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Titlebook: Copula Theory and Its Applications; Proceedings of the W Piotr Jaworski,Fabrizio Durante,Tomasz Rychlik Conference proceedings 2010 Springe

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Individual Lives and Social Histories,lar’s Theorem such tasks decompose into the study of the tail behaviour of the marginal univariate distributions and of the tail (i.e. corner) behaviour of the corresponding copulas. In this chapter we will deal with the second "subproblem". There are several approaches known in the literature.We sh
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Individual Lives and Social Histories,nted out in the literature. To this purpose we consider bivariate survival functions . and properties of them that are respectively invariant under transformations of the type . and ., for . increasing bijections. Bivariate Schur-constant survival models will have a central role in our discussion.
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White Passage and Black Pedagogy Market Hypothesis and of the martingale pricing approach, we provide a model in which prices are martingales both with respect to their own filtration and to the enlarged multivariate filtration. We show that if the log-prices follow processes with independent increments and each one of them is not
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White Passage and Black Pedagogyt, and the optimal exploitation management. Generally, permeability evaluation is performed using porosity-permeability relationships obtained by integrated analysis of various petrophysical measurements taken from cores and wireline well logs. Dependence relationships between pairs of petrophysical
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The Crisis of Race in the New Millenniumor the first type of informative censoring, we allow the censoring time to depend on the lifetime through an Archimedean copula function. For the second type, we generalize the relationship between the marginal distributions of the censoring time and lifetime by means of another copula function on t
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White Passage and Black Pedagogyrom a probabilistic perspective, the models behind both families have a different motivation. Consequently, their statistical properties are also different. In this regard, their striking analytical similarities are even more surprising. Considering sequences as discretized functions, most statement
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