Results 91 to 100 of about 89,782 (266)
Improved Frechet bounds and model-free pricing of multi-asset options
, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
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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
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
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
Multivariate Copula Models at Work: Outperforming the desert island copula? [PDF]
Since the pioneering work of Embrechts and co-authors in 1999, copula models enjoy steadily increasing popularity in finance. Whereas copulas are well-studied in the bivariate case, the higher-dimensional case still offers several open issues and it is ...
Fischer, Matthias J. +3 more
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International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT This article addresses the problem of quantifying the uncertainty in planning aircraft ground movement operations using towbarless robotic tractors taking into account the inherent uncertainties of the problem, specifically, the uncertainties in the weight of the aircraft and in the rolling resistance of the wheels of the main landing gear ...
Almudena Buelta +2 more
wiley +1 more source
Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
BOUEZMARNI, Taoufik +2 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
Dependence Modeling, 2018 The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
doaj +1 more source
Integrating Entropy and Copula Theories for Hydrologic Modeling and Analysis
Entropy, 2015 Entropy is a measure of uncertainty and has been commonly used for various applications, including probability inferences in hydrology. Copula has been widely used for constructing joint distributions to model the dependence structure of multivariate ...
Zengchao Hao, Vijay P. Singh
doaj +1 more source