Panja, Arindam; Kundu, Pradip; Pradhan, Biswabrata Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components. (English) Zbl 07331248 Oper. Res. Lett. 49, No. 2, 176-183 (2021). MSC: 90 PDF BibTeX XML Cite \textit{A. Panja} et al., Oper. Res. Lett. 49, No. 2, 176--183 (2021; Zbl 07331248) Full Text: DOI
Lai, Wing-Choong; Goh, Kim-Leng Copulas and tail dependence in finance. (English) Zbl 1455.62200 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499-2524 (2021). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{W.-C. Lai} and \textit{K.-L. Goh}, in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499--2524 (2021; Zbl 1455.62200) Full Text: DOI
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel A note on an idempotent transformation of absolutely continuous Archimedean copulas. (English) Zbl 1452.62349 Fuzzy Sets Syst. 393, 160-166 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{J. Fernández-Sánchez} and \textit{M. Úbeda-Flores}, Fuzzy Sets Syst. 393, 160--166 (2020; Zbl 1452.62349) Full Text: DOI
de Amo, Enrique; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Zero-sets of copulas. (English) Zbl 1452.62345 Fuzzy Sets Syst. 393, 143-159 (2020). MSC: 62H05 PDF BibTeX XML Cite \textit{E. de Amo} et al., Fuzzy Sets Syst. 393, 143--159 (2020; Zbl 1452.62345) Full Text: DOI
Das, Sangita; Kayal, Suchandan Ordering extremes of exponentiated location-scale models with dependent and heterogeneous random samples. (English) Zbl 07248869 Metrika 83, No. 8, 869-893 (2020). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 62G30 60K10 PDF BibTeX XML Cite \textit{S. Das} and \textit{S. Kayal}, Metrika 83, No. 8, 869--893 (2020; Zbl 07248869) Full Text: DOI
Susam, Selim Orhun Parameter estimation of some Archimedean copulas based on minimum Cramér-von-Mises distance. (English) Zbl 1445.62109 J. Iran. Stat. Soc. JIRSS 19, No. 1, 163-183 (2020). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{S. O. Susam}, J. Iran. Stat. Soc. JIRSS 19, No. 1, 163--183 (2020; Zbl 1445.62109) Full Text: DOI
Barmalzan, Ghobad; Akrami, Abbas; Balakrishnan, Narayanaswamy Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities. (English) Zbl 1447.91127 Insur. Math. Econ. 93, 341-352 (2020). MSC: 91G05 60E15 PDF BibTeX XML Cite \textit{G. Barmalzan} et al., Insur. Math. Econ. 93, 341--352 (2020; Zbl 1447.91127) Full Text: DOI
Fang, Longxiang; Huang, Wenyu Inequalities for Gaussian random variables under Archimedean copula dependence. (English) Zbl 1443.60021 Metrika 83, No. 5, 617-625 (2020). MSC: 60E15 62G30 PDF BibTeX XML Cite \textit{L. Fang} and \textit{W. Huang}, Metrika 83, No. 5, 617--625 (2020; Zbl 1443.60021) Full Text: DOI
Lo, Simon M. S.; Mammen, Enno; Wilke, Ralf A. A nested copula duration model for competing risks with multiple spells. (English) Zbl 07212326 Comput. Stat. Data Anal. 150, Article ID 106986, 14 p. (2020). MSC: 62 PDF BibTeX XML Cite \textit{S. M. S. Lo} et al., Comput. Stat. Data Anal. 150, Article ID 106986, 14 p. (2020; Zbl 07212326) Full Text: DOI
Ariyafar, Saeed; Tata, Mahbanoo; Rezapour, Mohsen; Madadi, Mohsen Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims. (English) Zbl 1441.62257 J. Multivariate Anal. 178, Article ID 104620, 15 p. (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62P05 62G30 60E15 62H05 PDF BibTeX XML Cite \textit{S. Ariyafar} et al., J. Multivariate Anal. 178, Article ID 104620, 15 p. (2020; Zbl 1441.62257) Full Text: DOI
Navarro, Jorge; Mulero, Julio Comparisons of coherent systems under the time-transformed exponential model. (English) Zbl 1453.60061 Test 29, No. 1, 255-281 (2020). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{J. Navarro} and \textit{J. Mulero}, Test 29, No. 1, 255--281 (2020; Zbl 1453.60061) Full Text: DOI
Fang, Longxiang; Balakrishnan, N.; Jin, Qing Optimal grouping of heterogeneous components in series-parallel and parallel-series systems under Archimedean copula dependence. (English) Zbl 07195356 J. Comput. Appl. Math. 377, Article ID 112916, 15 p. (2020). MSC: 60E15 62G30 62H05 PDF BibTeX XML Cite \textit{L. Fang} et al., J. Comput. Appl. Math. 377, Article ID 112916, 15 p. (2020; Zbl 07195356) Full Text: DOI
