Results 131 to 140 of about 19,478 (209)

HMM in dynamic HAC models [PDF]

Understanding the dynamics of high dimensional non-normal dependency structure is a challenging task. This research aims at attacking this problem by building up a hidden Markov model (HMM) for Hierarchical Archimedean Copulae (HAC), where the HAC ...
Wolfgang Karl Härdle, Weining Wang, Ostap Okhrin   +2 more
core  

Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]

Sci Rep
Oliveira MI, Cysneiros FJA, Barros M.
europepmc   +1 more source

Joint Risk Analysis of Extreme Rainfall and High Tide Level Based on Extreme Value Theory in Coastal Area. [PDF]

Int J Environ Res Public Health, 2023
Chen H, Xu Z, Chen J, Liu Y, Li P.
europepmc   +1 more source

A copula-based multivariate flood frequency analysis under climate change effects. [PDF]

Sci Rep
Khajehali M, Safavi HR, Nikoo MR, Najafi MR, Alizadeh-Sh R.   +4 more
europepmc   +1 more source

Application of the Joint Frailty Copula Model for Analyzing Time to Relapse and Time to Death of Women with Cervical Cancer. [PDF]

Int J Womens Health, 2023
Shewa Gari F, Fenta Biru T, Endale Gurmu S.   +2 more
europepmc   +1 more source

A copula based supervised filter for feature selection in machine learning driven diabetes risk prediction. [PDF]

Sci Rep
Aich A, Murshed MM, Hewage S, Mayeaux A.
europepmc   +1 more source

THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS [PDF]

The aim of this paper is to use copulas functions to capture the different structures of dependency when we deal with portfolios of dependent credit risks and a basket of credit derivatives.
Fathi Abid, Nader Naifar
core  

Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]

Ind Eng Chem Res
Johnn SN, Nikkhah H, Tsai ML, Avraamidou S, Beykal B, Charitopoulos VM.   +5 more
europepmc   +1 more source

Can crop yield risk be globally diversified? [PDF]

In 2007 and 2008 world food markets observed a significant price boom. Crop failures simultaneously occurring in some of the world’s major production regions have been quoted as one factor among others for the price boom.
Wei Xu, Martin Odening, Xiaoliang Liu
core  

Bayesian inference for dependent stress-strength reliability of series-parallel system based on copula. [PDF]

Sci Rep
Zhang L, Yan R, Wang J.
europepmc   +1 more source