Results 71 to 80 of about 1,034 (200)

A bivariate return period based on copulas for hydrologic dam design: accounting for reservoir routing in risk estimation [PDF]

, 2013
A multivariate analysis on flood variables is needed to design some hydraulic structures like dams, as the complexity of the routing process in a reservoir requires a representation of the full hydrograph.
Garrote de Marcos, Luis, Mediero Orduña, Luis Jesús, Requena, A. I.   +2 more
core   +3 more sources

Analytical Bayesian Copula‐Based Uncertainty Quantification (A‐BASIC‐UQ) Using Data with Missing Values in Structural Health Monitoring

Structural Control and Health Monitoring, Volume 2024, Issue 1, 2024.
The presence of missing values is common in real‐world datasets, so modeling and uncertainty quantification (UQ) of incomplete datasets have gained increasing attention in various research areas, including structural health monitoring (SHM). However, modeling and UQ utilizing incomplete datasets are nontrivial tasks. On the other hand, prediction based
Ka-Veng Yuen, Zi-Tong Zhao, He-Qing Mu, Wei Shao, Hoon Sohn   +4 more
wiley   +1 more source

Inference and other aspects for q−Weibull distribution via generalized order statistics with applications to medical datasets

AIMS Mathematics
This work utilizes generalized order statistics (GOSs) to study the $ q $-Weibull distribution from several statistical perspectives. First, we explain how to obtain the maximum likelihood estimates (MLEs) and utilize Bayesian techniques to estimate the ...
M. Nagy, H. M. Barakat, M. A. Alawady , I. A. Husseiny, A. F. Alrasheedi , T. S. Taher, A. H. Mansi, M. O. Mohamed   +7 more
doaj   +1 more source

On a Perturbed Risk Model with Time‐Dependent Claim Sizes

Journal of Mathematics, Volume 2024, Issue 1, 2024.
We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter‐claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump‐diffusion process. Integro‐differential equations and Laplace transforms satisfied by the Gerber–Shiu functions are obtained.
Longfei Wei, Jia Hao, Shiyu Song, Zhenhua Bao, Antonio Di Crescenzo   +4 more
wiley   +1 more source

Weighted extropy measures in general Morgenstern family under k-record values with application to medical data

AIP Advances
In this paper, we study the marginal distribution of concomitants of k-record (KR) values from generalized Farlie–Gumbel–Morgenstern (GFGM) of bivariate distributions. In addition, the joint distribution of concomitants of KR for this family is obtained.
M. Nagy, Adel Fahad Alrasheedi
doaj   +1 more source

Sensitivity to prior independence via Farlie-Gumbel-Morgenstern model [PDF]

Statistical ...
Fernandez, C., Horra, J. de la
core   +1 more source

Indexes to Measure Dependence between Clinical Diagnostic Tests: A Comparative Study Indices para medir dependencia entre pruebas para diagn'ostico cl'inico: un estudio comparativo

Revista Colombiana de Estadística, 2011
In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
JOS'E RAFAEL TOVAR, JORGE ALBERTO ACHCAR
doaj  

Copula-Based Dependence Characterizations and Modeling for Time Series [PDF]

This paper develops a new unified approach to copula-based modeling and characterizations for time series and stochastic processes. We obtain complete characterizations of many time series dependence structures in terms of copulas corresponding to their ...
Rustam Ibragimov
core  

The survival regression model of competing risks for the family of Farlie–Gumbel–Morgenstern distributions

Lietuvos matematikos rinkinys, 2002
In this paper the trivariate survival regression model for FGM family of distributions is const­ructed with marginal left-truncated logistic distributions. Two methods (using survival and hazard functions in the first case, and distributional density and ` `conditional'' survival function in the se­cond case) are used when constructing likelihood ...
Audronė Jakaitienė, Danas Zuokas
openaire   +2 more sources

Uncertainty measures for concomitants of upper $ k $-record values based on the Huang-Kotz-Morgenstern type Ⅱ family

AIMS Mathematics
Statistical models involving bivariate data are among the most important areas of statistical theory. Concomitants of $ k $-record values (CKR) are key topics in statistical theory that have not been extensively studied by researchers.
G. M. Mansour, H. M. Barakat, M. A. Alawady, M. A. Abd Elgawad, H. N. Alqifari, T. S. Taher, A. H. Syam   +6 more
doaj   +1 more source