Results 61 to 70 of about 1,417 (201)

Comparison of Different Methods for the Meta‐Analysis of Diagnostic Test Accuracy Studies—A Simulation Study

Biometrical Journal, Volume 68, Issue 4, August 2026.
ABSTRACT Meta‐analysis of diagnostic test accuracy studies aggregates information from multiple studies on sensitivity and specificity. Classical approaches select a single pair of sensitivity and specificity per study (single threshold methods, STM), ignoring additional information if studies report results on multiple diagnostic thresholds. Recently,
Ferdinand V. Stoye, Olaf Raths, Alexander Hapfelmeier, Alexey Fomenko, Oliver Kuss, Annika Hoyer   +5 more
wiley   +1 more source

Exploring Multivariate Copula Models and Fuzzy Interest Rates in Assessing Family Annuity Products

JTAM (Jurnal Teori dan Aplikasi Matematika)
This research explores the development of a reversionary annuity product transformed into a family annuity covering three individuals: husband, wife, and children.
Kurnia Novita Sari, Ady Febrisutisyanto, Randi Deautama, Nursiti Azirah, Pida Mahani   +4 more
doaj   +1 more source

Testing the homogeneity of proportions for correlated bilateral data via the Clayton copula

Communications in Statistics - Simulation and Computation
Handling highly dependent data is crucial in clinical trials, particularly in fields related to ophthalmology. Incorrectly specifying the dependency structure can lead to biased inferences. Traditionally, models rely on three fixed dependence structures, which lack flexibility and interpretation.
Liang, Shuyi, Emura, Takeshi, Ma, Chang-Xing, Xin, Yijing, Huang, Xin-Wei   +4 more
openaire   +2 more sources

Grasping Hydrological Droughts in Highly Hydropower Regulated Alpine Watersheds

Water Resources Research, Volume 62, Issue 7, July 2026.
Abstract Hydrological droughts in Alpine regions are increasingly shaped by human regulation, with hydropower operations playing a central role in modifying their statistical characteristics. This study examines how the representation of hydropower systems in hydrological models influences the identification and statistical characterization of drought.
Diego Avesani, Carlo De Michele, Anna Paola Lonardi, Andrea Galletti, Bruno Majone   +4 more
wiley   +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

A flexible Clayton-like spatial copula with application to bounded support data

Journal of Multivariate Analysis
The Gaussian copula is a powerful tool that has been widely used to model spatial and/or temporal correlated data with arbitrary marginal distributions. However, this kind of model can potentially be too restrictive since it expresses a reflection symmetric dependence.
Moreno Bevilacqua, Eloy Alvarado, Christian Caamaño-Carrillo   +2 more
openaire   +3 more sources

Assessing Basis Risk in Margin Insurance for Beef Cattle Farming in Brazil

Agricultural Economics, Volume 57, Issue 4, July 2026.
ABSTRACT Price volatility in agricultural markets directly affects the financial viability of rural producers, particularly in sectors characterized by narrow profit margins and long production cycles, such as beef cattle production. Futures contracts and agricultural insurance are commonly used to mitigate this risk; however, both instruments are ...
Beatriz Salandin Dal Pozzo, Vitor Augusto Ozaki   +1 more
wiley   +1 more source

Teknik Mengkonstruksi Distribusi Bivariat Copula Clayton pada Data Marginal Diskrit dengan Implikasi Kebergantungan [PDF]

, 2020
Data memiliki peranan yang sangat penting dalam berbagai aspek kehidupan. Ketika memiliki dua jenis data, maka hal menarik yang diketahui dalah peluang kedua jenis data tersebut dapat terjadi secara serentak/bersamaan.
Febrianti, Werry, Fitriawati, Andi, -, Amris, Bustan, Ariestha Widyastuty   +3 more
core  

Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio

Jurnal Fourier, 2018
Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
doaj   +1 more source

Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [PDF]

Iranian Journal of Finance, 1999
Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as historical simulation, the variance-covariance and the Monte Carlo approaches. This work presents portfolio VaR using an approach
Ghodratollah Emamverdi
doaj   +1 more source