ﻻ يوجد ملخص باللغة العربية
In this paper, we present a new Marshall-Olkin exponential shock model. The new construction method gives the proposed model further ability to allocate the common joint shock on each of the components, making it suitable for application in fields like reliability and credit risk. The given model has a singular part and supports both positive and negative dependence structure. Main dependence properties of the model is given and an analysis of stress-strength is presented. After a performance analysis on the estimator of parameters, a real data is studied. Finally, we give the multivariate version of the proposed model and its main properties.
Bayesian methods - either based on Bayes Factors or BIC - are now widely used for model selection. One property that might reasonably be demanded of any model selection method is that if a model ${M}_{1}$ is preferred to a model ${M}_{0}$, when these
Exponential-family random graph models (ERGMs) provide a principled and flexible way to model and simulate features common in social networks, such as propensities for homophily, mutuality, and friend-of-a-friend triad closure, through choice of mode
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we consider mixed fractional Brownian motion of parameters a, b and Hin(0, 1)
The notion of multivariate total positivity has proved to be useful in finance and psychology but may be too restrictive in other applications. In this paper we propose a concept of local association, where highly connected components in a graphical
A new bivariate copula is proposed for modeling negative dependence between two random variables. We show that it complies with most of the popular notions of negative dependence reported in the literature and study some of its basic properties. Spec