Search Results - subject:"Copula Models"

Biodiesel as a motor fuel price stabilization mechanism

Serra, Teresa; Gil, José M. - In: Energy Policy 50 (2012) C, pp. 689-698

dependence between crude oil and biodiesel blend prices in Spain. Copula models are used for this purpose. Results suggest that …

Persistent link: https://www.econbiz.de/10010580628

A generalization of the Kaplan–Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula m...

Lopez, Olivier - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 505-516

annuity contracts. An application to goodness-of-fit for survival copula models is discussed. We show that the procedures that …

Persistent link: https://www.econbiz.de/10011046590

Maximization by Parts in Likelihood Inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - Vanderbilt University Department of Economics - 2003

paper include bivariate and multivariate Gaussian copula models, nonnormal random effects and state space models. Properties …

Persistent link: https://www.econbiz.de/10005595915

The Analysis of Bivariate Truncated Data Using the Clayton Copula Model

Wang, Antai - In: International Journal of Biostatistics 3 (2007) 1, pp. 1050-1050

In individuals infected with human immunodeficiency virus (HIV), distributions of quantitative HIV RNA measurements may be highly left-censored due to values falling below assay detection limits (DL). It is of the interest to find the relationship between plasma and semen viral loads. To address...

Persistent link: https://www.econbiz.de/10005585161