Results 91 to 100 of about 165,609 (118)

Efficient pairwise composite likelihood estimation for spatial-clustered data. [PDF]

Biometrics, 2014
Bai Y, Kang J, Song PX.
europepmc   +1 more source

Estimation of time-dependent association for bivariate failure times in the presence of a competing risk. [PDF]

Biometrics, 2014
Ning J, Bandeen-Roche K.
europepmc   +1 more source

Modeling familial association of ages at onset of disease in the presence of competing risk. [PDF]

Biometrics, 2010
Shih JH, Albert PS.
europepmc   +1 more source

Simulation of queueing systems with many stations and of queueing networks using copulas [PDF]

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free
Ciuiu, Daniel
core  

Extreme wave and storm surge characteristics in the southeastern coastal and offshore regions of China. [PDF]

Sci Rep
Gao Y, Li X, Chen X, Wang L.
europepmc   +1 more source

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

We introduce a new importance sampling method for pricing basket default swaps employing exchangeable Archimedean copulas and nested Gumbel copulas. We establish more realistic dependence structures than existing copula models for credit risks in the ...
Jang, Hyun Jin, Choe, Geon Ho
core  

Modelling the participation decision and duration of sporting activity in Scotland.

Econ Model, 2010
Eberth B, Smith MD.
europepmc   +1 more source

Archimedean Copulas and Temporal Dependence

We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric orgodicityof the ...
Beare, Brendan K.
core  

Efficiently sampling nested Archimedean copulas

Computational Statistics and Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marius Höfert
exaly   +4 more sources