فیلتر نتایج
نتایج 1 تا 10 از مجموع 127
Journal Paper
برآورد کمبود مورد انتظار شرطی بر اساس تابع مفصل و مدل های سری زمانی آرما -گارچ با توزیع مانده های خطای تعمیم یافته
Authors: فاطمه علیزاده، محمد امینی، غلامرضا محتشمی برزادران، سید هاشم طبسی
Year 1404
Publish place: Journal of Statistical sciences Issue 2، Vol 19
Pages: 22 | Language: Persian
Journal Paper
Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices
Authors: Mohammadreza Rostami، Fatemeh Rasti، Ebrahim Abbasi
Year 1404
Publish place: Journal of Mathematics and Modeling in Finance Issue 2، Vol 5
Pages: 30 | Language: EnglishJournal Paper
On the Importance of Copula Choice in the Reliability Evaluation of Dependent Stress-Strength Models
Authors: Nooshin Hakamipour
Year 1404
Publish place: Journal of Mathematics and Modeling in Finance Issue 2، Vol 5
Pages: 36 | Language: English
Journal Paper
Estimating Kendall's τ when both times are subject to interval censoring
Authors: Fatemeh Ghanbari، Mohammad Hossein Dehghan
Year 1402
Publish place: Journal of Statistical Modelling: Theory and Applications Issue 2، Vol 4
Pages: 14 | Language: EnglishJournal Paper
The impact of reinsurance strategies on the ruin probability in the context of dependent and heavy-tailed losse
Authors: Abouzar Bazyari
Year 1402
Publish place: Journal of Statistical Modelling: Theory and Applications Issue 2، Vol 4
Pages: 26 | Language: EnglishJournal Paper
Optimal design for a Fréchet copula marginal regression with exponential marginals
Authors: Reza Farhadian، Habib Jafari
Year 1403
Publish place: Journal of Statistical Modelling: Theory and Applications Issue 1، Vol 5
Pages: 14 | Language: English
Journal Paper
Dimension reduction by identifying and removing redundant variables using copula function
Authors: Kianoush Fathi Vajargah، Hamid Mottaghi Golshan، Fazel Badakhshan
Year 1404
Publish place: Journal of Mathematical Modeling Issue 4، Vol 13
Pages: 13 | Language: English
Journal Paper
مدل سازی ریسک سیستمی و بررسی وابستگی ساختاری بین بازارهای رمزارز و سهام با استفاده از روش ترکیبی تجزیه مود متغیر - کاپولا
Authors: رقیه محسنی نیا، علی رضازاده، یوسف محمدزاده، شهاب جهانگیری
Year 1403
Publish place: Journal of Economic Modeling Research Issue 55، Vol 15
Pages: 60 | Language: Persian
Journal Paper
Generalized Schur-constant bivariate distribution and its associated Archimedean copula
Authors: Neda Doodman، Mohammad Amini، Hadi Jabbari، Ali Dolati
Year 1404
Publish place: Iranian Journal of Fuzzy Systems Issue 1، Vol 22
Pages: 15 | Language: EnglishJournal Paper
Modeling directional monotonicity with copulas
Authors: Enrique de Amo، David García-Fernández، José Juan Quesada-Molina، Manuel Úbeda-Flores
Year 1404
Publish place: Iranian Journal of Fuzzy Systems Issue 1، Vol 22
Pages: 12 | Language: English
نتایج 1 تا 10 از مجموع 127