Hoyos-Argüelles, Ricardo; Nieto-Barajas, Luis A Bayesian semiparametric Archimedean copula. (English) Zbl 07175901 J. Stat. Plann. Inference 206, 298-311 (2020). MSC: 62G05 62F15 62H05 62N05 60E05 PDF BibTeX XML Cite \textit{R. Hoyos-Argüelles} and \textit{L. Nieto-Barajas}, J. Stat. Plann. Inference 206, 298--311 (2020; Zbl 07175901) Full Text: DOI
Kundu, Amarjit; Chowdhury, Shovan On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components. (English) Zbl 07165981 Oper. Res. Lett. 48, No. 1, 40-47 (2020). MSC: 90 PDF BibTeX XML Cite \textit{A. Kundu} and \textit{S. Chowdhury}, Oper. Res. Lett. 48, No. 1, 40--47 (2020; Zbl 07165981) Full Text: DOI
Hsieh, Jin-Jian; Chen, Yung-Yu Survival function estimation of current status data with dependent censoring. (English) Zbl 07153434 Stat. Probab. Lett. 157, Article ID 108621, 7 p. (2020). MSC: 62N02 62N01 62H05 PDF BibTeX XML Cite \textit{J.-J. Hsieh} and \textit{Y.-Y. Chen}, Stat. Probab. Lett. 157, Article ID 108621, 7 p. (2020; Zbl 07153434) Full Text: DOI
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Zero-linear copulas. (English) Zbl 07306130 Inf. Sci. 503, 23-38 (2019). MSC: 62H05 60E05 PDF BibTeX XML Cite \textit{J. Fernández-Sánchez} and \textit{M. Úbeda-Flores}, Inf. Sci. 503, 23--38 (2019; Zbl 07306130) Full Text: DOI
González Patiño, Elizabeth; Tunes, Gisela; Munera, Maria Isabel Modeling data with semicompeting risks: an application to chronic kidney disease in Colombia. (Modeling data with semicompeting risks: an apmodeling data with semicompeting risks: an aplication to chronic kidney disease in Colombia.) (English) Zbl 1435.62387 Rev. Colomb. Estad. 42, No. 1, 35-59 (2019). MSC: 62P10 PDF BibTeX XML Cite \textit{E. González Patiño} et al., Rev. Colomb. Estad. 42, No. 1, 35--59 (2019; Zbl 1435.62387) Full Text: DOI
Ressel, Paul Copulas, stable tail dependence functions, and multivariate monotonicity. (English) Zbl 1445.62107 Depend. Model. 7, 247-258 (2019). MSC: 62H05 62H10 60E05 26A48 PDF BibTeX XML Cite \textit{P. Ressel}, Depend. Model. 7, 247--258 (2019; Zbl 1445.62107) Full Text: DOI
Mai, Jan-Frederik Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065 Depend. Model. 7, 202-214 (2019). MSC: 62H05 62H10 60E05 26A48 PDF BibTeX XML Cite \textit{J.-F. Mai}, Depend. Model. 7, 202--214 (2019; Zbl 1448.62065) Full Text: DOI
Su, Chien-lin; Nešlehová, Johanna G.; Wang, Weijing Modelling hierarchical clustered censored data with the hierarchical Kendall copula. (English. French summary) Zbl 07194096 Can. J. Stat. 47, No. 2, 182-203 (2019). MSC: 62 PDF BibTeX XML Cite \textit{C.-l. Su} et al., Can. J. Stat. 47, No. 2, 182--203 (2019; Zbl 07194096) Full Text: DOI
Gunawan, D.; Tran, M.-N.; Suzuki, K.; Dick, J.; Kohn, R. Computationally efficient Bayesian estimation of high-dimensional Archimedean copulas with discrete and mixed margins. (English) Zbl 1430.62101 Stat. Comput. 29, No. 5, 933-946 (2019). MSC: 62H05 62F15 62H12 65C05 PDF BibTeX XML Cite \textit{D. Gunawan} et al., Stat. Comput. 29, No. 5, 933--946 (2019; Zbl 1430.62101) Full Text: DOI
Marri, Fouad; Adékambi, Franck On the moments of the aggregate discounted claims with dependence between inter-arrival times. (English) Zbl 1423.60138 Markov Process. Relat. Fields 25, No. 1, 149-169 (2019). MSC: 60K20 91B30 PDF BibTeX XML Cite \textit{F. Marri} and \textit{F. Adékambi}, Markov Process. Relat. Fields 25, No. 1, 149--169 (2019; Zbl 1423.60138)
Falk, Michael; Padoan, Simone A.; Wisheckel, Florian Conditional tail independence in Archimedean copula models. (English) Zbl 1436.60050 J. Appl. Probab. 56, No. 3, 858-869 (2019). MSC: 60G70 62G32 62H05 PDF BibTeX XML Cite \textit{M. Falk} et al., J. Appl. Probab. 56, No. 3, 858--869 (2019; Zbl 1436.60050) Full Text: DOI
Wysocki, Włodzimierz Integral generators of Archimedean \(n\)-copulas. (English) Zbl 1423.62054 J. Nonparametric Stat. 31, No. 3, 629-662 (2019). MSC: 62H20 62H05 PDF BibTeX XML Cite \textit{W. Wysocki}, J. Nonparametric Stat. 31, No. 3, 629--662 (2019; Zbl 1423.62054) Full Text: DOI
Li, Hong; Lu, Yang Modeling cause-of-death mortality using hierarchical Archimedean copula. (English) Zbl 1411.91299 Scand. Actuar. J. 2019, No. 3, 247-272 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{H. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2019, No. 3, 247--272 (2019; Zbl 1411.91299) Full Text: DOI
