Results 31 to 40 of about 3,668 (232)
New Families of Bivariate Copulas via Unit Lomax Distortion
Risks, 2020 This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval.
Fadal Abdullah-A Aldhufairi +2 more
doaj +1 more source
A class of multivariate copulas based on products of bivariate copulas
Journal of Multivariate Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mazo, Gildas +2 more
openaire +4 more sources
Bivariate postprocessing of wind vectors
Quarterly Journal of the Royal Meteorological Society, EarlyView.We introduce three novel bivariate postprocessing approaches and analyze their performance for joint postprocessing of bivariate wind‐vector components in Germany. Bivariate vine‐copula‐based models, a bivariate gradient‐boosted version of ensemble model output statistics (EMOS), and a bivariate distributional regression network (DRN) are compared with
Ferdinand Buchner +3 more
wiley +1 more source
Intermediate clinical endpoints as surrogates for overall survival after salvage prostatectomy
BJU International, EarlyView.Objectives To evaluate biochemical recurrence‐free survival (BRFS) and metastasis‐free survival (MFS) as potential intermediate clinical endpoints (ICEs) for overall survival (OS) in patients undergoing salvage radical prostatectomy (sRP). Patients and Methods Evaluable patients were selected from a retrospective dataset, resulting in a cohort of 879 ...
Navid Roessler +22 more
wiley +1 more source
The bivariate K-finite normal mixture 'blanket' copula [PDF]
, 2022 There exist many bivariate parametric copulas to model bivariate data with different dependence features. We propose a new bivariate parametric copula family that cannot only handle various dependence patterns that appear in the existing parametric ...
Nikoloulopoulos, Aristidis K.
core +1 more source
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
Entropy, 2017 Copula functions have been extensively used to describe the joint behaviors of extreme hydrological events and to analyze hydrological risk. Advanced marginal distribution inference, for example, the maximum entropy theory, is particularly beneficial for
Aijun Guo +4 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 +2 more
wiley +1 more source
Copulas for statistical signal processing (Part I) : extensions and generalization
, 2014 Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng +4 more
core +1 more source
Bivariate Flood Frequency Analysis Using the Copula Archimedean Function (Gumbel–Hougaard) [PDF]
پژوهشهای آبخیزداری, 2020 Flood is a multivariate and complex phenomenon that has a random nature. In conventional methods of flood frequency analysis, only flood peak variable is important and it is assumed that the variable under consideration follows a particular parametric ...
Mohammad Reza Goodarzi +3 more
doaj +1 more source