Marshall Olkin Distributions - Advances in Theory and Applications PDF Download

Author: Umberto Cherubini
Publisher: Springer
ISBN: 3319190393
Category : Mathematics
Languages : en
Pages : 126

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Book Description
This book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference “Marshall-Olkin Distributions: Advances in Theory and Applications,” held in Bologna on October 2-3, 2013.

Author: Manuel Úbeda Flores
Publisher: Springer
ISBN: 3319642219
Category : Mathematics
Languages : en
Pages : 268

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Book Description
This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Author: J.J. Duistermaat
Publisher: Springer Science & Business Media
ISBN: 0817646752
Category : Mathematics
Languages : en
Pages : 455

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Book Description
This textbook is an application-oriented introduction to the theory of distributions, a powerful tool used in mathematical analysis. The treatment emphasizes applications that relate distributions to linear partial differential equations and Fourier analysis problems found in mechanics, optics, quantum mechanics, quantum field theory, and signal analysis. The book is motivated by many exercises, hints, and solutions that guide the reader along a path requiring only a minimal mathematical background.

Author: Claudia Czado
Publisher: Springer
ISBN: 3030137856
Category : Mathematics
Languages : en
Pages : 242

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Book Description
This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimation and selection methods for vine copulas in data applications. These flexible copula models can successfully accommodate any form of tail dependence and are vital to many applications in finance, insurance, hydrology, marketing, engineering, chemistry, aviation, climatology and health. The book explains the pair-copula construction principles underlying these statistical models and discusses how to perform model selection and inference. It also derives simulation algorithms and presents real-world examples to illustrate the methodological concepts. The book includes numerous exercises that facilitate and deepen readers’ understanding, and demonstrates how the R package VineCopula can be used to explore and build statistical dependence models from scratch. In closing, the book provides insights into recent developments and open research questions in vine copula based modeling. The book is intended for students as well as statisticians, data analysts and any other quantitatively oriented researchers who are new to the field of vine copulas. Accordingly, it provides the necessary background in multivariate statistics and copula theory for exploratory data tools, so that readers only need a basic grasp of statistics and probability.

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Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
The family of exchangeable Marshall-Olkin distributions is investigated. From an analytical perspective, coherences with completely monotone sequences are revealed. From the viewpoint of probability theory, an alternative construction of extendible Marshall-Olkin distributions via Lévy subordinators is derived. This result is used to develop efficient simulation algorithms and a pricing model for portfolio credit derivatives.

Author: Albert W. Marshall
Publisher: Springer Science & Business Media
ISBN: 0387684778
Category : Technology & Engineering
Languages : en
Pages : 785

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Book Description
This book is devoted to the study of univariate distributions appropriate for the analyses of data known to be nonnegative. The book includes much material from reliability theory in engineering and survival analysis in medicine.

Author: Indranil Ghosh
Publisher: Springer Nature
ISBN: 3030629007
Category : Mathematics
Languages : en
Pages : 443

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Book Description
This edited collection brings together internationally recognized experts in a range of areas of statistical science to honor the contributions of the distinguished statistician, Barry C. Arnold. A pioneering scholar and professor of statistics at the University of California, Riverside, Dr. Arnold has made exceptional advancements in different areas of probability, statistics, and biostatistics, especially in the areas of distribution theory, order statistics, and statistical inference. As a tribute to his work, this book presents novel developments in the field, as well as practical applications and potential future directions in research and industry. It will be of interest to graduate students and researchers in probability, statistics, and biostatistics, as well as practitioners and technicians in the social sciences, economics, engineering, and medical sciences.

Author: József Dombi
Publisher: Springer Nature
ISBN: 303051949X
Category : Computers
Languages : en
Pages : 201

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Book Description
This book focuses on the advanced soft computational and probabilistic methods that the authors have published over the past few years. It describes theoretical results and applications, and discusses how various uncertainty measures – probability, plausibility and belief measures – can be treated in a unified way. It also examines approximations of four notable probability distributions (Weibull, exponential, logistic and normal) using a unified probability distribution function, and presents a fuzzy arithmetic-based time series model that provides an easy-to-use forecasting technique. Lastly, it proposes flexible fuzzy numbers for Likert scale-based evaluations. Featuring methods that can be successfully applied in a variety of areas, including engineering, economics, biology and the medical sciences, the book offers useful guidelines for practitioners and researchers.

Author: A.M. Mathai
Publisher: Springer Science & Business Media
ISBN: 0387758941
Category : Science
Languages : en
Pages : 480

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Book Description
This book, written by a highly distinguished author, provides the required mathematical tools for researchers active in the physical sciences. The book presents a full suit of elementary functions for scholars at PhD level. The opening chapter introduces elementary classical special functions. The final chapter is devoted to the discussion of functions of matrix argument in the real case. The text and exercises have been class-tested over five different years.

Author: Gauss M. Cordeiro
Publisher: Bentham Science Publishers
ISBN: 1681083469
Category : Mathematics
Languages : en
Pages : 251

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Book Description
Introduction: Mathematicians and statisticians have made significant academic progress on the subject of distribution theory in the last two decades, and this area of study is becoming one of the main statistical tools for the analysis of lifetime (survival) data. In many ways, lifetime distributions are the common language of survival dialogue because the framework subsumes many statistical properties of interest, such as reliability, entropy and maximum likelihood. Recent Advances in Lifetime and Reliability Models provides a comprehensive account of models and methods for lifetime models. Building from primary definitions such as density and hazard rate functions, this book presents readers a broad framework on distribution theory in survival analysis. This framework covers classical methods - such as the exponentiated distribution method – as well as recent models explaining lifetime distributions, such as the beta family and compounding models. Additionally, a detailed discussion of mathematical and statistical properties of each family, such as mixture representations, asymptotes, types of moments, order statistics, quantile functions, generating functions and estimation is presented in the book. Key Features: - presents information about classical and modern lifetime methods - covers key properties of different models in detail - explores regression models for the beta generalized family of distributions - focuses information on both theoretical fundamentals and practical aspects of implementing different models - features examples relevant to business engineering and biomedical sciences Recent Advances in Lifetime and Reliability Models will equip students, researchers and working professionals with the information to make extensive use of observational data in a variety of fields to create inferential models that make sense of lifetime data.