Li, Chen; Li, Xiaohu Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. (English) Zbl 1412.62054 Stat. Probab. Lett. 146, 104-111 (2019). MSC: 62G30 62H05 62N05 60E15 62P05 PDF BibTeX XML Cite \textit{C. Li} and \textit{X. Li}, Stat. Probab. Lett. 146, 104--111 (2019; Zbl 1412.62054) Full Text: DOI
Zhang, Yiying; Cai, Xiong; Zhao, Peng; Wang, Hairu Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components. (English) Zbl 1409.90083 Statistics 53, No. 1, 126-147 (2019). MSC: 90B25 60E15 60K10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., Statistics 53, No. 1, 126--147 (2019; Zbl 1409.90083) Full Text: DOI
Fang, Rui; Li, Chen; Li, Xiaohu Ordering results on extremes of scaled random variables with dependence and proportional hazards. (English) Zbl 1453.60052 Statistics 52, No. 2, 458-478 (2018). MSC: 60E15 62G30 PDF BibTeX XML Cite \textit{R. Fang} et al., Statistics 52, No. 2, 458--478 (2018; Zbl 1453.60052) Full Text: DOI
Ressel, Paul A multivariate version of Williamson’s theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas. (English) Zbl 1434.62085 Depend. Model. 6, 356-368 (2018). MSC: 62H05 26A48 26B40 62N05 60E05 PDF BibTeX XML Cite \textit{P. Ressel}, Depend. Model. 6, 356--368 (2018; Zbl 1434.62085) Full Text: DOI
Prenen, Leen; Braekers, Roel; Duchateau, Luc Investigating the correlation structure of quadrivariate udder infection times through hierarchical Archimedean copulas. (English) Zbl 1429.62592 Lifetime Data Anal. 24, No. 4, 719-742 (2018). MSC: 62P10 62N05 62H12 62H05 62H20 PDF BibTeX XML Cite \textit{L. Prenen} et al., Lifetime Data Anal. 24, No. 4, 719--742 (2018; Zbl 1429.62592) Full Text: DOI
Zaroudi, Samira; Behzadi, Mohammad Hassan; Faridrohani, Mohammad Reza A copula approach for finding the type of dependency with mortality force function in insurance market. (English) Zbl 1423.62048 Adv. Appl. Stat. 53, No. 2, 103-121 (2018). MSC: 62H10 91B30 62H05 62N05 62P05 PDF BibTeX XML Cite \textit{S. Zaroudi} et al., Adv. Appl. Stat. 53, No. 2, 103--121 (2018; Zbl 1423.62048) Full Text: DOI
Ding, Weiyong; Zhang, Yiying Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components. (English) Zbl 07064476 Oper. Res. Lett. 46, No. 2, 219-224 (2018). MSC: 90 PDF BibTeX XML Cite \textit{W. Ding} and \textit{Y. Zhang}, Oper. Res. Lett. 46, No. 2, 219--224 (2018; Zbl 07064476) Full Text: DOI
Wang, Antai; Chandra, Krishnendu; Jia, Xieyang The analysis of left truncated bivariate data using frailty models. (English) Zbl 1408.62164 Scand. J. Stat. 45, No. 4, 847-860 (2018). MSC: 62N02 62H05 PDF BibTeX XML Cite \textit{A. Wang} et al., Scand. J. Stat. 45, No. 4, 847--860 (2018; Zbl 1408.62164) Full Text: DOI
Fan, Yanqin; Liu, Ruixuan Partial identification and inference in censored quantile regression. (English) Zbl 1398.62091 J. Econom. 206, No. 1, 1-38 (2018). MSC: 62G08 62N02 62P20 PDF BibTeX XML Cite \textit{Y. Fan} and \textit{R. Liu}, J. Econom. 206, No. 1, 1--38 (2018; Zbl 1398.62091) Full Text: DOI
Dudziński, Marcin; Furmańczyk, Konrad Application of copulas in the proof of the almost sure central limit theorem for the \(k\)th largest maxima of some random variables. (English) Zbl 1393.60033 Appl. Math. 45, No. 1, 31-51 (2018). MSC: 60F15 60F05 60E05 PDF BibTeX XML Cite \textit{M. Dudziński} and \textit{K. Furmańczyk}, Appl. Math. 45, No. 1, 31--51 (2018; Zbl 1393.60033) Full Text: DOI
Mai, Jan-Frederik Exact simulation of reciprocal Archimedean copulas. (English) Zbl 1402.62094 Stat. Probab. Lett. 141, 68-73 (2018). MSC: 62H05 60G57 PDF BibTeX XML Cite \textit{J.-F. Mai}, Stat. Probab. Lett. 141, 68--73 (2018; Zbl 1402.62094) Full Text: DOI
Cooray, Kahadawala Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family. (English) Zbl 1393.62025 Depend. Model. 6, 1-18 (2018). MSC: 62H05 PDF BibTeX XML Cite \textit{K. Cooray}, Depend. Model. 6, 1--18 (2018; Zbl 1393.62025) Full Text: DOI
Hsieh, Jin-Jian; Hsu, Chia-Hao Estimation of the survival function with redistribution algorithm under semi-competing risks data. (English) Zbl 06821045 Stat. Probab. Lett. 132, 1-6 (2018). MSC: 62N05 62N02 62G07 62H05 62P10 PDF BibTeX XML Cite \textit{J.-J. Hsieh} and \textit{C.-H. Hsu}, Stat. Probab. Lett. 132, 1--6 (2018; Zbl 06821045) Full Text: DOI
