Value at Risk has become the standard measure of market risk employed by financial institutions for both internal and regulatory purposes. Despite its conceptual simplicity, its measurement is a very

NBER1999-09-01 更新40

System Reliability and Component Importance Under Dependence: A Copula Approach

系统可靠性

Copula方法

System reliability and component importance are of great interest in reliability modeling, especially when the components within the system are dependent. We characterize the influence of dependence s

DataCite Commons2024-03-24 更新60

sj-R-1-smm-10.1177_09622802211046390 - Supplemental material for Conditional copula models for correlated survival endpoints: Individual patient data meta-analysis of randomized controlled trials

生存分析

Copula方法

Supplemental material, sj-R-1-smm-10.1177_09622802211046390 for Conditional copula models for correlated survival endpoints: Individual patient data meta-analysis of randomized controlled trials by Ta

DataCite Commons2024-08-28 更新50