Results 61 to 70 of about 2,718,811 (196)

A novel reliability analysis methodology based on IPSO-MCopula model for gears with multiple failure modes

Advances in Mechanical Engineering
In order to accurately and quickly predict the failure probability of gears with multiple failure modes, a novel reliability analysis methodology based on the mixed Copula (MCopula) function model is proposed to deal with the complex correlation among ...
Xia ErDong, Zhou FuPing, Wang Kun-Chieh, Wang ChunRong, Gao Hao   +4 more
doaj   +1 more source

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M., Akker, R. van den, Segers, J.J.J.   +2 more
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Estimation of Copula-Based Semiparametric Time Series Models [PDF]

This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Yanqin Fan, Xiaohong Chen
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Application of Copula functions in statistics [PDF]

, 2021
Studying associations among multivariate outcomes is an interesting problem in statistical science. The dependence between random variables is completely described by their multivariate distribution. When the multivariate distribution has a simple form, standard methods can be used to make inference.
openaire   +1 more source

Asymptotic properties of the Bernstein density copula for dependent data [PDF]

Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
ROMBOUTS, Jeroen V.K., TAAMOUTI, Abderrahim, BOUEZMARNI, Taoufik   +2 more
core  

A copula model for dependent competing risks [PDF]

Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks.
Ralf Wilke, Simon M. S. Lo
core   +2 more sources

Efficient Modeling of the Energy Sector Using a New Bivariate Copula

Mathematics
Copulas are a useful tool to generate bivariate distributions from the univariate marginals. This method is also useful to generate bivariate families of distributions. In this paper, a new copula has been proposed. Some useful properties of the proposed
Jumanah Ahmed Darwish, Muhammad Qaiser Shahbaz   +1 more
doaj   +1 more source

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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Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
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Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas [PDF]

Model risk in the estimation of value-at-risk is a challenging threat for the success of any financial investments. The degree of the model risk increases when the estimation process is constructed with a portfolio in the emerging markets.
Ozun, Alper, Cifter, Atilla
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