Related papers: On bivariate lifetime modelling in life insurance …
We propose the extension of Fr\'{e}chet-Hoeffding copula bounds for circular data. The copula is a powerful tool for describing the dependency of random variables. In two dimensions, the Fr\'{e}chet-Hoeffding upper (lower) bound indicates…
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…
In recent years, the growing availability of biomedical datasets featuring numerous longitudinal covariates has motivated the development of several multi-step methods for the dynamic prediction of survival outcomes. These methods employ…
The existing life table method needs to calculate the age-specific mortality first, not only has too many and complicated calculation steps, but also introduces the multiple approximation to bring error. This paper redefines the probability…
Testing for pairwise independence for the case where the number of variables may be of the same size or even larger than the sample size has received increasing attention in the recent years. We contribute to this branch of the literature…
Human longevity leaders with remarkably long lifespan play a crucial role in the advancement of longevity research. In this paper, we propose a stochastic model to describe the evolution of the age of the oldest person in the world by a…
Retirement prediction helps individuals and institutions make informed financial, lifestyle, and workforce decisions based on estimated retirement portfolios. This paper attempts to predict retirement using Monte Carlo simulations, allowing…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
We represent a process of learning by using bit strings, where 1-bits represent the knowledge acquired by individuals. Two ways of learning are considered: individual learning by trial-and-error; and social learning by copying knowledge…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…
Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…
Aging, as defined in terms of the slope of the probability of death versus time (hazard curve), is a generic phenomenon observed in nearly all complex systems. Theoretical models of aging predict hazard curves that monotonically increase in…
Modeling how individuals evolve over time is a fundamental problem in the natural and social sciences. However, existing datasets are often cross-sectional with each individual observed only once, making it impossible to apply traditional…
Clinical and genomic models are both used to predict breast cancer outcomes, but they are often combined using simple linear rules that do not account for how their risk scores relate, especially at the extremes. Using the METABRIC breast…
We consider a parametric modelling approach for survival data where covariates are allowed to enter the model through multiple distributional parameters, i.e., scale and shape. This is in contrast with the standard convention of having a…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
This paper introduces a new four-parameter lifetime model called the Weibull Birnbaum-Saunders distribution. This new distribution represents a more flexible model for the lifetime data. Its failure rate function can be increasing,…
Will the United Kingdom's ageing population be fit and independent, or suffer from greater chronic ill health? Healthy life expectancy is commonly used to assess this: it is an estimate of how many years are lived in good health over the…
In this paper, we studied the stochastic ordering behavior of series as well as parallel systems' lifetimes comprising dependent and heterogeneous components, experiencing random shocks, and exhibiting distinct dependency structures. We…