AI Chat Paper
Note: Please note that the following content is generated by AMiner AI. SciOpen does not take any responsibility related to this content.
{{lang === 'zh_CN' ? '文章概述' : 'Summary'}}
{{lang === 'en_US' ? '中' : 'Eng'}}
Chat more with AI
Powered by AMiner. Clicking this button will take you away from SciOpen.
Home AIMS Mathematics Article
PDF (297.7 KB)
Cite
EndNote(RIS) BibTeX
Collect
Submit Manuscript AI Chat Paper
Show Outline
Outline
Show full outline
Hide outline
Outline
Show full outline
Hide outline
Research Article | Open Access

Copulas generated by mixtures of weighted distributions

Mashael A. Alshehri1, Mohamed Kayid2( )
Department of Quantitative Analysis, College of Business Administration, King Saud University, Riyadh 1362, Saudi Arabia
Department of Statistics and Operations Research, College of Science, King Saud University, P.O. Box 2455, Riyadh 11451, Saudi Arabia
Show Author Information

Abstract

In this paper, we characterize several partial dependencies in a general mixture model of weighted distributions with a parametric weight function that encompasses many well-known frailty models. There are well-known frailty models in survival analysis satisfying the proposed mixture model which are used to examine the results. The mixture-based copula functions associated with the mixture model are characterized. Examples are given to draw the copula functions out from respected mixture models.

Keywords

weighted distributionmixture modelcopula functiondependence structuresemiparametric distributionsstochastic order
CLC number: 60E05, 60E15, 62N05

References

【1】
【1】
 
 
Crossref Google Scholar
AIMS Mathematics
Volume 7 Issue 5,
May 2022
Pages 8953-8974
DOI: 10.3934/math.2022499

{{item.num}}

Comments on this article

Go to comment

< Back to all reports

Review Status: {{reviewData.commendedNum}} Commended , {{reviewData.revisionRequiredNum}} Revision Required , {{reviewData.notCommendedNum}} Not Commended Under Peer Review

Review Comment

Cite this Report
Close
Close
Cite this article:
Alshehri MA, Kayid M. Copulas generated by mixtures of weighted distributions. AIMS Mathematics, 2022, 7(5): 8953-8974. https://doi.org/10.3934/math.2022499

75

Views

1

Downloads

1

Crossref

1

Web of Science

1

Scopus
Received: 06 December 2021
Revised: 21 January 2022
Accepted: 09 February 2022
Published: 15 May 2022
©2022 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)