Górecki, Jan; Hofert, Marius; Holeňa, Martin On structure, family and parameter estimation of hierarchical Archimedean copulas. (English) Zbl 07192120 J. Stat. Comput. Simulation 87, No. 17, 3261-3324 (2017). MSC: 62 PDF BibTeX XML Cite \textit{J. Górecki} et al., J. Stat. Comput. Simulation 87, No. 17, 3261--3324 (2017; Zbl 07192120) Full Text: DOI
Manstavičius, Martynas; Leipus, Remigijus Bounds for the Clayton copula. (English) Zbl 1420.62230 Nonlinear Anal., Model. Control 22, No. 2, 248-260 (2017). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{M. Manstavičius} and \textit{R. Leipus}, Nonlinear Anal., Model. Control 22, No. 2, 248--260 (2017; Zbl 1420.62230) Full Text: DOI
Prenen, Leen; Braekers, Roel; Duchateau, Luc Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size. (English) Zbl 1414.62408 J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 2, 483-505 (2017). MSC: 62N01 62F10 62H20 PDF BibTeX XML Cite \textit{L. Prenen} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 79, No. 2, 483--505 (2017; Zbl 1414.62408) Full Text: DOI
Górecki, J.; Hofert, M.; Holeňa, M. Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas. (English) Zbl 1404.62054 Depend. Model. 5, 75-87 (2017). MSC: 62H05 62H30 PDF BibTeX XML Cite \textit{J. Górecki} et al., Depend. Model. 5, 75--87 (2017; Zbl 1404.62054) Full Text: DOI
Branda, Martin; Hájek, Štěpán Flow-based formulations for operational fixed interval scheduling problems with random delays. (English) Zbl 1397.90170 Comput. Manag. Sci. 14, No. 1, 161-177 (2017). MSC: 90B35 90C15 90C10 PDF BibTeX XML Cite \textit{M. Branda} and \textit{Š. Hájek}, Comput. Manag. Sci. 14, No. 1, 161--177 (2017; Zbl 1397.90170) Full Text: DOI
Lo, Simon M. S.; Stephan, Gesine; Wilke, Ralf A. Competing risks copula models for unemployment duration: an application to a German Hartz reform. (English) Zbl 1400.62329 J. Econom. Methods 6, No. 1, Article ID 20150005, 20 p. (2017). MSC: 62P20 62H05 62N02 91B40 PDF BibTeX XML Cite \textit{S. M. S. Lo} et al., J. Econom. Methods 6, No. 1, Article ID 20150005, 20 p. (2017; Zbl 1400.62329) Full Text: DOI
You, Yinping; Li, Xiaohu Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas. (English) Zbl 1415.91169 Ann. Oper. Res. 259, No. 1-2, 485-501 (2017). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{Y. You} and \textit{X. Li}, Ann. Oper. Res. 259, No. 1--2, 485--501 (2017; Zbl 1415.91169) Full Text: DOI
Mesfioui, M.; Kayid, M.; Izadkhah, S. Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula. (English) Zbl 1416.62271 Metrika 80, No. 6-8, 749-766 (2017). Reviewer: Catalin Stoean (Craiova) MSC: 62G30 62H05 60E15 PDF BibTeX XML Cite \textit{M. Mesfioui} et al., Metrika 80, No. 6--8, 749--766 (2017; Zbl 1416.62271) Full Text: DOI
Xie, Jiehua; Lin, Feng; Yang, Jingping On a generalization of Archimedean copula family. (English) Zbl 1381.62077 Stat. Probab. Lett. 125, 121-129 (2017). MSC: 62H05 60E05 62H20 PDF BibTeX XML Cite \textit{J. Xie} et al., Stat. Probab. Lett. 125, 121--129 (2017; Zbl 1381.62077) Full Text: DOI
Dudziński, Marcin; Furmańczyk, Konrad Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima. (English) Zbl 1386.60106 Open Math. 15, 1024-1034 (2017). MSC: 60F15 60F05 60E05 PDF BibTeX XML Cite \textit{M. Dudziński} and \textit{K. Furmańczyk}, Open Math. 15, 1024--1034 (2017; Zbl 1386.60106) Full Text: DOI
de Uña-Álvarez, Jacobo; Veraverbeke, Noël Copula-graphic estimation with left-truncated and right-censored data. (English) Zbl 1372.62049 Statistics 51, No. 2, 387-403 (2017). MSC: 62N02 62G05 62G20 PDF BibTeX XML Cite \textit{J. de Uña-Álvarez} and \textit{N. Veraverbeke}, Statistics 51, No. 2, 387--403 (2017; Zbl 1372.62049) Full Text: DOI
Harder, Michael; Stadtmüller, Ulrich Testing exchangeability of copulas in arbitrary dimension. (English) Zbl 1369.62091 J. Nonparametric Stat. 29, No. 1, 40-60 (2017). MSC: 62G10 60G09 60F05 62H15 PDF BibTeX XML Cite \textit{M. Harder} and \textit{U. Stadtmüller}, J. Nonparametric Stat. 29, No. 1, 40--60 (2017; Zbl 1369.62091) Full Text: DOI
