Results 31 to 40 of about 2,718,811 (196)
Simultaneous Analysis of Monthly Water Consumption, Air Temperature and Water Supply Network Pressure Using Copula Functions, Case Study: Zone No. One of Isfahan City [PDF]
علوم و مهندسی آب و فاضلاب, 2023 Analysis and control of water consumption in water supply and distribution networks is important issues, given the country's climatic conditions and the fact that they can be of great help to designers and managers of water resources.
Mohammadhossein Keykhosravi +3 more
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Analyzing the duration frequency and severity of drought using copula function in the Yazd city
Journal of Water and Climate Change, 2022 Duration and severity are the two main variables used in drought analysis. The copula functions are appropriate for multivariate drought analysis, as it lacks the limitations of the classical multivariate distribution function.
Mehrtash EskandariPour +1 more
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Bivariate copulas on the exponentially weighted moving average control chart [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2016 This paper proposes four types of copulas on the Exponentially Weighted Moving Average (EWMA) control chart when observations are from an exponential distribution using a Monte Carlo simulation approach. The performance of the control chart is based on
Sasigarn Kuvattana +3 more
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Ekoist Journal of Econometrics and Statistics, 2023 In this study, compensation payments for Turkish motor vehicles’ compulsory third-party liability insurance between 2018 and 2022 are modeled from a comparative perspective using regression-based and copula-based multivariate statistical methods.
Övgücan Karadağ Erdemir
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Functional treatment of asymmetric copulas
, 2019 The concept of asymmetric copulas is revisited and is made more precise. We give a rigorous topological argument for opportunity to define asymmetry measures defined recently by K.F Siburg [6] through exhibiting at least three ordered classes of copulas according to a suitable equivalence relation. We define a process of ordering subcopulas which makes
Sani, A., Karbil, L.
openaire +3 more sources
Bayesian Nonparametric Inference for a Multivariate Copula Function [PDF]
, 2014 The paper presents a general Bayesian nonparametric approach for estimating a high dimensional copula. We first introduce the skew-normal copula, which we then extend to an infinite mixture model.
Wu, Juan, Wang, Xue, Walker, Stephen G.
core +1 more source
Estimation of Copula Density Using the Wavelet Transform
مجلة بغداد للعلومThis paper proposes a new method to estimate the copula density function using wavelet decomposition as a nonparametric method, to obtain more accurate results and address the issue of boundary effects that nonparametric estimation methods suffer from ...
Fatimah Hashim Falhi +1 more
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The application of the hybrid copula-GARCH approach in the simulation of extreme discharge values
Applied Water Science, 2022 Statistical analysis and simulation of annual maximum discharge values, while considering the corresponding maximum daily rainfall, provide a comprehensive view of flood management.
Mohammad Nazeri Tahroudi +2 more
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A method of moments to estimate bivariate survival functions: the copula approach
Statistica, 2013 In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis.
Silvia Angela Osmetti +1 more
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Mathematics, 2021 For multidimensional dependent cases with incomplete probability information of random variables, global sensitivity analysis (GSA) theory is not yet mature.
Zhiwei Bai +4 more
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