Results 71 to 80 of about 4,696 (207)

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  

Analysis of the effect of COVID‐19 on crude oil and agricultural commodity market relationships

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract This study examines the COVID‐19 pandemic's effect on relationships between crude oil and agricultural commodity markets. Using a Time‐Varying Parameter Vector Autoregressive model, we find strong volatility transmission, with Brent, WTI, corn, and soybean prices acting as net shock transmitters, while cotton and wheat are net receivers ...
Derick Adu, Darren Hudson, Khondoker Abdul Mottaleb   +2 more
wiley   +1 more source

Using Distribution Regression Difference‐in‐Differences to Evaluate the Effects of a Minimum Wage Introduction on the Distributions of Wages, Earnings, and Working Hours

Journal of Applied Econometrics, EarlyView.
ABSTRACT We estimate the causal effects of the introduction of the minimum wage in Germany on the distributions of hourly wages, monthly earnings, and hours worked, combining rich large‐scale data sources. We compare linear and non‐linear versions of distribution regression difference‐in‐differences (DR‐DiD) and also estimate bivariate DR‐DiD.
Martin Biewen, Bernd Fitzenberger, Marian Rümmele   +2 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

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

Calibration of medium‐range temperature ensemble forecasts dependent on the time horizon: An assessment

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, Oleksiy Boyko, Paolo Reggiani, Ezio Todini   +3 more
wiley   +1 more source

Entrepreneurial Orientation and Sustainable Enterprise Growth: The Role of Entrepreneurial Agility

Sustainable Development, EarlyView.
ABSTRACT This study examines the relationships among entrepreneurial orientation (EO), entrepreneurial agility (EA), and sustainable enterprise growth (SEG) in manufacturing SMEs in Ghana, drawing on Dynamic Capability Theory. A quantitative design was used, with data collected from registered SMEs across key industrial regions via simple random ...
Samuel Oduro Owusu, Mathew Thomas Gil, S. Sachin, Christian Donkor   +3 more
wiley   +1 more source

Reliability analysis of high-pile wharf and shore slope system considering parametric space variability

Shuili Shuiyun Gongcheng Xuebao
To 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, CUI Chunyi, XIONG Qi, ZHAO Min, YOU Zaijin, JI Zezhou   +5 more
doaj   +1 more source

Severity‐Based Reliability Assessment of Energy Communities

Safety Science and Technology, EarlyView.
We develop a severity‐based semi‐Markov framework that replaces binary generation‐demand adequacy with a time‐varying, multistate classification of renewable‐energy shortfalls. The method quantifies shortfall probability, magnitude, persistence, first‐passage time, and unsafe occupation, and derives a cyclo‐stationary severity law to support safety ...
Guglielmo D'Amico, Filippo Petroni, Salvatore Vergine   +2 more
wiley   +1 more source