Shen, Pao-Sheng Estimation of association parameters in copula models for bivariate left-truncated and right-censored data. (English) Zbl 07281537 J. Appl. Stat. 43, No. 6, 996-1010 (2016). MSC: 62 PDF BibTeX XML Cite \textit{P.-S. Shen}, J. Appl. Stat. 43, No. 6, 996--1010 (2016; Zbl 07281537) Full Text: DOI
Amirzadeh, Vahid; Rezapour, Mohsen On properties of progressively type-II censored conditionally N-ordered statistics arising from a non-identical and dependent random vector. (English) Zbl 07184703 J. Stat. Comput. Simulation 86, No. 9, 1818-1828 (2016). MSC: 60E15 62E15 PDF BibTeX XML Cite \textit{V. Amirzadeh} and \textit{M. Rezapour}, J. Stat. Comput. Simulation 86, No. 9, 1818--1828 (2016; Zbl 07184703) Full Text: DOI
You, Yinping; Fang, Rui; Li, Xiaohu Allocating active redundancies to \(k\)-out-of-\(n\) reliability systems with permutation monotone component lifetimes. (English) Zbl 1409.90080 Appl. Stoch. Models Bus. Ind. 32, No. 5, 607-620 (2016). MSC: 90B25 60E15 PDF BibTeX XML Cite \textit{Y. You} et al., Appl. Stoch. Models Bus. Ind. 32, No. 5, 607--620 (2016; Zbl 1409.90080) Full Text: DOI
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang Baire category results for exchangeable copulas. (English) Zbl 1382.60028 Fuzzy Sets Syst. 284, 146-151 (2016). MSC: 60E05 54E52 62H05 PDF BibTeX XML Cite \textit{F. Durante} et al., Fuzzy Sets Syst. 284, 146--151 (2016; Zbl 1382.60028) Full Text: DOI
Fernández-Sánchez, Juan; Nelsen, Roger B.; Quesada-Molina, José Juan; Úbeda-Flores, Manuel Independence results for multivariate tail dependence coefficients. (English) Zbl 1404.62053 Fuzzy Sets Syst. 284, 129-137 (2016). MSC: 62H05 62H86 PDF BibTeX XML Cite \textit{J. Fernández-Sánchez} et al., Fuzzy Sets Syst. 284, 129--137 (2016; Zbl 1404.62053) Full Text: DOI
Kimberling, Clark A directory of families of infinitely extendible Archimedean copulas. (English) Zbl 1381.62074 Fuzzy Sets Syst. 299, 130-139 (2016). MSC: 62H05 PDF BibTeX XML Cite \textit{C. Kimberling}, Fuzzy Sets Syst. 299, 130--139 (2016; Zbl 1381.62074) Full Text: DOI
Salazar Flores, Yuri General multivariate dependence using associated copulas. (English) Zbl 1369.62129 REVSTAT 14, No. 1, 1-28 (2016). MSC: 62H20 60G70 PDF BibTeX XML Cite \textit{Y. Salazar Flores}, REVSTAT 14, No. 1, 1--28 (2016; Zbl 1369.62129) Full Text: Link
Côté, Marie-Pier; Genest, Christian; Abdallah, Anas Rank-based methods for modeling dependence between loss triangles. (English) Zbl 1394.91205 Eur. Actuar. J. 6, No. 2, 377-408 (2016). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{M.-P. Côté} et al., Eur. Actuar. J. 6, No. 2, 377--408 (2016; Zbl 1394.91205) Full Text: DOI
Fang, Rui; Shen, Guo’an Stochastic comparisons on inactivity times and residual lifetimes of series and parallel systems with dependent components. (Chinese. English summary) Zbl 1374.62131 J. Xiamen Univ., Nat. Sci. 55, No. 4, 558-563 (2016). MSC: 62N05 PDF BibTeX XML Cite \textit{R. Fang} and \textit{G. Shen}, J. Xiamen Univ., Nat. Sci. 55, No. 4, 558--563 (2016; Zbl 1374.62131) Full Text: DOI
Deng, Wenli; Lu, Wenpei; Liao, Jun Proportional hazard model analysis for informative right-censored data. (English) Zbl 1374.62123 Chin. J. Appl. Probab. Stat. 32, No. 4, 408-418 (2016). MSC: 62N02 62N01 PDF BibTeX XML Cite \textit{W. Deng} et al., Chin. J. Appl. Probab. Stat. 32, No. 4, 408--418 (2016; Zbl 1374.62123) Full Text: DOI
Fernández-Sánchez, Juan; Úbeda-Flores, Manuel Proving the characterization of Archimedean copulas via Dini derivatives. (English) Zbl 1389.62007 Kybernetika 52, No. 5, 785-790 (2016). Reviewer: Piotr Jaworski (Warszawa) MSC: 62E10 26A24 60E05 62H05 PDF BibTeX XML Cite \textit{J. Fernández-Sánchez} and \textit{M. Úbeda-Flores}, Kybernetika 52, No. 5, 785--790 (2016; Zbl 1389.62007) Full Text: DOI
Zhao, Peng; Zhang, Yiying; Qiao, Jianfei On extreme order statistics from heterogeneous Weibull variables. (English) Zbl 1358.62052 Statistics 50, No. 6, 1376-1386 (2016). MSC: 62G30 60E15 62N05 90B25 62H05 PDF BibTeX XML Cite \textit{P. Zhao} et al., Statistics 50, No. 6, 1376--1386 (2016; Zbl 1358.62052) Full Text: DOI
Fang, Rui; Li, Chen; Li, Xiaohu Stochastic comparisons on sample extremes of dependent and heterogenous observations. (English) Zbl 1357.62206 Statistics 50, No. 4, 930-955 (2016). MSC: 62G30 62H05 60E15 PDF BibTeX XML Cite \textit{R. Fang} et al., Statistics 50, No. 4, 930--955 (2016; Zbl 1357.62206) Full Text: DOI
