Results 101 to 110 of about 1,034 (200)

Copulas in finance and insurance [PDF]

, 2008
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance.
Molanes, Elisa M., Romera, Rosario
core  

Laplace copulas of multifactor gamma distributions are new generalized Farlie-Gumbel-Morgenstern copulas

, 2016
This paper provides bifactor gamma distribution, trivariate gamma distribution and two copula families on [0, 1] n obtained from the Laplace transforms of the multivariate gamma distribution and the multi-factor gamma distribution given by [P ($ $)] --$ $ and [P ($ $)] --$ $ n i=1 (1 + pi$ $i) --($ $ i --$ $) respectively, where P is an affine ...
openaire   +2 more sources

The bivariate Weibull distribution based on the GFGM copula

AIMS Mathematics
In statistical modeling, bivariate models are essential, especially when examining data with two associated variables. Bivariate distributions capture dependencies between variables, offering a more realistic depiction of real-world phenomena compared to
M. A. Abd Elgawad, H. M. Barakat, Atef F. Hashem, G. M. Mansour, I. A. Husseiny, M. A. Alawady, M. O. Mohamed   +6 more
doaj   +1 more source

Some critical remarks on Zhang's gamma test for independence [PDF]

, 2011
Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate random samples. He shows that asymptotically the test statistics are gamma distributed.
Klein, Ingo, Tinkl, Fabian
core  

Weighted power mean copulas: Theory and application [PDF]

, 2011
It is well known that the arithmetic mean of two possibly different copulas forms a copula, again. More general, we focus on the weighted power mean (WPM) of two arbitrary copulas which is not necessary a copula again, as different counterexamples reveal.
Fischer, Matthias J., Klein, Ingo, Pleier, Thomas   +2 more
core  

Flexible use of copula-type model for dose-finding in drug combination clinical trials. [PDF]

Biometrics, 2022
Hashizume K, Tshuchida J, Sozu T.
europepmc   +1 more source

Bayesian and Non-Bayesian Inference to Bivariate Alpha Power Burr-XII Distribution with Engineering Application

Axioms
In this research, we present a new distribution, which is the bivariate alpha power Burr-XII distribution, based on the alpha power Burr-XII distribution. We thoroughly examine the key features of our newly developed bivariate model.
Dina A. Ramadan, Mustafa M. Hasaballah, Nada K. Abd-Elwaha, Arwa M. Alshangiti, Mahmoud I. Kamel, Oluwafemi Samson Balogun, Mahmoud M. El-Awady   +6 more
doaj   +1 more source

Structure of bivariate Rayleigh proportional hazard rate model with its associated copula applied on COVID-19 data. [PDF]

Qual Reliab Eng Int, 2022
Hassanein WAAE, Seyam MMA.
europepmc   +1 more source

A new bivariate Poisson distribution via conditional specification: properties and applications. [PDF]

J Appl Stat, 2021
Ghosh I, Marques F, Chakraborty S.
europepmc   +1 more source

Some critical remarks on Zhang's gamma test for independence [PDF]

Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate random samples. He shows that asymptotically the test statistics are gamma distributed.
Klein, Ingo, Tinkl, Fabian
core