Results 81 to 90 of about 1,417 (201)

COBASE: A new copula‐based shuffling method for ensemble weather forecast postprocessing

Quarterly Journal of the Royal Meteorological Society, Volume 152, Issue 777, April 2026 Part B.
We propose COBASE, a novel copula‐based postprocessing methododology that combines the strengths of multivariate parametric correction with non‐parametric rank‐based approaches. We consider two case studies for multi‐site temperature in Austria and multi‐site temperature and dew‐point temperature in the Netherlands.
Maurits Flos, Bastien François, Irene Schicker, Kirien Whan, Elisa Perrone   +4 more
wiley   +1 more source

A New Bivariate Family of Distributions Based on the Clayton Archimedean Copula and Dagum Distribution

African Journal of Empirical Research
This study introduces a novel bivariate distribution combining the Clayton Archimedean copula and the Dagum distribution, addressing challenges in modeling complex dependencies, skewness, heavy tails, and multimodal distributions. The proposed NBCDagE distribution leverages the Clayton copula’s ability to capture asymmetric dependencies and the Dagum ...
Julius Kwaku Adu-Ntim, Akoto Yaw Omari-Sasu, Maxwell Akwasi Boateng, Isaac Adjei Mensah   +3 more
openaire   +4 more sources

Multivariate Tests for Comparing Lifetimes of Parallel Systems

Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1159-1171, April 2026.
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, Ahmed Maged, Maxim Finkelstein   +2 more
wiley   +1 more source

Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
core  

Copula Method for Specific Burr Distribution [PDF]

, 2015
Copula method is discovered to become a useful method to joint two distributions and is known as dependence functions. It is a multivariate distribution functions whose one-dimensional margins are uniform on the interval (0, 1).
Ismail, Nor Hidayah, Mohd. Khalid, Zarina, Nor Hidayah Binti Ismail, Zarina Binti Mohd Khalid   +3 more
core   +1 more source

ANALISIS CONDITIONAL VALUE AT RISK PORTOFOLIO SAHAM DENGAN COPULA CLAYTON

EPSILON: 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, Evy Sulistianingsih, Neva Satyahadewi   +2 more
openaire   +1 more source

Risk Times in Mission‐Oriented Systems

Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1380-1398, April 2026.
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, Jorge Navarro, Patricia Ortega‐Jiménez   +2 more
wiley   +1 more source

Anthropogenic Forcing Amplifies Concurrent Risk of Pluvial Pakistan–Hot Yangtze

Water Resources Research, Volume 62, Issue 4, April 2026.
Abstract During July–August 2022, Pakistan (PKT) experienced catastrophic flooding while the Yangtze River Basin (YRB) endured unprecedented heatwaves. While previous studies have examined the physical teleconnections, there remains a critical gap in quantifying the role of anthropogenic forcing in shaping such trans‐regional concurrent extremes. Here,
Xiao Li, Liping Zhang, Chen Hu, Gangsheng Wang, Lina Liu, Zhenyu Tang, Lixiang Zhao, Xiaodong Li, Jun Xia   +8 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

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core   +1 more source