, Iran) [PDF]

Water Harvesting Research
The copula function is a joint distribution of correlated random variables that are defined based on univariate marginal distributions. The aim of the present study is to select the best copula function to create joint probability distributions between ...
Fahimeh Sharifan, Yousef Ramezani, Mahdi Amirabadizadeh, Carlo De Michele   +3 more
doaj   +1 more source

Supervised Classification Based on Copula Functions

Research in Computing Science, 2017
Tesis (maestria en ciencias con opcion a la computacion)--Universidad Autonoma de Aguascalientes.
Ángela Paulina Pérez-Díaz, Rogelio Salinas-Gutiérrez, Angélica Hernández-Quintero, Oscar Dalmau-Cedeño   +3 more
openaire   +1 more source

Multivariate Option Pricing with Copulas. [PDF]

In this paper we suggest the adoption of copula functions in order to price multivariate contingent claims. Copulas enable us to imbed the marginal distributions extracted from vertical spreads in the options markets in a multivariate pricing kernel.
Elisa Luciano, Umberto Cherubini
core  

Convergence of Archimedean Copulas [PDF]

Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions.No extra differentiability ...
Charpentier, A., Segers, J.J.J.
core   +1 more source

Dose Correlation of Danggui and Chuanxiong Drug Pairs in the Chinese Medicine Prescription Based on the Copula Function. [PDF]

Evid Based Complement Alternat Med, 2020
Zhao X, Lin W, Li J, Chen Y, Patel A, Zhao H, Han G, Hao Y, Fu C, Huang Z, Zheng M, Hu P.   +11 more
europepmc   +1 more source

A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models [PDF]

An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation ...
Krajina, A.
core   +1 more source

COMPARISON BETWEEN COMPETING RISKS VIA THE COPULA-GRAPHIC ESTIMATOR COMPARACIÓN ENTRE RIESGOS COMPETITIVOS VÍA EL ESTIMADOR CÓPULA-GRÁFICO

Revista Colombiana de Estadística, 2011
The identifiability problem in competing risks associated to the dependence measure between the failure modes, can be solved by means of the copula-graphic estimator which assumes the copula function known. This paper compares, through a simulation study,
Yáñez Sergio, Brango Hugo, Jaramillo Mario C., Lopera Carlos M.   +3 more
doaj  

Seismic Reliability Analysis of Reinforced Concrete Arch Bridges Considering Component Correlation

Buildings
To more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, based
Jianjun Liu, Jijin Zhang, Hanzhao Zhang, Hongping Ye, Xuemin Wang   +4 more
doaj   +1 more source