Results 51 to 60 of about 34,600 (197)
Journal of Mathematics, 2021 During the process of jujube planting, there are not only natural risks caused by natural disasters but also market risks caused by price factors. In the study, firstly, wavelet analysis method was used to stabilize the jujube yield per unit area and the
Li-Mei Qi +6 more
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Tail Dependence in Financial Markets: A Dynamic Copula Approach
Risks, 2019 This article is concerned with the study of the tail correlation among equity indices by means of dynamic copula functions. The main idea is to consider the impact of the use of copula functions in the accuracy of the model’s parameters and in the ...
Federico Pasquale Cortese
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Assessment of Climate Change Impacts on Drought Characteristics and Trivariate Return Period Risks in Western Iran [PDF]
اکوهیدرولوژیObjective: This study investigates the impact of climate change on drought characteristics in western Iran by analyzing trends in drought intensity, duration, and magnitude.
Behnoush Farokhzadeh +2 more
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Continuous canonical correlation analysis [PDF]
, 2005 Given a bivariate distribution, the set of canonical correlations and functions is in general finite or countable. By using an inner product between two functions via an extension of the covariance, we find all the canonical correlations and functions
Caudras, C.M.
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Statistical Modeling of Spatial Extremes [PDF]
, 2012 The areal modeling of the extremes of a natural process such as rainfall or temperature is important in environmental statistics; for example, understanding extreme areal rainfall is crucial in flood protection.
Davison, A. C. +2 more
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Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [PDF]
Iranian Journal of Finance, 1999 Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as historical simulation, the variance-covariance and the Monte Carlo approaches. This work presents portfolio VaR using an approach
Ghodratollah Emamverdi
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Nantong Daxue xuebao. Ziran kexue banIn recent years, three-way decisions have achieved rapid development both in practical applications and theoretical research. In particular, as a distinctive and valuable extension of three-way decisions, three-way decision spaces have become one of the ...
WANG Yiding；QIAO Junsheng；LI Tengbiao；DING Weiping
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Modelling the joint distribution of competing risks survival times using copula functions [PDF]
, 2005 The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear ...
Dimitrova, D. S. +2 more
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RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL
Jixie qiangdu, 2019 Aiming at mechanical parts for multi-failure modes,the advantages of using Copula functions to describe correlations,a reliability modeling method for multi-failure mode related mechanical parts is proposed.
HU QiGuo, ZHOU Song
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Advances in Mechanical EngineeringIn order to accurately and quickly predict the failure probability of gears with multiple failure modes, a novel reliability analysis methodology based on the mixed Copula (MCopula) function model is proposed to deal with the complex correlation among ...
Xia ErDong +4 more
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