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Showing 2 results for Tail Dependence
En Mohammad Amini, , ,
Volume 18, Issue 2 (3-2014)
Abstract
In this paper, we study the properties of power weighted means, arithmetic, geometry and harmonic for two copulas.
Dr. Sedigheh Shams, ,
Volume 27, Issue 1 (3-2023)
Abstract
Copula functions are useful tools in modeling the dependence between random variables, but most existing copula functions are symmetric, while in many applications, asymmetric joint functions are required. One of these applications is reliability modeling, where asymmetric joint functions can explain different tail dependencies and provide a better model. Therefore, the theory of constructing asymmetric copula functions that can model a wider range of data has been developed. In this research, while reviewing the methods of creating asymmetric copula functions that can provide various tail dependencies, these functions are used to estimate the two-dimensional reliability of data on the age an usage of Rana and Dana cars.
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