Results 41 to 50 of about 18,813 (205)

Simulation of the occurrence of drought events via copulas

RBRH, 2020
This study presents a method based on Archimedean and Gaussian copulas to simulate the occurrence of hydrological droughts. The droughts were characterized by theory of runs for four threshold levels and six univariate probability distributions were ...
Rogério de Almeida, Paulo Sérgio Franco Barbosa   +1 more
doaj   +1 more source

Vine copula knockoffs for variable selection in gene expression studies

Canadian Journal of Statistics, EarlyView.
Abstract Identifying clinical and genetic markers is essential for stratifying cancer patients by survival outcomes and guiding personalized treatment strategies. However, gene expression studies often involve high‐dimensional predictors with mixed data types and complex dependence, which complicates reliable variable selection.
José Ulises Márquez Urbina, Alejandro Román Vásquez, Graciela González Farías, Gabriel Escarela   +3 more
wiley   +1 more source

On Truncation Invariant Copulas and their Estimation

Dependence Modeling, 2017
The paper deals with the family of irreducible left truncation invariant bivariate copulas, which admit a nontrivial lower tail dependence function. Such copulas, similarly as the Archimedean ones, are characterized by a functional parameter, a generator
Jaworski Piotr
doaj   +1 more source

A New Family of Archimedean Copulas: The Half-Logistic Family of Copulas

Mathematics, 2023
In this research, we introduce a truncation of the half-logistic distribution function as a multiplicative Archimedean generator. The corresponding Archimedean copula is obtained, namely the half-logistic family.
Abdulhamid A. Alzaid, Weaam M. Alhadlaq
doaj   +1 more source

Spatial and Temporal Patterns of Extreme Hourly Rainfall in the Hawaiian Islands

International Journal of Climatology, EarlyView.
The extreme rainfall trends in Hawaiʻi were revealed by hourly rainfall data: Across islands, Kauaʻi and Hawaiʻi Island had larger events at a return period. Annual maximum series of 15 gauges showed significant positive trends. While extreme rainfall trends show increases or decreases regionally, the trends varied with rainfall duration.
Maxime Gayte, Yu‐Fen Huang, Yinphan Tsang, Pao‐Shin Chu, Thomas W. Giambelluca, Hanpei Zhang   +5 more
wiley   +1 more source

Compound Meteorological and Hydrological Hot‐Dry and Hot‐Wet Extremes Over Global Land Areas: Spatiotemporal Changes, Attribution, and Drivers

International Journal of Climatology, EarlyView.
The changes in joint return period of compound meteorological hot‐dry (CMHHE) and hot‐wet (CMHWE) and compound hydrological hot‐dry (CHHDE) and hot‐wet (CHHWE) extremes were attributed to changes in associated univariate extremes and their dependence.
Ruting Yang, Silong Zhang, Xiongpeng Tang, Chao Gao, Haibin Zhang, Xin Yin, Yanli Liu   +6 more
wiley   +1 more source

Archimedean Copulas: A Useful Approach in Biomedical Data—A Review with an Application in Pediatrics

Stats
Many applications in health research involve the analysis of multivariate distributions of random variables. In this paper, we review the basic theory of copulas to illustrate their advantages in deriving a joint distribution from given marginal ...
Giulia Risca, Stefania Galimberti, Paola Rebora, Alessandro Cattoni, Maria Grazia Valsecchi, Giulia Capitoli   +5 more
doaj   +1 more source

Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape

European Financial Management, EarlyView.
ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai, Manolis G. Kavussanos, Stergiani Moysiadou   +2 more
wiley   +1 more source

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

Dependence Modeling, 2018
The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
doaj   +1 more source

Hyperbolic and Trigonometric Generators of Archimedean Copulas: Characteristics and Performance [PDF]

Sahand Communications in Mathematical Analysis
In this paper, hyperbolic and trigonometric functions, based on cosecant and cotangent as generator function for the family of Archimedean copula, are proposed. For these families, the dependence characteristics are compared.
Amirmasoud Kazemirad, Leila Golshani, Vadood Najjari, Mohsen Kokabinezhad   +3 more
doaj   +1 more source