Results 51 to 60 of about 2,718,811 (196)

Correlation and distribution model for nonlinear strength parameters of rockfill based on Copula function

open access: yesYantu gongcheng xuebao, 2020
The uncertainty and correlation of nonlinear strength parameters of rockfill are the key factors affecting the stability reliability analysis results of rockfill dam slopes.
KONG Xian-jing 1, 2, SONG Lai-fu 1, XU Bin 1, 2, ZOU De-gao 1, 2
doaj   +1 more source

Copulas for Stochastic Volatility Models

open access: yesMathematics
In this article, a Fokker–Planck equation framework for the copula density associated with a two-dimensional stochastic differential equations system is developed.
Mauricio Contreras González   +2 more
doaj   +1 more source

Tail Dependence in Financial Markets: A Dynamic Copula Approach

open access: yesRisks, 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
doaj   +1 more source

Assessment of Climate Change Impacts on Drought Characteristics and Trivariate Return Period Risks in Western Iran [PDF]

open access: yesاکوهیدرولوژی
Objective: 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
doaj   +1 more source

Modeling and Simulating Rainfall and Temperature Using Rotated Bivariate Copulas

open access: yesHydrology, 2023
Climate change is a significant environmental challenge that affects water resources, agriculture, health, and other aspects of human life. Bivariate modeling is a statistical method used to analyze the relationship between variables such as rainfall and
Giovanni De Luca, Giorgia Rivieccio
doaj   +1 more source

Performance of Archimedean copula functions in annual flood estimation, Case study: Qarah-Soo Watershed [PDF]

open access: yesمخاطرات محیط طبیعی, 2017
Flood is known as one of the most devastating natural hazards which cause great damages to human societies, municipal, industrial and agricultural centers. Flood estimation in confluence points of rivers– for being the location for many infrastructures –
Sanaz Zeraati, Mohammad Zounemat-Kermani
doaj   +1 more source

On three-parameter Grubbs copula-function

open access: yesIzvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

RELIABILITY ANALYSIS OF FAILURE RELATED MECHANICAL PARTS BASED ON VINE COPULA MODEL

open access: yesJixie 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
doaj  

Transformation methods from semi-three-way decision spaces to three-way decision spaces based on copula functions and their applications

open access: yesNantong Daxue xuebao. Ziran kexue ban
In 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
doaj   +1 more source

Research on Revenue Insurance Premium Ratemaking of Jujube Based on Copula-Stochastic Optimization Model

open access: yesJournal 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
doaj   +1 more source

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