Results 91 to 100 of about 5,166,535 (297)

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M., Akker, R. van den, Segers, J.J.J.   +2 more
core  

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

Remote Sensing for Irrigation Water Management—The State of the Art and Prospects for Near‐Future Operations

Irrigation and Drainage, EarlyView.
ABSTRACT A recent UN report describes many regions as facing ‘water bankruptcy,’ a condition in which available water resources can no longer meet existing demands. In practice, this means irrigation will likely bear the greatest burden of future water‐use reductions, a complicated and fraught decision to make given its critical role in food security ...
Wim G. M. Bastiaanssen, Chris Perry, Royce Dalby, Yasir Mohamed, Xueliang Cai, Poolad Karimi, IJsbrand de Jong, Pasquale Steduto, Marat Beksultanov, Christopher C. M. Neale, David Molden, Waqas Awan, Laarousi Mohamed, Jippe Hoogeveen, Jeff Davids, Nutchanart Sriwongsitanon, P. S. Rao, Roula Bachour, Palitha Bandara, Sophea Chhim, Richard Evans, Tom Lahad, D. Nagesh Kumar, Zakaria Adawy, Devendra Singh Bundela, Kawa Hakzi, Isaya Kisekka, Nicolas Puelma, Alejandro A. Pannunzio, Benjamin Koetz, Mukhiddin Ibragimov   +30 more
wiley   +1 more source

Testing the symmetry of a dependence structure with a characteristic function

Dependence Modeling, 2018
This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely ...
Bahraoui Tarik, Bouezmarni Taoufik, Quessy Jean-François   +2 more
doaj   +1 more source

Spatiotemporal Changes and Climate Driving Factors of Compound Precipitation‐Temperature Extreme Events Across Global Land Areas

International Journal of Climatology, EarlyView.
During the period 1901–2024, the dominant proportion of compound dry‐warm extremes in annual, June–July–August (JJA), and December–January–February (DJF) occurrences was the highest among the four types of compound precipitation and temperature extremes across global land areas, accounting for 40.1%, 50.3%, and 28.0%, respectively.
Ruting Yang, Silong Zhang, Xiongpeng Tang, Chao Gao, Haibin Zhang, Xin Yin, Yanli Liu   +6 more
wiley   +1 more source

Spatial and Temporal Patterns of Extreme Hourly Rainfall in the Hawaiian Islands

International Journal of Climatology, EarlyView.
The extreme rainfall trends in Hawaiʻi were revealed by hourly rainfall data: Across islands, Kauaʻi and Hawaiʻi Island had larger events at a return period. Annual maximum series of 15 gauges showed significant positive trends. While extreme rainfall trends show increases or decreases regionally, the trends varied with rainfall duration.
Maxime Gayte, Yu‐Fen Huang, Yinphan Tsang, Pao‐Shin Chu, Thomas W. Giambelluca, Hanpei Zhang   +5 more
wiley   +1 more source

Comparación entre riesgos competitivos vía el estimador cópula-gráfico Comparison between Competing Risks via the Copula-Graphic Estimator

Revista Colombiana de Estadística, 2011
En riesgos competitivos, el problema de identificabilidad asociado a la dependencia entre los modos de falla, se puede resolver utilizando el estimador cópula-gráfico que asume la forma de la cópula conocida.
SERGIO YÁÑEZ, HUGO BRANGO, MARIO C. JARAMILLO, CARLOS M. LOPERA   +3 more
doaj  

RESEARCH ON DYNAMIC SYSTEM RELIABILITY MODEL OF HIGH DIMENSIONAL COPULA FUNCTION

Jixie qiangdu, 2022
Aiming at the dynamic mechanical system with multiple failure correlation, the copula function is used to describe the correlation of failure modes among units, and a reliability model of dynamic mechanical system with multiple failure correlations is ...
FENG Jun, LIU Wei, TAN Long, LI Yi
doaj  

Compound Meteorological and Hydrological Hot‐Dry and Hot‐Wet Extremes Over Global Land Areas: Spatiotemporal Changes, Attribution, and Drivers

International Journal of Climatology, EarlyView.
The changes in joint return period of compound meteorological hot‐dry (CMHHE) and hot‐wet (CMHWE) and compound hydrological hot‐dry (CHHDE) and hot‐wet (CHHWE) extremes were attributed to changes in associated univariate extremes and their dependence.
Ruting Yang, Silong Zhang, Xiongpeng Tang, Chao Gao, Haibin Zhang, Xin Yin, Yanli Liu   +6 more
wiley   +1 more source

Extending the hyper‐logistic model to the random setting: New theoretical results with real‐world applications

Mathematical Methods in the Applied Sciences, EarlyView.
We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés, Ana Navarro‐Quiles, Sorina Madalina Sferle   +2 more
wiley   +1 more source