Results 21 to 30 of about 361 (49)
Modelling Bimodal Data Using a Multivariate Triangular-Linked Distribution
Mathematics, 2022 Bimodal distributions have rarely been studied although they appear frequently in datasets. We develop a novel bimodal distribution based on the triangular distribution and then expand it to the multivariate case using a Gaussian copula. To determine the
Daan de Waal +3 more
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A Copula-Based Model for Analyzing Bivariate Offense Data
StatsWe developed a class of bivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and Negative ...
Dimuthu Fernando, Wimarsha Jayanetti
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TIME SERIES ANALYSIS USING COPULA GAUSS AND AR(1)-N.GARCH(1,1)
Media Statistika, 2016 In this case, the Gaussian Copula is used to connect the data that correlates with the time and with other data sets. Most often, practitioners rely only on the linear correlation to describe the degree of dependence between two or more variables; an ...
Rezzy Eko Caraka +3 more
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Jurnal NaturalSmall area statistics are required when the sample size is small to produce estimates with adequate precision. The assumptions underlying Battese Harter Fuller (BHF) unit-level models may often be unrealistic in some applications.
NADIRA SRI BELINDA +2 more
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A Copula-Based Framework for Multivariate Count Time Series with Mixed Marginal Distributions
StatsWe developed a class of multivariate integer-valued time series models using copula theory. Each count time series is modeled as a Markov chain, with serial dependence characterized through copula-based transition probabilities for Poisson and negative ...
Dimuthu Fernando +2 more
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A mixture copula Bayesian network model for multimodal genomic data
Cancer Informatics, 2017 Gaussian Bayesian networks have become a widely used framework to estimate directed associations between joint Gaussian variables, where the network structure encodes the decomposition of multivariate normal density into local terms.
Qingyang Zhang, Xuan Shi
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e-Journal of Nondestructive TestingStructural health monitoring of floating offshore wind Turbines (FOWTs) is critical for ensuring operational safety and efficiency. However, identifying damage in components like mooring systems from limited sensor data poses a challenging inverse ...
Ana Fernández-Navamuel +2 more
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Scalable Likelihood Inference for Student-t Copula Count Time Series
StatsCount time series often exhibit extremal dependence that may not be adequately captured by Gaussian copula models. We develop a likelihood-based framework for count-valued time series using Student-t copulas with latent ARMA dependence.
Quynh Nhu Nguyen, Victor De Oliveira
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Modeling Insurance Claim Distribution via Mixture Distribution and Copula [PDF]
تحقیقات مالی, 2017 This paper analyses whether joint probability distribution function of losses due to different exposures covered under the same policy could be modeled in an appropriate manner via mixture distribution proposed and copula concept.
Saeed Bajalan +2 more
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On the control of the difference between two Brownian motions: a dynamic copula approach
Dependence Modeling, 2016 We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection.
Deschatre Thomas
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