Recent pension reforms in Europe have implemented a link between retirement age and life expectancy. The accurate forecast of tables expectancy is hence paramount for governmental policy financial institutions. We developed multi-population mortality model which includes cause-specific environment using Archimedean copulae to dependence various groups causes death. For this, Dutch data on cause...

Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence almost all yields notion convergence. At first glance, this for might seem far too restrictive to be any practical importance – in fact, given samples a copula C corresponding empirical do not converge weakly with probability one general. Within class Archimedean Extreme Value copulas...

We propose an approach allowing to manage the statistical data. At same time, starting from copulas of Gumbel,of Ali-Michael and Haq., we some Archimedean family that estimate contribute resolution problems related choice maximum or optimal values for a group random variables united within d vectors size n, independent identifically distributed, suitably normalized as n tends infinity. To our k...

The outcome of high-throughput biological experiments is affected by many operational factors in the experimental and data-analytical procedures. Understanding how these factors affect the reproducibility of the outcome is critical for establishing workflows that produce replicable discoveries. In this article, we propose a regression framework, based on a novel cumulative link model, to assess...

Copulas are statistical tools for modelling the multivariate structure between variables in a distribution free way. They are beginning to be used in financial literature as an alternative to the multivariate normal. After reviewing the main properties of bivariate and multivariate copulas, three multivariate families are presented: the classical multivariate normal, the Fairlie-Gumbel-Morganst...

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Several recent publications investigated Markov-chain modelling of linear optimization by a (1, λ)-ES, considering both unconstrained and linearly constrained optimization, and both constant and varying step size. All of them assume normality of the involved random steps, and while this is consistent with a black-box scenario, information on the function to be optimized (e.g. separability) may ...

Within the affiliated private-values paradigm, we develop a tractable empirical model of equilibrium behaviour at first-price, sealed-bid auctions that admits a general dependence structure. The model is nonparametrically identified, but estimating the primitives is plagued by the curse of dimensionality when the number of bidders is even modestly large, so we develop a semiparametric estimatio...

Let E = (X,Y ) be a pair of exchangeable lifetimes whose dependence structure is described by an Archimedean survival copula, and let Et = [(X − t, Y − t)|X > t, Y > t] denotes the corresponding pair of residual lifetimes after time t, with t ≥ 0. This note deals with stochastic comparisons between E and Et: we provide sufficient conditions for their comparison in usual stochastic and lower ort...

Manufacturing for a multitude of continuous processing applications in the era automation and ‘Industry 4.0? is focused on rapid throughput while producing products acceptable quality that meet customer specifications. Monitoring stability or statistical control key process parameters using data acquired from online sensors fundamental to successful manufacturing applications. This study addres...