this study presents a new method for interpolation by use of copula for groundwater quality zoning. in this regard, the data of the concentration of bicarbonate in 87 piezometric wells on the plains of kerman and ravar in september 2013 were examined. for this purpose, four archimedean copula including clayton, frank, gumbel and joe have been used. then, the obtained results were compared to th...

Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g., between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both models, there is indeed the well known equivalence between the copula functions; the ...

abstract background: keratoconus is a bilateral corneal disease, which one way to cure it is to transplant. the transplantation may be rejected by recipient's immune system, which leads to failure of the graft. this study aimed to analysis the factors affecting bilateral corneal graft rejection based on copula function. methods: a sample of bilateral graft rejection times was assessed. since co...

Copula models are often used to model the dependence structure in bivariate failure-time data. We consider a covariate effect regression method on the copula parameter for Archimedean copulas. The proposed method can handle three different data structures, namely typical bivariate data, semi-competing risks data and dependent truncation data. We derive large-sample properties of the proposed es...

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution. For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the origin is known to be closely connected to convergence of the corresponding lower tail dependence copulas to the Clayton copula. In this paper, th...

Efficient sampling algorithms for both exchangeable and nested Archimedean copulas are presented. First, efficient sampling algorithms for the nested Archimedean families of Ali-Mikhail-Haq, Frank, and Joe are introduced. Second, a general strategy how to build a nested Archimedean copula from a given Archimedean generator is presented. Sampling this copula involves sampling an exponentiallytil...

The contribution of this paper is twofold. First, we exploit copula methodology, with two threshold GARCH models as marginals, to construct a bivariate copula-threshold-GARCH model, simultaneously capturing asymmetric nonlinear behaviour in univariate stock returns of spot and futures markets and bivariate dependency, in a flexible manner. Two elliptical copulas (Gaussian and Student’s-t) and t...

Considering two different metrics on the space of two-dimensional copulas C we prove some Baire category results for important subclasses of copulas, including the families of exchangeable, associative, and Archimedean copulas. From the point of view of Baire categories, with respect to the uniform metric d∞, a typical copula is not symmetric and a typical symmetric copula is not associative, w...

Knowledge of the dependence between random variables is necessary in area risk assessment and evaluation. Some existing Archimedean copulas, namely Clayton Gumbel allow for higher correlations on extreme left right, respectively. In this study, we use idea convex combinations to build a hybrid Clayton–Gumbel–Frank copula that provides all scenarios from copulas. The corresponding density condit...