Results 11 to 20 of about 288 (179)
Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications [PDF]
Journal of Risk and Financial Management, 2017 A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures.
Indranil Ghosh, Ghosh, Indranil
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Property analysis and application in biomedicine of two kinds of copula related to FGM [PDF]
Biotechnology and Genetic Engineering Reviews, 2023 FGM copula is widely used in correlation analysis because of its simple form and excellent properties, but its application in asymmetric correlation analysis is limited by its symmetrical function form. This paper mainly analyzes the properties of two kinds of asymmetric copulas related to FGM copula-generalized FGM copula and three-section copula.
Xia Li (14984)
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On a Bivariate XGamma Distribution Derived from Copula [PDF]
Statistica, 2022 In this paper, a new bivariate XGamma (BXG) distribution is presented using Farlie-Gumbel-Morgenstern (FGM) copula. We derive the expressions for conditional distribution, regression function and product moments for the BXG distribution.
Mohammed Abulebda +3 more
doaj +2 more sources
Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims [PDF]
Risks, 2014 We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and the subsequent claim size is considered.
Siti Norafidah Mohd Ramli, Jiwook Jang
doaj +3 more sources
Journal of MathematicsThis paper proposes a novel bivariate odd beta prime Fréchet (BOBPF) distribution constructed through the application of the Farlie–Gumbel–Morgenstern (FGM) copula function.
Aliyu Ismail Ishaq +5 more
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A new class of copulas having dependence range larger than FGM-type copulas [PDF]
Statistics & Probability Letters, 2023 We propose a new bivariate symmetric copula with positive and negative dependence properties. The main features of the proposed copula are its simple mathematical structure, wider dependence range compared to FGM copula and its generalizations, and no lower and upper tail dependence.
Swaroop Georgy Zachariah +2 more
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An Extension of the d-Variate FGM Copula with Application [PDF]
We introduce an extended d-variate Farlie-Gumbel-Morgenstern (FGM) copula that incorporates additional parameters based on Legendre polynomials to enhance the representation of multivariate dependence structures. Within an i.i.d. framework, we derive closed-form estimators for these parameters and establish their unbiasedness, consistency, and ...
Hamadou, Mous-Abou, Longla, Martial
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Joint modelling of flood peaks and volumes: A copula application for the Danube River [PDF]
Journal of Hydrology and Hydromechanics, 2016 Flood frequency analysis is usually performed as a univariate analysis of flood peaks using a suitable theoretical probability distribution of the annual maximum flood peaks or peak over threshold values.
Papaioannou George +5 more
doaj +4 more sources
Developing prediction models to estimate the risk of two survival outcomes both occurring: A comparison of techniques. [PDF]
Stat Med, 2023 Introduction This study considers the prediction of the time until two survival outcomes have both occurred. We compared a variety of analytical methods motivated by a typical clinical problem of multimorbidity prognosis. Methods We considered five methods: product (multiply marginal risks), dual‐outcome (directly model the time until both events occur)
Pate A +10 more
europepmc +2 more sources
Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]
Health EconABSTRACT Doctor and non‐doctor visit frequencies are key indicators of healthcare access, utilization and individual health‐seeking behavior. While doctor visits reflect engagement with formal medical services, non‐doctor visits, such as to nurses, physiotherapists or alternative providers, offer insights into patient preferences and system ...
Marra G, Radice R.
europepmc +2 more sources