Results 31 to 40 of about 150 (129)
Univariate and Bivariate Log-Topp-Leone Distribution Using Censored and Uncensored Datasets
Computer Sciences & Mathematics Forum, 2023 The univariate Topp–Leone distribution introduced by with closed forms of the cumulative distribution function, i.e., [0, 1], was extended to an unbounded limit called the log-Topp–Leone distribution, where the shapes of the hazard function can increase,
Abubakar Usman +5 more
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On New Three- and Two-Dimensional Ratio-Power Copulas
Computational Journal of Mathematical and Statistical Sciences, 2023 In recent decades, a great variety of dependence models for data analysis have been elaborated. Among them, those based on copulas have demonstrated a great ability to capture the possible dependence between quantitative measures.
Christophe Chesneau
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A Collection of New Trigonometric- and Hyperbolic-FGM-Type Copulas
AppliedMath, 2023 Copula analysis was created to explain the dependence of two or more quantitative variables. Due to the need for in-depth data analysis involving complex variable relationships, there is always a need for new copula models with original features.
Christophe Chesneau
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On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models [PDF]
Mathematics and Modeling in FinanceReliability assessment, vital in high-stakes engineering, often employs the stress-strength model. However, traditional models frequently assume independence between stress and strength, an assumption that can lead to inaccurate reliability estimates ...
Nooshin Hakamipour
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Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
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Mathematical and Computational Applications, 2022 The generalized half-logistic distribution is ideal to fit the lifetime of some products, such as ball bearings and electrical insulation. In this paper, we aim to extend this scope by creating a motivated bivariate version.
Marwa K. H. Hassan, Christophe Chesneau
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On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Dependence Modeling, 2016 An important topic in Quantitative Risk Management concerns the modeling of dependence among risk sources and in this regard Archimedean copulas appear to be very useful.
Di Bernardino Elena, Rullière Didier
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Mathematics, 2023 This study attempts to reveal the consequences of coronavirus disease 2019 (COVID-19) on micro, small, and medium enterprises (MSMEs) in Chiang Mai, Thailand. A total of 786 MSMEs were surveyed during May and August 2022, corresponding to the period when
Woraphon Yamaka +5 more
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Statistical disaggregation—A Monte Carlo approach for imputation under constraints
Scandinavian Journal of Statistics, Volume 52, Issue 3, Page 1376-1421, September 2025.Abstract Equality‐constrained models naturally arise in problems in which the measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting to instead sampling from the joint distribution by means of a Monte Carlo approach is also ...
Shenggang Hu +5 more
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A note on "Generalized bivariate copulas and their properties" [PDF]
Sahand Communications in Mathematical Analysis, 2015 In 2004, Rodr'{i}guez-Lallena and '{U}beda-Flores have introduced a class of bivariate copulas which generalizes some known families such as the Farlie-Gumbel-Morgenstern distributions.
Vadoud Najjari, Asghar Rahimi
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