Rivest, Louis-Paul; Verret, François; Baillargeon, Sophie Unit level small area estimation with copulas. (English. French summary) Zbl 1357.62051 Can. J. Stat. 44, No. 4, 397-415 (2016). MSC: 62D05 62H12 62H05 62J05 62-07 PDF BibTeX XML Cite \textit{L.-P. Rivest} et al., Can. J. Stat. 44, No. 4, 397--415 (2016; Zbl 1357.62051) Full Text: DOI
Klein, Nadja; Kneib, Thomas Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach. (English) Zbl 06604169 Stat. Comput. 26, No. 4, 841-860 (2016). MSC: 62 PDF BibTeX XML Cite \textit{N. Klein} and \textit{T. Kneib}, Stat. Comput. 26, No. 4, 841--860 (2016; Zbl 06604169) Full Text: DOI
Li, Chen; Fang, Rui; Li, Xiaohu Stochastic comparisons of order statistics from scaled and interdependent random variables. (Stochastic somparisons of order statistics from scaled and interdependent random variables.) (English) Zbl 1357.62207 Metrika 79, No. 5, 553-578 (2016). MSC: 62G30 60E15 62H05 62N05 PDF BibTeX XML Cite \textit{C. Li} et al., Metrika 79, No. 5, 553--578 (2016; Zbl 1357.62207) Full Text: DOI
You, Yinping; Li, Xiaohu Ordering scalar products with applications in financial engineering and actuarial science. (English) Zbl 1335.60016 J. Appl. Probab. 53, No. 1, 47-56 (2016). MSC: 60E15 91G10 91B30 PDF BibTeX XML Cite \textit{Y. You} and \textit{X. Li}, J. Appl. Probab. 53, No. 1, 47--56 (2016; Zbl 1335.60016) Full Text: DOI Euclid
Albanese, Angela; Sempi, Carlo Idempotent copulæ: ordinal sums and Archimedean copulæ. (English) Zbl 1382.60025 J. Math. Anal. Appl. 438, No. 2, 1055-1065 (2016). MSC: 60E05 60J25 PDF BibTeX XML Cite \textit{A. Albanese} and \textit{C. Sempi}, J. Math. Anal. Appl. 438, No. 2, 1055--1065 (2016; Zbl 1382.60025) Full Text: DOI
Montes, Ignacio; Montes, Susana Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound. (English) Zbl 1384.60061 J. Multivariate Anal. 143, 275-298 (2016). MSC: 60E15 62H05 PDF BibTeX XML Cite \textit{I. Montes} and \textit{S. Montes}, J. Multivariate Anal. 143, 275--298 (2016; Zbl 1384.60061) Full Text: DOI
Jamali, Heshmatolah; Rezapour, Mohsen The behavior of non-identical and dependent standby components in a coherent system. (English) Zbl 1407.62370 J. Mahani Math. Res. Cent. 4, No. 2, 39-50 (2015). MSC: 62N05 60E15 PDF BibTeX XML Cite \textit{H. Jamali} and \textit{M. Rezapour}, J. Mahani Math. Res. Cent. 4, No. 2, 39--50 (2015; Zbl 1407.62370) Full Text: DOI
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène Modeling dependence between loss triangles with hierarchical Archimedean copulas. (English) Zbl 1390.91154 ASTIN Bull. 45, No. 3, 577-599 (2015). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{A. Abdallah} et al., ASTIN Bull. 45, No. 3, 577--599 (2015; Zbl 1390.91154) Full Text: DOI
Bacigál, Tomáš; Mesiar, Radko; Najjari, Vadoud Generators of copulas and aggregation. (English) Zbl 1390.62088 Inf. Sci. 306, 81-87 (2015). MSC: 62H05 60E05 PDF BibTeX XML Cite \textit{T. Bacigál} et al., Inf. Sci. 306, 81--87 (2015; Zbl 1390.62088) Full Text: DOI
Rezapour, M.; Alamatsaz, M. H. On properties of dependent general progressively type-II censored order statistics. (English) Zbl 1380.62216 Bull. Iran. Math. Soc. 41, No. 5, 1173-1182 (2015). MSC: 62G30 62N01 62E15 62H05 PDF BibTeX XML Cite \textit{M. Rezapour} and \textit{M. H. Alamatsaz}, Bull. Iran. Math. Soc. 41, No. 5, 1173--1182 (2015; Zbl 1380.62216) Full Text: Link
Bacigál, Tomáš; Najjari, Vadoud; Mesiar, Radko; Bal, Hasan Additive generators of copulas. (English) Zbl 1360.68829 Fuzzy Sets Syst. 264, 42-50 (2015). MSC: 68T37 62H20 62H86 PDF BibTeX XML Cite \textit{T. Bacigál} et al., Fuzzy Sets Syst. 264, 42--50 (2015; Zbl 1360.68829) Full Text: DOI
Meyer, Renate; Romeo, Jose S. Bayesian semiparametric analysis of recurrent failure time data using copulas. (English) Zbl 1386.62060 Biom. J. 57, No. 6, 982-1001 (2015). MSC: 62P10 62N05 62G05 62H05 PDF BibTeX XML Cite \textit{R. Meyer} and \textit{J. S. Romeo}, Biom. J. 57, No. 6, 982--1001 (2015; Zbl 1386.62060) Full Text: DOI
