Results 41 to 50 of about 1,034 (200)
, 2010 We show an analytic method to construct a bivariate distribution function (DF) with given marginal distributions and correlation coefficient. We introduce a convenient mathematical tool, called a copula, to connect two DFs with any prescribed dependence ...
Ball +60 more
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Selecting the primary endpoint in a randomized clinical trial: the ARE method [PDF]
, 2016 The decision on the primary endpoint in a randomized clinical trial is of paramount importance and the combination of several endpoints might be a reasonable choice. Gómez and Lagakos (2013) have developed a method that quantifies how much more efficient
Gómez Melis, Guadalupe +1 more
core +2 more sources
A note on deficit analysis in dependency models involving Coxian claim amounts [PDF]
, 2014 postprin
Landriault, D +3 more
core +1 more source
The risk model with stochastic premiums, dependence and a threshold dividend strategy
, 2017 The paper deals with a generalization of the risk model with stochastic premiums where dependence structures between claim sizes and inter-claim times as well as premium sizes and inter-premium times are modeled by Farlie--Gumbel--Morgenstern copulas. In
Ragulina, Olena
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Bivariate copulas defined from matrices [PDF]
, 2013 We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component.
Amblard, Cécile +2 more
core +4 more sources
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
wiley +1 more source
EM Algorithm and Positive Quadrant Dependence in the context of Multi-State Stress-Strength Model [PDF]
Journal of Statistical Theory and Applications (JSTA), 2016 This research article is related to a multi-state stress-strength model proposed by Eryilmaz and İşçioğlu (2011). It deals with (i) demonstration of the use of EM algorithm for the estimation of parameters of distributions of random variables ...
Sanjeev Sabnis +2 more
doaj +1 more source
Computer-Aided Civil and Infrastructure Engineering, Volume 40, Issue 21, Page 3316-3332, 29 August 2025.Abstract As a fundamental driving behavior, the accurate modeling of car‐following (CF) dynamics is essential for improving traffic flow and advancing autonomous driving technologies. Due to the stochastic nature of CF behaviors, the CF model parameters often exhibit heterogeneity (multimodal trends), distribution uncertainty, and parameter ...
Shubo Wu +4 more
wiley +1 more source
On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk
IEEE Access, 2021 In this paper, we study a novel risk measure, which is a copula-based extension of tail value-at-risk (TVaR). This measure is called dependent tail value-at-risk (DTVaR), which is a generalization of TVaR.
Bony Parulian Josaphat +2 more
doaj +1 more source
Extension of the asymptotic relative efficiency method to select the primary endpoint in a randomized clinical trial [PDF]
, 2014 We extend the ARE method proposed in Gómez and Lagakos (2013) devised to decide which primary endpoint to choose when comparing two treatments in a randomized clinical trial.
Gómez Melis, Guadalupe +1 more
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