Articles with "archimedean copula" as a keyword



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Hierarchical Archimedean copula models for the analysis of binary familial data.

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Published in 2018 at "Statistics in medicine"

DOI: 10.1002/sim.7521

Abstract: Archimedean copulas are commonly used in a wide range of statistical models due to their simplicity, manageable analytical expressions, rich choices of generator functions, and other workable properties. However, the exchangeable dependence structure inherent to… read more here.

Keywords: binary familial; dependence; hierarchical archimedean; archimedean copula ... See more keywords
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Archimedean copula-based bivariate flood-frequency analysis on Sukkur, Pakistan

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Published in 2020 at "Arabian Journal of Geosciences"

DOI: 10.1007/s12517-020-5223-1

Abstract: Floods are disastrous events in nature. In order to minimize the loss caused by these inevitable events, there is a need to estimate the risk of their occurrences. Several attempts have been made to study… read more here.

Keywords: archimedean copula; analysis; flood frequency; copula ... See more keywords
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Applying a New Multi-Dimensional Archimedean Copula on Step Stress Accelerated Life Testing with Competing Risks

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Published in 2021 at "International Journal of Reliability, Quality and Safety Engineering"

DOI: 10.1142/s0218539321500261

Abstract: A copula approach decomposes the joint distribution of random variables into marginal distributions of individual variables and the copula form that links the marginals together. When a researcher is dealing with a modeling problem, he… read more here.

Keywords: new multi; archimedean copula; multi dimensional; dimensional archimedean ... See more keywords