Results 91 to 100 of about 32,012 (272)
Bayesian Model Selection of Regular Vine Copulas
Bayesian Analysis, 2017 Regular vine copulas can describe a wider array of dependency patterns than the multivariate Gaussian copula or the multivariate Student’s t copula.
Lutz F. Gruber, C. Czado
semanticscholar +1 more source
Aspectos biológicos de Anticarsia gemmatalis e Spodoptera frugiperda sob diferentes temperaturas na cultura da soja. [PDF]
, 2013 Este trabalho teve como objetivo avaliar o impacto de diferentes temperaturas sobre aspectos biológicos de A.
GOIS, M. S. +10 more
core
Multivariate Tests for Comparing Lifetimes of Parallel Systems
Quality and Reliability Engineering International, EarlyView.ABSTRACT Life testing of engineering systems with dependent components requires robust multivariate methods. Parametric approaches depend on restrictive assumptions, limiting their use in complex or unknown lifetime distribution settings. This study evaluates nonparametric methods for comparing parallel system lifetimes under minimal sample ...
Niladri Chakraborty +2 more
wiley +1 more source
Vine copulas structures modeling on Russian stock market
Discrete and Continuous Models and Applied Computational Science, 2019 Pair-copula constructions have proven to be a useful tool in statistical modeling, particularly in the field of finance. The copula-based approach can be used to choose a model that describes the dependence structure and marginal behaviour of the data in
Eugeny Yu. Shchetinin
doaj +1 more source
Quality and Reliability Engineering International, EarlyView.ABSTRACT The analysis of a system that deteriorates under imperfect maintenance is essential in reliability engineering. Imperfect maintenance does not fully restore a system to its original condition, leading to complex degradation patterns. Statistical inference techniques allow for precise estimation of degradation parameters, maintenance effects ...
Reza Ahmadi, Mitra Fouladirad
wiley +1 more source
Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Journal of Statistical Software, 2013 Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann +1 more
doaj
On Unit-Burr Distorted Copulas
AppliedMathThis paper introduces a new unit-Burr distortion function constructed via a transformation of the Burr random variable. The distortion can be applied to existing base copulas to create new copula families.
Fadal Abdullah A. Aldhufairi +1 more
doaj +1 more source
Risk Times in Mission‐Oriented Systems
Quality and Reliability Engineering International, EarlyView.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
Estocástica: finanzas y riesgo. Volumen 6, número 1 (enero-junio, 2016)- [PDF]
, 2016 1 archivo PDF (114 páginas). EFR61"En este número presentamos dos metodologías, con distintas aplicaciones y variantes, que son ampliamente usadas en el sistema financiero.
Henaine Abed, María G., presidenta +1 more
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Thunderbird International Business Review, EarlyView.ABSTRACT ESG‐driven buyer governance in global value chains compels emerging‐market suppliers to internalize new bundles of green and digital capabilities to remain competitive. This study examines how manufacturing firms in such contexts can orchestrate these capabilities under ESG pressure to achieve sustainable organizational performance.
Tipon Tanchangya +5 more
wiley +1 more source