Results 161 to 170 of about 925 (187)

Families of Perturbation Copulas Generalizing the FGM Family and Their Relations to Dependence Measures

2017
In this paper we provide an extension of special parametric class of perturbations of an arbitrary copula (given in [3]) that represent a partial generalization of the FGM family of copulas for parameters from the unit interval. However the FGM family is defined for parameters from the interval \([-1,1]\).
Jozef Komorník, Magdaléna Komorníková, Jana Kalická   +2 more
openaire   +1 more source

ENHANCED BAYESIAN ESTIMATION AND PREDICTION FOR BIVARIATE LIFETIME DATA USING FGM COPULA-BASED MARSHALL-OLKIN WEIBULL-RAYLEIGH MODEL

Advances and Applications in Statistics
This paper introduces the Bayesian approach designed for analysis of the bivariate Marshall-Olkin Weibull-Rayleigh model, significantly enhanced by the incorporation of Farlie-Gumbel-Morgenstern copula. The core objective is to first precisely estimate the model's unknown parameters and then conduct a two-sample Bayesian prediction for future ...
Zakiah Ibrahim Kalantan, Ahlam Ali Mahmoud   +1 more
openaire   +1 more source

Pair-copula constructions of multiple dependence

Insurance: Mathematics and Economics, 2009
Claudia Czado, Arnoldo Frigessi
exaly  

Copula-based reliability analysis of degrading systems with dependent failures

Reliability Engineering and System Safety, 2020
Guanqi Fang, Rong Pan, Yili Hong
exaly  

Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model

Energy Economics, 2019
Qiang Ji
exaly  

Integrated risk analysis of water-energy nexus systems based on systems dynamics, orthogonal design and copula analysis

Renewable and Sustainable Energy Reviews, 2019
Linyu Xu
exaly  

FGM Copula Based Analysis of Outage Probability for Wireless Three-User Multiple Access Channel with Correlated Channel Coefficients

2023 31st International Conference on Electrical Engineering (ICEE), 2023
Mona Sadat Mohsenzadeh, Ghosheh Abed Hodtani   +1 more
openaire   +1 more source

The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method

Energy Economics, 2018
Xiafei Li, Yu Wei
exaly  

How do crude oil prices co-move?

Energy Economics, 2011
Juan Carlos Reboredo
exaly  

Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach

Energy Economics, 2020
Qunwei Wang
exaly