Results 81 to 90 of about 2,718,811 (196)
Bivariate lifetime models in presence of cure fraction: a comparative study with many different copula functions. [PDF]
Heliyon, 2020 de Oliveira Peres MV +2 more
europepmc +1 more source
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
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Dynamic stochastic copula models: Estimation, inference and applications [PDF]
We propose a new dynamic copula model where the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with stochastic correlation process, it can be viewed as a generalization of ...
Hafner, Christian M., Manner, Hans
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Ecotoxicology and Environmental SafetyIn probabilistic health risk assessment (HRA) of multiple soil heavy metal(loid)s (HMs), Monte Carlo Simulation (MCS) typically ignores inter-element correlations during concentration simulation, potentially compromising risk estimation accuracy. In this
Xiaohui Wang +3 more
doaj +1 more source
Wavelet Estimation for Density and Copula Functions
MathematicsThis article investigates the problem of univariate and bivariate density estimation using wavelet decomposition techniques. Special attention is given to the estimation of copula functions, which capture the dependence structure between random variables
Heni Boubaker, Houcem Belgacem
doaj +1 more source
A Bayesian copula model for stochastic claims reserving [PDF]
We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
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Copula-Based Mixtures of Regression Models for Multivariate Response Data
, 2023 In recent years, the use of mixtures of regression models in clustering has gained popularity due to its ability to account for underlying heterogeneity and provide representative interpretations of covariate effects.
Cui, Claire
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Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]
Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
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Estimation of the Spatial Suitability of Winter Tourism Destinations Based on Copula Functions. [PDF]
Int J Environ Res Public Health, 2019 Cai W, Di H, Liu X.
europepmc +1 more source
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study [PDF]
Copula-GARCH models have been recently proposed in the financial literature as a statistical tool to build flexible multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine how ...
Dean Fantazzini +3 more
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