This paper discusses the estimation of parameters in quantile regression model for dependent truncated data. To account dependence between survival time and time, Archimedean copula is used to construct association. The are estimated using certain existing approaches. An inference procedure based on a weighted approach proposed, where weights set according variables interest model. finite sampl...

The purpose of this paper is to introduce a new estimation method for estimating the Archimedean copula dependence parameter in the non-parametric setting. The estimation of the dependence parameter has been selected as the value that minimizes the Cramér-von-Mises distance which measures the distance between Empirical Bernstein Kendall distribution function and true Kendall distribution functi...

In medicals sciences and reliability engineering, the failure of individuals or units (I/Us) occurs due to independent causes failure. general, symmetry between dependent is essential nature problem at hand. this study, we considered accelerated competing risks model when lifetime I/Us was modeled using a generalized half-logistic distribution. The data were obtained with respect constant stres...

Drought is a natural disaster of creeping phenomenon which difficulty to understand. This study utilizes multi-scalar SPEI and copula theory analyze the meteorological drought in Jaisalmer district Rajasthan, India. Several marginal distributions are fitted duration severity. Archimedean Metaelliptical copulas used construct bivariate probability distributions. The univariate return periods cal...

In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The …rst is connected with products of copulas. The second approach generalises the Archimedean copulas. The resulting copulas are asymmetric and may have more than two parameters in contrast to most of the parametric families of copulas described in the literature. We study the properties of the pro...

This study analyses the contagion effects of American, British and Greek stock markets on Chinese market in context 2007–2010 American European financial crises. Two tests have been performed using Archimedean copula functions. The results first test suggest that existed between UK/China 2007 subprime crisis period U.S./China U.K./China 2010 sovereign debt period. Finally, second shows were cle...

Abstract Nowadays, insurance contract reserves for coupled lives are considered jointly, which has a significant influence on the process of determining actuarial reserves. In this paper, conditional survival distributions life computed using copulas. Subsequently, results compared with an independence case. These calculations based selected Archimedean copulas and apply when ‘death one individ...

We estimate Value-at-Risk for sums of dependent random variables. We model multivariate dependent random variables using archimedean copulas. This structure allows one to calculate the asymptotic behaviour of extremal events. An important application of such results are Value-at-Risk estimates for sums of dependent random variables.