The risk of a child dying before completing five years of age is still highest in sub-Saharan Africa region. In this paper, we used the copula based dependence to investigate the association between the under-five mortality rate and Gross Domestic Product in Rwanda from 1981 to 2015. The copula has for a long time been recognized as a powerful tool for modeling dependence between two random var...

In the literature of life-testing, general progressive censoring has been studied extensively. But, all the results have been developed under the key assumption that the units undertest are independently distributed. In this paper, we study general progressively Type-II censored order statistics arising from identical units under test which are jointly distributed according to an Archimedean co...

his manuscript studies the stochastic comparisons of second-order statistics from dependent or independent and heterogeneous modified proportional hazard rate observations. Some sufficient conditions on usual order observations are established under Archimedean copula. also provided in arising two sets multiple-outlier numerical examples given to illustrate theoretical findings.

Abstract. In this paper we are concentrated on a problem of linear chanceconstrained programming where the constraint matrix is considered random with a known distribution of the matrix rows. The rows are not considered to be independent; instead, we make use of the copula notion to describe the dependence of the matrix rows. In particular, the distribution of the rows is driven by so-called Ar...

Copulas [18] link univariate marginal distribution functions into a joint distribution function of the corresponding random vector. In this paper we will deal with bivariate copulas only. Recall that a function C : [0, 1] → [0, 1] is a (bivariate) copula whenever it is grounded, C(x, y) = 0 whenever 0 ∈ {x, y}, it has neutral element 1, C(x, y) = x∧y, whenever 1 ∈ {x, y} and it is 2-increasing,...

Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula. The package provides a carefully designed and easily extensible platform for multivaria...

The identification of an appropriate multivariate copula for capturing the dependence structure in multivariate data is not straightforward. The reason is because standard multivariate copulas (such as the multivariate Gaussian, Student-t, and exchangeable Archimedean copulas) lack flexibility to model dependence and have other limitations, such as parameter restrictions. To overcome these prob...

A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results are synthesized in the form of a decision tree: Given the values of some readily computable characteristics of the Archimedean generator, the upper and lower tails of the copula are classified into one ...

This paper discusses the hazard rate order of fail-safe systems arising from two sets independent multiple-outlier scale distributed components. Under certain conditions on parameters in model and submajorization between sample size vectors, ordering corresponding random variables is established. Archimedean copula parameters, we also discuss usual stochastic these with dependent

This paper presents the impact of a class of transformations of copulas in their upper and lower multivariate tail dependence coefficients. In particular we focus on multivariate Archimedean copulas. In the first part of this paper, we calculate multivariate tail dependence coefficients when the generator of the considered copula exhibits some regular variation properties, and we investigate th...