Results 71 to 80 of about 5,414 (199)

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

open access: yesHydrology
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   +4 more
doaj   +1 more source

Extension of the asymptotic relative efficiency method to select the primary endpoint in a randomized clinical trial [PDF]

open access: yes, 2014
We extend the ARE method proposed in Gómez and Lagakos (2013) devised to decide which primary endpoint to choose when comparing two treatments in a randomized clinical trial.
Gómez Melis, Guadalupe   +1 more
core  

Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions

open access: yes, 2015
This paper studies convergence properties of multivariate distributions constructed by endowing empirical margins with a copula. This setting includes Latin Hypercube Sampling with dependence, also known as the Iman--Conover method.
Mainik, Georg
core   +1 more source

Market Insurance and Risk Pooling in U.S. Crop Insurance

open access: yesAgricultural Economics, Volume 57, Issue 2, March 2026.
ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan   +3 more
wiley   +1 more source

A mixed-copula-based integral method for reliability analysis of a novel multi-functional rescue end-effector

open access: yesAdvances in Mechanical Engineering, 2023
To improve the performance of a conventional rescue equipment, we designed a novel multi-functional rescue end-effector comprising a separation mechanism and a grasping mechanism.
Chunrong Wang   +3 more
doaj   +1 more source

ANALISIS CONDITIONAL VALUE AT RISK PORTOFOLIO SAHAM DENGAN COPULA CLAYTON

open access: yesEPSILON: JURNAL MATEMATIKA MURNI DAN TERAPAN (EPSILON: JOURNAL OF PURE AND APPLIED MATHEMATICS)
Conditional Value at Risk (CVaR) is known as a risk measurement tool to estimate losses in investing. Financial data tends not to be normally distributed so that the flexible Copula method can be used to analyze financial data without requiring the assumption of normality.
Sela Karlina   +2 more
openaire   +1 more source

Adaptive Seamless Phase II/III Randomization Test Considering Treatment Group Selection Based on Short–Term Binary Outcomes

open access: yesStatistics in Medicine, Volume 45, Issue 3-5, February 2026.
ABSTRACT Recently, adaptive seamless phase II/III designs (ASDs) have gained attention because they improve the efficiency of drug development. In an ASD, a phase II trial, which explores the dose–response relationships and identifies treatments for the phase III trial, is combined with a phase III trial, which aims to demonstrate the efficacy and ...
Funato Sato   +4 more
wiley   +1 more source

Flexibility Assessment in AC/DC Hybrid Distribution Networks via Spatiotemporal Source‐Load Scenario Generation

open access: yesIET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.
This study develops a spatiotemporal source‐load scenario generation framework using Copula‐Markov chains, R‐Vine Copulas and user behaviour models. A novel flexibility assessment framework quantifies supply‐demand imbalances, showing flexibility resources like demand response and VSC capacity shape system flexibility. ABSTRACT Global energy transition
Kang Yue   +5 more
wiley   +1 more source

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

open access: yesBarekeng
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   +2 more
doaj   +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)

open access: yesZhejiang 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

Home - About - Disclaimer - Privacy