Results 131 to 140 of about 4,696 (207)
Tail Risk Transmission in Agricultural and Energy Markets
Journal of Futures Markets, Volume 46, Issue 12, Page 1891-1911, December 2026.ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu +3 more
wiley +1 more source
General OOD detection via model-aware and subspace-aware variable priority. [PDF]
Knowl Inf SystLu M, Ishwaran H.
europepmc +1 more source
Statistical Monitoring of Multivariate Count Data From Real‐Time Particle Counters
Quality and Reliability Engineering International, Volume 42, Issue 8, Page 4765-4809, December 2026.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
Copulas for Covariate Simulation in Pharmacometrics. [PDF]
CPT Pharmacometrics Syst PharmacolGuo Y, Guo T, van Hasselt JGC, Zwep LB.
europepmc +1 more source
Not All Missing Data are Equal: Choosing the Right Imputation Method for Binary Datasets
Quality and Reliability Engineering International, Volume 42, Issue 8, Page 4661-4676, December 2026.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, Volume 42, Issue 8, Page 4995-5014, December 2026.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
H-Likelihood Approach on the Joint Frailty Model for Clustered Bivariate Survival Data. [PDF]
Biom JKwon J, Shih JH, Emura T, Ha ID.
europepmc +1 more source
Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index
Stat, Volume 15, Issue 4, December 2026.ABSTRACT This study develops a nonparametric conditional copula density estimator that features a parametric carrier copula refined by an exponential series adjustment. We adopt the local likelihood approach for conditional distribution estimation and incorporate the influence of covariates via kernel smoothing.
Michael Z. Wu, Lan Zhou
wiley +1 more source
A novel multivariate vine-copula-based drought index with application to high-elevation catchments. [PDF]
Environ Sci Pollut Res IntBadar Z +3 more
europepmc +1 more source
Stat, Volume 15, Issue 4, December 2026.ABSTRACT We show that the percentile–percentile (P–P) process constructed from an independent and identically distributed sample of pairs converges in distribution in L1[0,1]$$ {L}^1\left[0,1\right] $$ if and only if the associated P–P curve is absolutely continuous.
Brendan K. Beare, Tetsuya Kaji
wiley +1 more source