Sentence examples for best copula model for from inspiring English sources

The first step is to find out the best copula model for the data.

In this paper, we examine the Gaussian copula model for the JDI.

The Nataf distribution and copula models for characterizing the bivariate distribution of shear strength parameters are briefly introduced.

;David X. Li Canadian qualified actuary who in the first decade of the 21st century pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations (CDOs).

There are large number of copulas to be used, and some optimality criteria to select the best copula for a given problem and data.

Hierarchical copulas provided the best trivariate model for the case study data.

In all, the Copula model is useful for energy-saving power generation dispatching strategy as well as system operation mode arrangement.

The regression coefficient of age in both models is not significant (p-values being 0.2120 for correlation model and 0.2610 for copula model).

To validate the copula methodology we have re-sampled with replacement fifty independent bootstrap samples and have estimated concordance statistics 0.7722 (p = 0.0224) for the copula model and 0.7237 (p = 0.0604) for the correlation model.

Recently a Copula Information Criterion CICC) has been especially designed for copula model selection.

In the context of a phase I-II clinical trial, we specify parametric models for the dose-response relationship for toxicity and efficacy and a copula model is used to specify a joint model for efficacy and toxicity.