Emura, T.; Murotani, K. An algorithm for estimating survival under a copula-based dependent truncation model. (English) Zbl 1328.62554 Test 24, No. 4, 734-751 (2015). MSC: 62N01 62N02 PDF BibTeX XML Cite \textit{T. Emura} and \textit{K. Murotani}, Test 24, No. 4, 734--751 (2015; Zbl 1328.62554) Full Text: DOI
Rezapour, M.; Alamatsaz, M. H.; Balakrishnan, N. Distribution of the number of observations greater than the \(i\)th dependent progressively type-II censored order statistic and its use in goodness-of-fit testing. (English) Zbl 1380.62069 Commun. Stat., Theory Methods 44, No. 12, 2517-2529 (2015). MSC: 62E15 60E15 60K10 62G10 62G30 PDF BibTeX XML Cite \textit{M. Rezapour} et al., Commun. Stat., Theory Methods 44, No. 12, 2517--2529 (2015; Zbl 1380.62069) Full Text: DOI
Liu, Yi; Wang, Qihua Copula-graphic estimators for the marginal survival function with censoring indicators missing at random. (English) Zbl 1357.62287 Stat. Probab. Lett. 107, 101-110 (2015). MSC: 62N02 62G05 62G20 62N01 PDF BibTeX XML Cite \textit{Y. Liu} and \textit{Q. Wang}, Stat. Probab. Lett. 107, 101--110 (2015; Zbl 1357.62287) Full Text: DOI
Wysocki, Włodzimierz Kendall’s tau and Spearman’s rho for \(n\)-dimensional Archimedean copulas and their asymptotic properties. (English) Zbl 1327.62358 J. Nonparametric Stat. 27, No. 4, 442-459 (2015). MSC: 62H15 62H20 62G20 62G30 PDF BibTeX XML Cite \textit{W. Wysocki}, J. Nonparametric Stat. 27, No. 4, 442--459 (2015; Zbl 1327.62358) Full Text: DOI
Rezapour, Mohsen On the construction of nested Archimedean copulas for \(d\)-monotone generators. (English) Zbl 1328.62316 Stat. Probab. Lett. 101, 21-32 (2015). MSC: 62H10 60E05 60K10 PDF BibTeX XML Cite \textit{M. Rezapour}, Stat. Probab. Lett. 101, 21--32 (2015; Zbl 1328.62316) Full Text: DOI
Abbas, Ali E.; Sun, Zhengwei Multiattribute utility functions satisfying mutual preferential independence. (English) Zbl 1372.91036 Oper. Res. 63, No. 2, 378-393 (2015). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{A. E. Abbas} and \textit{Z. Sun}, Oper. Res. 63, No. 2, 378--393 (2015; Zbl 1372.91036) Full Text: DOI
Wysocki, Włodzimierz Characterizations of Archimedean \(n\)-copulas. (English) Zbl 1340.62054 Kybernetika 51, No. 2, 212-230 (2015). MSC: 62H20 PDF BibTeX XML Cite \textit{W. Wysocki}, Kybernetika 51, No. 2, 212--230 (2015; Zbl 1340.62054) Full Text: DOI
You, Yinping; Li, Xiaohu Functional characterizations of bivariate weak SAI with an application. (English) Zbl 1348.60025 Insur. Math. Econ. 64, 225-231 (2015). MSC: 60E15 91B30 91G10 62H05 PDF BibTeX XML Cite \textit{Y. You} and \textit{X. Li}, Insur. Math. Econ. 64, 225--231 (2015; Zbl 1348.60025) Full Text: DOI
Hua, Lei Tail negative dependence and its applications for aggregate loss modeling. (English) Zbl 1314.91139 Insur. Math. Econ. 61, 135-145 (2015). MSC: 91B30 62H05 62P05 PDF BibTeX XML Cite \textit{L. Hua}, Insur. Math. Econ. 61, 135--145 (2015; Zbl 1314.91139) Full Text: DOI
Wang, Antai; Chandra, Krishnendu; Xu, Ruihua; Sun, Junfeng The identifiability of dependent competing risks models induced by bivariate frailty models. (English) Zbl 1368.62266 Scand. J. Stat. 42, No. 2, 427-437 (2015). MSC: 62N05 62H05 62N01 62P10 PDF BibTeX XML Cite \textit{A. Wang} et al., Scand. J. Stat. 42, No. 2, 427--437 (2015; Zbl 1368.62266) Full Text: DOI
Li, Chen; Li, Xiaohu Likelihood ratio order of sample minimum from heterogeneous Weibull random variables. (English) Zbl 1314.62021 Stat. Probab. Lett. 97, 46-53 (2015). MSC: 62D05 60E15 PDF BibTeX XML Cite \textit{C. Li} and \textit{X. Li}, Stat. Probab. Lett. 97, 46--53 (2015; Zbl 1314.62021) Full Text: DOI
Li, Xiaohu; You, Yinping Permutation monotone functions of random vectors with applications in financial and actuarial risk management. (English) Zbl 1311.91128 Adv. Appl. Probab. 47, No. 1, 270-291 (2015). MSC: 91B30 91B16 60E15 PDF BibTeX XML Cite \textit{X. Li} and \textit{Y. You}, Adv. Appl. Probab. 47, No. 1, 270--291 (2015; Zbl 1311.91128) Full Text: DOI Euclid
Fachini, Juliana B.; Ortega, Edwin M. M.; Cordeiro, Gauss M. A bivariate regression model with cure fraction. (English) Zbl 1453.62722 J. Stat. Comput. Simulation 84, No. 7, 1580-1595 (2014). MSC: 62P10 62H05 62N05 PDF BibTeX XML Cite \textit{J. B. Fachini} et al., J. Stat. Comput. Simulation 84, No. 7, 1580--1595 (2014; Zbl 1453.62722) Full Text: DOI
