Results 111 to 120 of about 288 (179)

Investigating meteorological/groundwater droughts by copula to study anthropogenic impacts. [PDF]

Sci Rep, 2022
Sadeghfam S, Mirahmadi R, Khatibi R, Mirabbasi R, Nadiri AA.   +4 more
europepmc   +1 more source

Using rotations to build non symmetric extensions of Amblard-Girard copulas [PDF]

, 2018
A copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important para-metric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family. In practical applications this copula has
Stoica, Emil
core  

A non symmetric extension of Farlie-Gumbel-Morgenstern distributions [PDF]

, 2013
International audienceA copula is a function that completely describes the dependence structure between the marginal distributions. One of the most important parametric family of copulas is the Farlie-Gumbel-Morgenstern (FGM) family.
Stoica, Emil
core  

How Does Systematic Risk Impact US Credit Spreads? A Copula Study [PDF]

It is well known that some relationship between systematic risk and credit risk prevails in financial markets. In our study, S&P 500 stock index return is our market risk proxy whereas credit spreads represent our credit risk proxy as a function of ...
Hayette Gatfaoui
core  

Bivariate Birnbaum-Saunders accelerated lifetime model: estimation and diagnostic analysis. [PDF]

J Appl Stat, 2022
Ioneris Oliveira M, Barros M, Campos J, Cysneiros FJA.   +3 more
europepmc   +1 more source

Comparison of Three Moment Methods of Parameter Estimation for FGM Copula in the Presence of Outlier

Journal of Statistical Sciences, 2022
Bibi Maryam Taheri, Hadi Jabbari, Mohammad Amini   +2 more
openaire   +1 more source

A dependent circular-linear model for multivariate biomechanical data: Ilizarov ring fixator study. [PDF]

Stat Methods Med Res
Nagar P, Bekker A, Arashi M, Kat CJ, Barnard AC.   +4 more
europepmc   +1 more source

Validity of Surrogate Endpoints and Their Impact on Coverage Recommendations: A Retrospective Analysis across International Health Technology Assessment Agencies. [PDF]

Med Decis Making, 2021
Ciani O, Grigore B, Blommestein H, de Groot S, Möllenkamp M, Rabbe S, Daubner-Bendes R, Taylor RS.   +7 more
europepmc   +1 more source

Bayesian inference for dependent stress-strength reliability of series-parallel system based on copula. [PDF]

Sci Rep
Zhang L, Yan R, Wang J.
europepmc   +1 more source

Оптимальный размер банковского резерва: прогноз просроченной кредитной задолженности с использованием копулярных моделей. Optimum volume of bank reserve: forecasting of overdue credit indebtedness using copula models. [PDF]

: В статье рассмотрена возможность применения копулярных моделей семейства RLUF для случая построения совместных распределений рядов задолженности по кредитам с макроэкономическими индикаторами с целью дальнейшего прогнозирования объемов ...
Князев А.Г., Казакова К.А. kristinakazakova0309@gmail.com Астраханский государственный университет, Лепёхин О.А.   +2 more
core