Transformation model estimation of survival under dependent truncation and independent censoring. [PDF]
Chiou SH +3 more
europepmc +1 more source
Inference in multivariate Archimedean copula models
Archimedean copula, Consistency, Frailty, Kendall distribution, Probability integral transform, Radial distribution, Simplex distribution, Weak convergence, 62G05, 62G20, 62H12, 62H20,
Johanna Nešlehová +2 more
core +1 more source
Estimation and model selection of semiparametric multivariate survival functions under general censorship. [PDF]
Chen X, Fan Y, Pouzo D, Ying Z.
europepmc +1 more source
Extreme wave and storm surge characteristics in the southeastern coastal and offshore regions of China. [PDF]
Gao Y, Li X, Chen X, Wang L.
europepmc +1 more source
Impact of Copula Directional Specification on Multi-Trial Evaluation of Surrogate End Points. [PDF]
Renfro LA, Shang H, Sargent DJ.
europepmc +1 more source
Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis [PDF]
The investment decision on the placement of wind turbines is, neglecting legal formalities, mainly driven by the aim to maximize the expected annual energy production of single turbines.
Schnieders, Julius, Grothe, Oliver
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Efficient pairwise composite likelihood estimation for spatial-clustered data. [PDF]
Bai Y, Kang J, Song PX.
europepmc +1 more source
Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures [PDF]
This paper investigates whether or not there are significant changes in the dependence between the Thai equity market and six Asian markets - namely, Singaporean, Malaysian, Hong Kong, Korean, Indonesian and Taiwanese markets - due to 1997-July financial
Param Silvapulle, Xibin Zhang
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Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas. [PDF]
Bedford T, Daneshkhah A, Wilson KJ.
europepmc +1 more source
On the Systemic Nature of Weather Risk [PDF]
Systemic weather risk is a major obstacle for the formation of private (non- subsidized) crop insurance. This paper explores the possibility of spatial diversification of insurance by estimating the joint occurrence of unfavorable weather conditions in ...
Guenther Filler +3 more
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