Results 51 to 60 of about 749 (133)

Time-Varying Bivariate Modeling for Predicting Hydrometeorological Trends in Jakarta Using Rainfall and Air Temperature Data

Hydrology
Changes in rainfall patterns and irregular air temperature have become essential issues in analyzing hydrometeorological trends in Jakarta. This study aims to select the best copula of the stationary and non-stationary copula models and visualize and ...
Suci Nur Setyawati, Sri Nurdiati, I Wayan Mangku, Ionel Haidu, Mohamad Khoirun Najib   +4 more
doaj   +1 more source

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, Ranadeera G.M. Samanthi, Jungsywan H. Sepanski   +2 more
doaj   +1 more source

Lifetime Estimation of Blade Erosion Using Rain Erosion Test Data With Different Analysis Methods

Wind Energy, Volume 29, Issue 11, November 2026.
ABSTRACT Lifetime estimation regarding leading‐edge erosion of wind turbine blades involves a series of mathematical and statistical procedures, including regression fitting, tolerance interval formulation, and weathering modeling approaches. This work investigates the intermediate steps in the fatigue assessment process and the associated sources of ...
J. E. Simon, A. Bajpai, N. F.‐J. Johansen, Á. Hannesdóttir, C. B. Hasager   +4 more
wiley   +1 more source

Bivariate variable ranking for censored time‐to‐event data via Copula link based additive models

Statistica Neerlandica, Volume 80, Issue 4, November 2026.
Abstract In this article, we present a variable ranking approach based on a novel measure for selecting important variables in bivariate Copula Link‐Based Additive Models [30]. The proposal allows for identifying two sets of relevant covariates for the two time‐to‐events without neglecting the dependency structure that may exist between the two ...
Danilo Petti, Marcella Niglio, Marialuisa Restaino   +2 more
wiley   +1 more source

Calibration of Priors for Bayesian Model‐Based Dose‐Finding Trial Designs With Joint Outcomes

Statistics in Medicine, Volume 45, Issue 23-24, October 2026.
ABSTRACT The goal of dose‐finding oncology trials is to assess the safety of anti‐cancer treatments across multiple doses and to recommend dose(s) for subsequent trials. As patients' outcomes accrue, trialists dynamically recommend new doses for further investigation during the trial.
Emily Alger, Shing M. Lee, Ying Kuen K. Cheung, Christina Yap   +3 more
wiley   +1 more source

Contrasting Groundwater Response to Surface Water Shortages in the Upper and Lower Colorado River Basins

Water Resources Research, Volume 62, Issue 10, October 2026.
Abstract Groundwater plays a critical role in sustaining the water supply in the Colorado River Basin (CRB), a region experiencing persistent drought, population growth, and increasing water demand. Using GRACE/GRACE‐FO satellite observations combined with hydrological data sets, we analyze basin‐scale variations and long‐term trends in terrestrial and
E. O. Oyedele, S. Werth, G. Carlson
wiley   +1 more source

Crop Insurance Design and On‐Farm Risk Adaptation

Applied Economic Perspectives and Policy, Volume 48, Issue 4, Page 1244-1257, September 2026.
ABSTRACT The United States spends billions annually on crop insurance premium subsidies, yet the prevailing distance‐based guarantee design unintentionally rewards risk‐taking by linking subsidies to yield variability. We consider a simple redesign: define guarantees in terms of probability so that coverage reflects a consistent likelihood of indemnity.
Gerald Van Tassell, Alan P. Ker
wiley   +1 more source

Risk Assessment and Diagnosis Model for Real‐Time Flood Control Operation of a Multi‐Reservoir System

Land Degradation &Development, Volume 37, Issue 15, Page 10658-10671, September 2026.
ABSTRACT Real‐time flood control operation of multi‐reservoir systems is affected by multiple sources of hydrological and operational uncertainties, which increase the complexity of risk propagation and decision‐making processes. Therefore, effective risk assessment and diagnosis are essential for supporting risk‐informed flood control operation.
Juan Chen, Ruping Fu, Ruxia Deng, Jianjie Tong, Jun Zhang, Ping‐An Zhong   +5 more
wiley   +1 more source

Research on the dependence of shanghai real estate shares index and financial index based on Copula-GARCH models(基于Copula-GARCH模型的上证地产股与金融股的相关性研究)

Zhejiang Daxue xuebao. Lixue ban, 2013
利用Copula-GARCH模型，研究上证地产股指数和金融股指数收益率的相关性.利用边缘函数推断法(IFM)建立2个股指对数收益率的时间序列的GARCH(1，1)-t模型.对边缘分布概率积分变化后的2个服从均匀分布的序列，分别建立常相关的二元Copula模型，包括正态Copula函数、Clayton Copula函数、Gumbel Copula函数、t-Copula函数、SJC-Copula函数和时变相关的二元Copula模型 ...
LIUGui-mei(刘桂梅), ZHAOLi(赵丽)
doaj   +1 more source

COMPARISON ANALYSIS OF CLAYTON, GUMBEL, AND FRANK COPULA FOR MODELING THE DEPENDENCE BETWEEN BBCA CLOSING PRICE AND INDONESIA MACROECONOMIC FACTORS

Barekeng
PT. Bank Central Asia Tbk is a company in Indonesia with the biggest market capitalization. These advantages attract investors to buy PT. Bank Central Asia Tbk (BBCA) shares.
Noerul Hanin, Neva Satyahadewi, Evy Sulistianingsih   +2 more
doaj   +1 more source