Results 41 to 50 of about 288 (179)
Analyzing Physical-Layer Security of PLC Systems Using DCSK: A Copula-Based Approach
IEEE Open Journal of the Communications Society, 2023 This study analyzes the physical layer security (PLS) performance of a differential chaos shift keying (DCSK) modulation-based Power Line Communication (PLC) system by exploiting the novel Farlie-Gumbel-Morgenstern (FGM) Copula approach.
Vinay Mohan +2 more
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Gerber–Shiu Function in a Class of Delayed and Perturbed Risk Model with Dependence
Risks, 2020 This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times.
Franck Adékambi, Essodina Takouda
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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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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
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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
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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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
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Dependency Measures For New Bivariate Models Based on Copula Function [PDF]
, 2021 The first part of this paper reviews the properties of bivariate dependence measures as Spearman’s rho and Kendall’s tau under the different copula. The second part of this paper derives the bivariate inverted Topp-Leone (BITL) distribution based on ...
M. Almetwally, Ehab +2 more
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Analysis of Dependent Variables Following FGM Bivariate Generalized Burr Distribution Based on Economic Data [PDF]
The Egyptian Statistical JournalThe generalized Burr (GB) distribution is a flexible distribution that is used to describe many types of data. This distribution has a flexible hazard function, which can take a decreasing, approximately constant, or unimodal shape over time.
Hiba Muhammed, Samira Abozaid
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Continuous Exchangeable Markov Chains, Idempotent and 1-Dependent Copulas
MathematicsNew copula families are constructed based on orthogonality in L2(0,1). Subclasses of idempotent copulas with square integrable densities are derived.
Martial Longla
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