A new generalization of Burr type XII model is introduced and studied. The genesis the based on family Cordeiro et al. (2016). generalizes at least eight important sub-models. density can be unimodal, symmetric left skewed. Some useful properties related to are derived. Clayton Copula-based construction used generate many bivariate multivariate distributions. Graphically, we performed simulatio...

In life history studies, interest often lies in the analysis of the interevent, or gap times and the association between event times. Gap time analyses are challenging however, even when the length of follow-up is determined independently of the event process, because associations between gap times induce dependent censoring for second and subsequent gap times. This article discusses nonparamet...

his manuscript studies the stochastic comparisons of second-order statistics from dependent or independent and heterogeneous modified proportional hazard rate observations. Some sufficient conditions on usual order observations are established under Archimedean copula. also provided in arising two sets multiple-outlier numerical examples given to illustrate theoretical findings.

Abstract. In this paper we are concentrated on a problem of linear chanceconstrained programming where the constraint matrix is considered random with a known distribution of the matrix rows. The rows are not considered to be independent; instead, we make use of the copula notion to describe the dependence of the matrix rows. In particular, the distribution of the rows is driven by so-called Ar...

This paper follows Jones (2005) in his approach to deriving the global production function from microfoundations. His framework is generalized by allowing for dependence between the Pareto distributions of laborand capital-augmenting developments. Using the Clayton copula family to capture this dependence, we derive a “Clayton-Pareto” class of production functions that nests both the Cobb-Dougl...

This paper follows Jones (2005) in his approach to deriving the global production function from microfoundations. His framework is generalized by allowing for dependence between the Pareto distributions of laborand capital-augmenting developments. Using the Clayton copula family to capture this dependence, we derive a “Clayton-Pareto” class of production functions that nests both the Cobb-Dougl...

Copulas [18] link univariate marginal distribution functions into a joint distribution function of the corresponding random vector. In this paper we will deal with bivariate copulas only. Recall that a function C : [0, 1] → [0, 1] is a (bivariate) copula whenever it is grounded, C(x, y) = 0 whenever 0 ∈ {x, y}, it has neutral element 1, C(x, y) = x∧y, whenever 1 ∈ {x, y} and it is 2-increasing,...

Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula. The package provides a carefully designed and easily extensible platform for multivaria...

In the standard stochastic frontier model, the two-sided error term V and the one-sided technical inefficiency error term W are assumed to be independent. In this paper, we relax this assumption by modeling the dependence between V and W using copulas. Nine copula families are considered and their parameters are estimated using maximum simulated likelihood. The best model is then selected using...

We provide the learning of a DAG model arising from high dimensional random variables following both normal and non-normal assumptions. To this end, copula function utilized connecting dependent variables. Moreover to copula, three most applicable copulas have been investigated modeling all dependence structures negative, positive, weak kinds. The functions, FGM, Clayton, Gumbel are considered ...