this study presents a new method for interpolation by use of copula for groundwater quality zoning. in this regard, the data of the concentration of bicarbonate in 87 piezometric wells on the plains of kerman and ravar in september 2013 were examined. for this purpose, four archimedean copula including clayton, frank, gumbel and joe have been used. then, the obtained results were compared to th...

Bivariate survival analysis has wide applications. In the presence of covariates, most literature focuses on studying their effects on the marginal distributions. However covariates can also affect the association between the two variables. In this article we consider the latter issue by proposing a nonstandard local linear estimator for the concordance probability as a function of covariates. ...

1. Abstract For the performance measure approach (PMA) of RBDO, a transformation between the input random variables and the standard normal random variables is required to carry out the inverse reliability analysis. Since the transformation uses the joint cumulative density function (CDF) of input variables, the joint CDF should be known before carrying out RBDO. In many industrial RBDO problem...

This study aims to determine the copula-based model for estimating aggregate losses in traffic accident insurance. research method is descriptive quantitative. Determination of best and accuracy determined based on Akaike Information Criterion (AIC), smallest Root Mean Square Error (RMSE), Vuong Test. The results study, there a dependency relationship or correlation between frequency claims sev...

To examine the asymmetry of financial data in detail, we have considered both the tail dependence with diverse copulas and Jung et al.’s [8] directional dependence by copula. From the empirical study in this paper, we have found that the tail dependence by Patton’s [11] modified symmetrized Joe-Clayton copula function did not show the asymmetry property sufficiently because there is no tail dep...

We introduce a statistical test for comparing the predictive accuracy of competing copula specifications in multivariate density forecasts, based on the Kullback-Leibler Information Criterion (KLIC). The test is valid under general conditions: in particular it allows for parameter estimation uncertainty and for the copulas to be nested or nonnested. Monte Carlo simulations demonstrate that the ...

The Copula approach can be used to describe the dependence structure between variables. In this paper, by using a Bivariate Clayton copula, we discuss statistical analysis of simple step-stress accelerated dependent competing failure model under progressively Type-II censoring sample. With assumption cumulative exposure, Bayesian estimations parameters are derived. Based on Monte-Carlo simulati...

Copula models are often used to model the dependence structure in bivariate failure-time data. We consider a covariate effect regression method on the copula parameter for Archimedean copulas. The proposed method can handle three different data structures, namely typical bivariate data, semi-competing risks data and dependent truncation data. We derive large-sample properties of the proposed es...

We introduce a statistical test for comparing the predictive accuracy of competing copula specifications in multivariate density forecasts, based on the Kullback-Leibler Information Criterion (KLIC). The test is valid under general conditions on the competing copulas: in particular it allows for parameter estimation uncertainty and for the copulas to be nested or non-nested. Monte Carlo simulat...