Copula-Based Regression with Mixed Covariates von Aldahmani, Saeed, Kortbi, Othmane, Mesfioui, Mhamed

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Renyi Entropy of the Residual Lifetime of a Reliability System at the System Level von Mesfioui, Mhamed, Kayid, Mohamed, Shrahili, Mansour

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On the Ratio-Type Family of Copulas von El Ktaibi, Farid, Bentoumi, Rachid, Mesfioui, Mhamed

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Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors von Mesfioui, Mhamed, Trufin, Julien

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A New Family of Bivariate Exponential Distributions with Negative Dependence Based on Counter-Monotonic Shock Method von Bentoumi, Rachid, El Ktaibi, Farid, Mesfioui, Mhamed

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Stochastic inequalities involving past extropy of order statistics and past extropy of record values von Shrahili, Mansour, Kayid, Mohamed, Mesfioui, Mhamed

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Residual Probability Function for Dependent Lifetimes von Mesfioui, Mhamed, Kayid, Mohamed

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Relative Orderings of Modified Proportional Hazard Rate and Modified Proportional Reversed Hazard Rate Models von Shrahili, Mansour, Kayid, Mohamed, Mesfioui, Mhamed

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Multivariate Extension of Raftery Copula von Saali, Tariq, Mesfioui, Mhamed, Shabri, Ani

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A Copula-Based Attack Prediction Model for Vehicle-to-Grid Networks von Nonvignon, Toffa Zidane, Boucif, Amar Bensaber, Mhamed, Mesfioui

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Bivariate Copulas Based on Counter-Monotonic Shock Method von El Ktaibi, Farid El, Bentoumi, Rachid, Sottocornola, Nicola, Mesfioui, Mhamed

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A New Extension of Weibull Distribution with Application to Lifetime Data von Dey, Sanku, Sharma, Vikas Kumar, Mesfioui, Mhamed

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Relative stochastic comparisons of additive frailty models von Kayid, Mohamed, Izadkhah, Salman, Mesfioui, Mhamed

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Multivariate TVaR-based risk decomposition for vector-valued portfolios von Mailhot, Mélina, Mesfioui, Mhamed

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Dependence measure for length-biased survival data using copulas von Bentoumi, Rachid, Mesfioui, Mhamed, Alvo, Mayer

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On the asymptotic covariance of the multivariate empirical copula process von Genest, Christian, Mesfioui, Mhamed, Nešlehová, Johanna G.

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Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance von Mesfioui, Mhamed, Trufin, Julien

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Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance von Mesfioui, Mhamed, Trufin, Julien

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A multivariate Poisson model based on comonotonic shocks von Schulz, Juliana, Genest, Christian, Mesfioui, Mhamed

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Bounds on Spearman’s rho when at least one random variable is discrete von Mesfioui, Mhamed, Trufin, Julien, Zuyderhoff, Pierre

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