Results 71 to 80 of about 153,166 (217)
Stat, Volume 15, Issue 4, December 2026.ABSTRACT We show that the percentile–percentile (P–P) process constructed from an independent and identically distributed sample of pairs converges in distribution in L1[0,1]$$ {L}^1\left[0,1\right] $$ if and only if the associated P–P curve is absolutely continuous.
Brendan K. Beare, Tetsuya Kaji
wiley +1 more source
Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
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Inference Procedures for Copula-Based Models of Bivariate Dependence [PDF]
, 2021 In this thesis, we develop inference procedures for copula-based models of bivariate dependence. We first investigate the distribution of Kendall’s functions for joint survivors since Kendall’s functions are important for identifying Archimedean copula ...
LOUDEGUI DJIMDOU, Magloire
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A Copula-Based Scenario Generation Method for Renewable Wind Power Outputs of Two Wind Farms
EnergiesRenewable wind power output is characterized by strong randomness, volatility, and spatial dependence, which makes accurate two-adjacent wind farm scenario generation essential for stochastic dispatch and secure operation of power systems.
Rong Hu +5 more
doaj +1 more source
International Journal of Climatology, Volume 46, Issue 14, 30 November 2026.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 +6 more
wiley +1 more source
Pricing bivariate option under GARCH processes with time-varying copula [PDF]
This paper develops a method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. As the association between the underlying assets may vary over time, the dynamic copula with time-varying ...
Dominique Guegan, Jing Zhang
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Revista Colombiana de Estadística, 2008 The bivariate Weibull distribution is very important in both reliability and survival analysis. The dependence for these kind of problems has been gaining great importance in recent years.
Jaramillo Mario César +3 more
doaj
Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
Pan-American Journal of MathematicsThe Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
doaj +1 more source
Complex Versus Parsimonious Site‐Based Stochastic Ground Motion Models: Which One Is Better?
Earthquake Engineering &Structural Dynamics, Volume 55, Issue 14, Page 3714-3731, November 2026.ABSTRACT Stochastic ground motion models (GMMs) provide a probabilistic representation of seismic input and are increasingly important for uncertainty quantification (UQ) in earthquake engineering. This study focuses on site‐based stochastic GMMs, which learn the statistical features of selected datasets of seismic records and generate statistically ...
Maijia Su +2 more
wiley +1 more source
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market [PDF]
In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several
Antonio Alegre Escolano +1 more
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