Results 101 to 110 of about 5,166,535 (297)
SYMMETRY AND COMPLEMENT FUNCTIONS OF A COPULA
Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics, 2002 Given a copula we target another copula and attempt to link themby using various two place functions.
SUNGUR ENGİN, A. +2 more
openaire +4 more sources
Enjoy the Joy of Copulas: With a Package copula [PDF]
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
core
Quarterly Journal of the Royal Meteorological Society, EarlyView.Numerical weather prediction output necessitates calibration, as weather model systems are unable to replicate the correct statistics of observations. Such processing is especially important when predicting extreme weather. Calibration methods function by learning from prediction inadequacies during a training phase and by exploiting this information ...
Dmitrij Japs +3 more
wiley +1 more source
Modelling cascading effects for systemic risk: Properties of the Freund copula
Dependence Modeling, 2019 We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
doaj +1 more source
High‐Dimensional Cumulative Sum Control Charts for Industrial Measurement Systems
Quality and Reliability Engineering International, EarlyView.ABSTRACT High dimensional sensing in modern factories and energy assets produces thousands of correlated signals. Detecting small process shifts is challenging because many classical multivariate charts lose power or become unstable. We present two cumulative sum procedures for two sample monitoring that remain effective when the number of variables is
Osama Alhadi +3 more
wiley +1 more source
Statistical Monitoring of Multivariate Count Data From Real‐Time Particle Counters
Quality and Reliability Engineering International, EarlyView.ABSTRACT In the pharmaceutical industry, production environments are monitored for bacterial contamination. Particle counters are increasingly investigated for real‐time monitoring of viable microorganisms using count data for different particle size intervals.
Mona Emampour +2 more
wiley +1 more source
Shuili Shuiyun Gongcheng XuebaoTo further develop structural reliability analysis methods for high-pile wharf and shore slope systems, this paper, based on the KL-Copula cross-correlated random field simulation method, comprehensively considers the influence of spatial variability of ...
CHEN Mingqiang +5 more
doaj +1 more source
A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models [PDF]
An elliptical copula model is a distribution function whose copula is that of an elliptical distri- bution. The tail dependence function in such a bivariate model has a parametric representation with two parameters: a tail parameter and a correlation ...
Krajina, A.
core
Not All Missing Data are Equal: Choosing the Right Imputation Method for Binary Datasets
Quality and Reliability Engineering International, EarlyView.ABSTRACT Missing binary predictors are common in reliability, quality control, and industrial decision systems, yet imputation methods are often chosen by convenience rather than evidence. We conduct a Monte Carlo study comparing mode substitution, sequential hot‐deck, missForest, MICE, and KNN with three neighbourhood sizes under MCAR, MAR, and MNAR ...
Manuel Delfino, Fabio Rapallo
wiley +1 more source
A Rank‐Based CUSUM Monitoring Scheme for Time Between Events and Amplitude Data
Quality and Reliability Engineering International, EarlyView.ABSTRACT Monitoring time between events and amplitude (TBEA) data is critical in many applications, particularly in manufacturing, reliability engineering, and service operations. Yet, most existing TBEA control charts focus on a single quality characteristic and are typically developed under restrictive distributional assumptions.
Muhammad Arslan +5 more
wiley +1 more source