Hürlimann, Werner On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. (English) Zbl 1431.91442 ASTIN Bull. 44, No. 3, 613-633 (2014). MSC: 91G70 62H05 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 44, No. 3, 613--633 (2014; Zbl 1431.91442) Full Text: DOI Link
Segers, Johan; Uyttendaele, Nathan Nonparametric estimation of the tree structure of a nested Archimedean copula. (English) Zbl 06983899 Comput. Stat. Data Anal. 72, 190-204 (2014). MSC: 62 PDF BibTeX XML Cite \textit{J. Segers} and \textit{N. Uyttendaele}, Comput. Stat. Data Anal. 72, 190--204 (2014; Zbl 06983899) Full Text: DOI
Gao, Ying; Peng, Lingxi; Li, Fufang; Liu, Miao; Hu, Xiao Multiobjective estimation of distribution algorithms using multivariate Archimedean copulas and average ranking. (English) Zbl 1356.90133 Wen, Zhenkun (ed.) et al., Foundations of intelligent systems. Proceedings of the eighth international conference on intelligent systems and knowledge engineering, ISKE 2013, Shenzhen, China, November 20–23, 2013. 2 volume set. Berlin: Springer (ISBN 978-3-642-54923-6/pbk). Advances in Intelligent Systems and Computing 277, 591-601 (2014). MSC: 90C29 90C59 PDF BibTeX XML Cite \textit{Y. Gao} et al., Adv. Intell. Syst. Comput. 277, 591--601 (2014; Zbl 1356.90133) Full Text: DOI
Kauermann, Göran; Meyer, Renate Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. (English) Zbl 1306.65079 Comput. Stat. 29, No. 1-2, 283-306 (2014). MSC: 65C60 62J12 62G08 PDF BibTeX XML Cite \textit{G. Kauermann} and \textit{R. Meyer}, Comput. Stat. 29, No. 1--2, 283--306 (2014; Zbl 1306.65079) Full Text: DOI
Nair, N. Unnikrishnan; Sankaran, P. G. A family of bivariate exponential distributions and their copulas. (English) Zbl 1305.62080 Sankhyā, Ser. B 76, No. 1, 1-18 (2014). MSC: 62E15 62H20 PDF BibTeX XML Cite \textit{N. U. Nair} and \textit{P. G. Sankaran}, Sankhyā, Ser. B 76, No. 1, 1--18 (2014; Zbl 1305.62080) Full Text: DOI
Ciuiu, Daniel; Trandafir, Romică; Drobot, Radu Parameter estimation of the marginal cumulative distribution functions and of the copula applied in hydrology. (English) Zbl 1313.62019 Rom. J. Math. Comput. Sci. 4, No. 1, 27-43 (2014). MSC: 62F10 62G10 62P12 PDF BibTeX XML Cite \textit{D. Ciuiu} et al., Rom. J. Math. Comput. Sci. 4, No. 1, 27--43 (2014; Zbl 1313.62019)
Spreeuw, Jaap Archimedean copulas derived from utility functions. (English) Zbl 1306.62115 Insur. Math. Econ. 59, 235-242 (2014). MSC: 62H05 91B16 91B30 PDF BibTeX XML Cite \textit{J. Spreeuw}, Insur. Math. Econ. 59, 235--242 (2014; Zbl 1306.62115) Full Text: DOI
You, Yinping; Li, Xiaohu Optimal capital allocations to interdependent actuarial risks. (English) Zbl 1304.91138 Insur. Math. Econ. 57, 104-113 (2014). MSC: 91B30 91B32 62H05 PDF BibTeX XML Cite \textit{Y. You} and \textit{X. Li}, Insur. Math. Econ. 57, 104--113 (2014; Zbl 1304.91138) Full Text: DOI
Nair, N. Unnikrishnan; Sankaran, P. G. Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory. (English) Zbl 1305.60087 Metron 72, No. 3, 331-349 (2014). MSC: 60K05 60E15 62N05 62E20 PDF BibTeX XML Cite \textit{N. U. Nair} and \textit{P. G. Sankaran}, Metron 72, No. 3, 331--349 (2014; Zbl 1305.60087) Full Text: DOI
Chen, Zhuo; Li, Shenghong; Hu, Wenbin; Liu, Guimei Pricing synthetic CDO with multiparameter Archimedean copula models. (Chinese. English summary) Zbl 1313.91177 Appl. Math., Ser. A (Chin. Ed.) 29, No. 1, 87-94 (2014). MSC: 91G40 91G20 91G10 62P05 62H05 PDF BibTeX XML Cite \textit{Z. Chen} et al., Appl. Math., Ser. A (Chin. Ed.) 29, No. 1, 87--94 (2014; Zbl 1313.91177)
Wang, Antai Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula. (English) Zbl 1360.62482 J. Multivariate Anal. 129, 57-68 (2014). MSC: 62N01 62N05 62H05 62G05 62P10 PDF BibTeX XML Cite \textit{A. Wang}, J. Multivariate Anal. 129, 57--68 (2014; Zbl 1360.62482) Full Text: DOI
Klement, Erich Peter; Manzi, Maddalena; Mesiar, Radko Ultramodularity and copulas. (English) Zbl 1371.62050 Rocky Mt. J. Math. 44, No. 1, 189-202 (2014). Reviewer: Weiping Li (Stillwater) MSC: 62H05 26B25 26B35 62E10 60E05 62H10 PDF BibTeX XML Cite \textit{E. P. Klement} et al., Rocky Mt. J. Math. 44, No. 1, 189--202 (2014; Zbl 1371.62050) Full Text: DOI Euclid