Results 71 to 80 of about 41,008 (203)
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
A Collection of New Trigonometric- and Hyperbolic-FGM-Type Copulas
AppliedMath, 2023 Copula analysis was created to explain the dependence of two or more quantitative variables. Due to the need for in-depth data analysis involving complex variable relationships, there is always a need for new copula models with original features.
Christophe Chesneau
doaj +1 more source
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
Hydrology Research, 2019 Hydrological drought forecasting is considered a key component in water resources risk management. As sustained meteorological drought may lead to hydrological drought over time, it is conceptually feasible to capitalize on the dependency between the ...
Majid Dehghani, B. Saghafian, M. Zargar
semanticscholar +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
Theoretical Validation of New Two-Dimensional One-Variable-Power Copulas
Axioms, 2023 One of the most effective ways to illustrate the relationship between two quantitative variables is to describe the corresponding two-dimensional copula.
Christophe Chesneau
doaj +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
ON GENERATING MULTIVARIATE SAMPLES WITH ARCHIMEDEAN COPULAS
Acta Universitatis Lodziensis. Folia Oeconomica, 2014 Archimedean copulas are one of the most known classes of copulas. They allow modeling the dependencies between variables with small number of parameters.
Jacek Stelmach
doaj
Algorithms, 2020 In this paper, we develop a novel computation model of Intuitionistic Fuzzy Values with the usage of fuzzy negations and Archimedean copulas. This novel computation model’s structure is based on the extension of the existing operations of intuitionistic ...
Stylianos Giakoumakis +1 more
doaj +1 more source
Probabilistic modelling of the dependence between rainfed crops and drought hazard [PDF]
Natural Hazards and Earth System Sciences, 2019 Extreme weather events, such as droughts, have been increasingly affecting the agricultural sector, causing several socio-economic consequences. The growing economy requires improved assessments of drought-related impacts in agriculture, particularly ...
A. F. S. Ribeiro +5 more
doaj +1 more source