Results 101 to 110 of about 44,033 (313)
Quarterly Journal of the Royal Meteorological Society, EarlyView.The dual graph neural network (dualGNN), trained with a composite loss combining the energy score (ES) and variogram score (VS), consistently outperformed models optimized solely for ES or the continuous ranked probability score in the multivariate setting, as well as empirical copula approaches.
Mária Lakatos
wiley +1 more source
Research on the insurance of swimming crab temperature and salinity index insurance based on Copula function. [PDF]
PLoS One, 2022 Shi X +7 more
europepmc +1 more source
Identifiability and estimation of the sign of a covariate effect in the competing risks model. [PDF]
It is well known that the competing risks model is identified if the dependence structure between risks (the copula function) is known or assumed. Special cases include independence of risks or independent censoring.
Ralf A. Wilke, Simon M.S. Lo
core
Student copula method in rainfall distribution [PDF]
, 2015 Copulas are tools for modelling dependence of several random variables. The term copula was first used in the work of Sklar (1959) and is derived from the latin word copulare, to connect or to join.
Sahrin, Sharainie, Yusof, Fadhilah
core
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
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
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach [PDF]
In the present study we assess the dependency structure between stock indexes by econometrically estimating the empirical copula function and the parameters of various parametric copula functions.
Necula, Ciprian
core
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
Projection Estimates of Constrained Functional Parameters [PDF]
AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;estimation;convex function;extreme value copula;Pickands dependence function;projection;shape constraint;support function;tangent ...
Fils-Villetard, A. +2 more
core +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