Results 41 to 50 of about 1,282,215 (298)
Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach [PDF]
In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies.
SPIZZICHINO, Fabio +4 more
core +1 more source
The extreme value theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering.
Ferreira Helena, Ferreira Marta
doaj +1 more source
On Construction of Bernstein-Bézier Type Bivariate Archimedean Copula
In this paper, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bézier polynomials is introduced. The new class copula has flexible dependence properties depending on the polynomial degree and the
Selim Orhun Susam , Burcu Hudaverdi
doaj +1 more source
Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations
ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan +18 more
wiley +1 more source
Tail dependence, tail asymmetry and credit portfolio risk
Summary: In the risk management of the credit portfolio of a bank, Normal copula is standard for modelling dependencies between each credit in the portfolio. The Normal copula modelling is criticized by the tendency of underestimation of the risk due to its asymptotic independence. This paper analyses the effect of dependence between each extreme value
openaire +1 more source
ABSTRACT Background Survivorship care plans (SCPs) summarize cancer treatment and guide risk‐based follow‐up for cancer survivors, yet remain difficult to create, share, and use. Stakeholder perspectives are needed to inform usable approaches.
Molly S. Talman +4 more
wiley +1 more source
On the tail dependence in bivariate hydrological frequency analysis
In Bivariate Frequency Analysis (BFA) of hydrological events, the study and quantification of the dependence between several variables of interest is commonly carried out through Pearson’s correlation (r), Kendall’s tau (τ) or Spearman’s rho (ρ).
Lekina Alexandre +2 more
doaj +1 more source
Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
The study aims to investigate the tail dependence between Chinese stock market and Vietnamese stock market in the context of the Covid-19 pandemic.
Van Chien Nguyen, Thu Thuy Nguyen
doaj +1 more source
ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
Evolution of the Dependence of Residual Lifetimes [PDF]
We investigate the dependence properties of a vector of residual lifetimes by means of the copula associated with the conditional distribution function.
Durante F +5 more
core +1 more source

