Results 61 to 70 of about 153,166 (217)
A streaming algorithm for bivariate empirical copulas [PDF]
Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory efficient approximation to the empirical copula function of a bivariate stream of data.
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La distribución Weibull bivariada es muy importante en confiabilidad y en análisis de supervivencia. La dependencia para este tipo de problemas ha venido cobrando gran importancia en años recientes.
MARIO CÉSAR JARAMILLO +3 more
doaj
A Framework for Quantifying Diverse Multi‐Hazard Interactions to Enhance Climate Resilience
A generalized framework for quantifying multi‐hazard interactions is developed and applied across four European regions. The framework captures regional hazard dependencies and joint probabilities, with methods tailored to different temporal scales. Results indicate increasing multi‐hazard event frequency under future climate scenarios, highlighting ...
Mohammed Sarfaraz Gani Adnan +13 more
wiley +1 more source
Evolution of bivariate copulas in discrete processes
Copulas provide a key ingredient in the field of quantitative risk management because of their flexibility upon investigating dependence relations among random variables. Except for several examples, however, copulas are mainly concerned with the static problems, not with the time-dependent situations. In this paper, on the other hand, we deal with the
Yoshizawa, Yasukazu, Ishimura, Naoyuki
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Statistical Monitoring of Multivariate Count Data From Real‐Time Particle Counters
ABSTRACT In the pharmaceutical industry, production environments are monitored for bacterial contamination. Particle counters are increasingly investigated for real‐time monitoring of viable microorganisms using count data for different particle size intervals.
Mona Emampour +2 more
wiley +1 more source
Hyper-parameters of the bivariate Copula-GP model.
Hyper-parameters of the bivariate Copula-GP model.
Nathalie Rochefort (12015603) +4 more
core +1 more source
Estimating a bivariate tail: A copula based approach
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Di Bernardino, Elena +2 more
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Synchronous-asynchronous encounter probability analysis of high-low runoff, which requires a description of the probabilistic properties of hydrological variables, is important in regional water resources management.
Jing CHEN, Shixiang GU, Tianli ZHANG
doaj +1 more source
A method of moments to estimate bivariate survival functions: the copula approach
In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis.
Silvia Angela Osmetti +1 more
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Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index
ABSTRACT This study develops a nonparametric conditional copula density estimator that features a parametric carrier copula refined by an exponential series adjustment. We adopt the local likelihood approach for conditional distribution estimation and incorporate the influence of covariates via kernel smoothing.
Michael Z. Wu, Lan Zhou
wiley +1 more source

