Results 61 to 70 of about 153,166 (217)

A streaming algorithm for bivariate empirical copulas [PDF]

open access: yesComputational Statistics & Data Analysis, 2019
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.
openaire   +3 more sources

Generación de tiempos de falla dependientes Weibull bivariados usando cópulas Generation of Weibull Bivariate Dependent Failure Times Using Copulas

open access: yesRevista Colombiana de Estadística, 2008
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

open access: yesClimate Resilience and Sustainability, Volume 5, Issue 2, December 2026.
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

open access: yesJSIAM Letters, 2011
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
openaire   +2 more sources

Statistical Monitoring of Multivariate Count Data From Real‐Time Particle Counters

open access: yesQuality and Reliability Engineering International, Volume 42, Issue 8, Page 4765-4809, December 2026.
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.

open access: yes, 2022
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

open access: yesJournal of Multivariate Analysis, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Di Bernardino, Elena   +2 more
openaire   +5 more sources

Synchronous-Asynchronous Encounter Probability Analysis of High-Low Runoff for Jinsha River, China, using Copulas*

open access: yesMATEC Web of Conferences, 2018
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

open access: yesStatistica, 2013
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
doaj   +1 more source

Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index

open access: yesStat, Volume 15, Issue 4, December 2026.
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

Home - About - Disclaimer - Privacy