Results 41 to 50 of about 925 (187)
AIMS MathematicsDue to their ability to capture complex interactions between random variables, copula models are gaining increasing attention. When it comes to bivariate data modeling, one important area of statistical theory is the construction of families of ...
I. A. Husseiny +3 more
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Alexandria Engineering JournalThe bivariate FGM Entropy-Transformed model is a new, flexible family of generalized bivariate distributions based on the FGM copula. The bivariate FGM Entropy-Transformed Weibull model is a new model that we developed based on the FGM copula and Entropy-
Tabassum Naz Sindhu +3 more
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Kuwait Journal of ScienceThis study introduces the Farlie-Gumbel-Morgenstern bivariate log-normal (bivariate FGM-LN) distribution, which was created using the FGM copula to describe dependent skewed data.
Shakila Bashir +2 more
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A copula-based bivariate integer-valued autoregressive process with application
Modern Stochastics: Theory and Applications, 2019 A bivariate integer-valued autoregressive process of order 1 (BINAR(1)) with copula-joint innovations is studied. Different parameter estimation methods are analyzed and compared via Monte Carlo simulations with emphasis on estimation of the copula ...
Andrius Buteikis, Remigijus Leipus
doaj +1 more source
A new bivariate extension of FGM copulas
, 2009 We propose a new family of copulas generalizing the Farlie-Gumbel-Morgenstern family and generated by two univariate functions. The main feature of this family is to permit the modeling of high positive dependence. In particular, it is established that the range of the Spearman's Rho is [-3/4,1] and that the upper tail dependence coefficient can reach ...
Amblard, Cécile, Girard, Stéphane
openaire +4 more sources
Alexandria Engineering JournalThis paper presents a bivariate power Lomax Sarmanov distribution (BPL-SARD) constructed from Sarmanov copulas and power Lomax (PL) marginal distributions.
M.A. Abd Elgawad +7 more
doaj +1 more source
Searching for Universality of Turbulence in the Earth's Magnetosphere
Journal of Geophysical Research: Space Physics, Volume 130, Issue 10, October 2025.Abstract Turbulence in space plasmas remains a fundamental challenge, and Earth's magnetosphere (MSP) offers a natural laboratory for its study. Using high‐resolution magnetic field data from the Magnetospheric Multiscale (MMS) mission, we extend a stochastic Markovian framework to analyze turbulence across 10 diverse magnetospheric regions, including ...
Dariusz Wójcik, Wiesław M. Macek
wiley +1 more source
AIMS MathematicsOne important area of statistical theory and its applications to bivariate data modeling is the construction of families of bivariate distributions with specified marginals.
H. M. Barakat +5 more
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Joint modelling of flood peaks and volumes: A copula application for the Danube River
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
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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