Results 71 to 80 of about 32,199 (223)
Water Resources Research, Volume 62, Issue 5, May 2026.Abstract Drought indices represent essential tools for monitoring and evaluating drought conditions and evolution. Univariate indices employ the Probability Integral Transform to map data onto the standard Gaussian domain. Extending such a Gaussian normalization procedure to multivariate settings requires the usage of the Kendall distribution function ...
Carlo De Michele +3 more
wiley +1 more source
Hierarchical Archimedean Copulae: The HAC Package [PDF]
Journal of Statistical Software, 2014 This paper presents the R package HAC, which provides user friendly methods for dealing with hierarchical Archimedean copulae (HAC). Computationally efficient estimation procedures allow to recover the structure and the parameters of HAC from data. In addition, arbitrary HAC can be constructed to sample random vectors and to compute the values of the ...
Ostap Okhrin, Alexander Ristig
openaire +4 more sources
Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
Journal of Probability and Statistics, 2018 This study exploits the closure property of the converse convolution operator to come up with a hybrid Clayton-Frank Archimedean copula for two random variables.
Maxwell Akwasi Boateng +3 more
doaj +1 more source
COBASE: A new copula‐based shuffling method for ensemble weather forecast postprocessing
Quarterly Journal of the Royal Meteorological Society, Volume 152, Issue 777, April 2026 Part B.We propose COBASE, a novel copula‐based postprocessing methododology that combines the strengths of multivariate parametric correction with non‐parametric rank‐based approaches. We consider two case studies for multi‐site temperature in Austria and multi‐site temperature and dew‐point temperature in the Netherlands.
Maurits Flos +4 more
wiley +1 more source
Convergence of Archimedean Copulas [PDF]
Convergence of a sequence of bivariate Archimedean copulas to another Archimedean copula or to the comonotone copula is shown to be equivalent with convergence of the corresponding sequence of Kendall distribution functions.No extra differentiability ...
Charpentier, A., Segers, J.J.J.
core
Risk Times in Mission‐Oriented Systems
Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1380-1398, April 2026.ABSTRACT This article assesses risk times in mission‐oriented systems with high safety standards. We examine critical times under two safety policies. The first requires that the system's reliability function, known the first failure of the components, must exceed a reliability level throughout the mission.
Antonio Arriaza +2 more
wiley +1 more source
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]
Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core
On a Multivariate Extension for Copula-Based Conditional Value at Risk
Journal of Statistical Theory and Applications (JSTA)Copula-based Conditional Value at Risk ( $$\textrm{CCVaR}$$ ) is a real-valued tail risk measure for multivariate random vectors defined through conditioning on a copula level set.
Andres Mauricio Molina Barreto
doaj +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis, 2012 18 pages, 2 ...
Axel Bücher +2 more
openaire +3 more sources