Results 51 to 60 of about 925 (187)
Statistical disaggregation—A Monte Carlo approach for imputation under constraints
Scandinavian Journal of Statistics, Volume 52, Issue 3, Page 1376-1421, September 2025.Abstract Equality‐constrained models naturally arise in problems in which the measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting to instead sampling from the joint distribution by means of a Monte Carlo approach is also ...
Shenggang Hu +5 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, Volume 40, Issue 21, Page 3316-3332, 29 August 2025.Abstract As a fundamental driving behavior, the accurate modeling of car‐following (CF) dynamics is essential for improving traffic flow and advancing autonomous driving technologies. Due to the stochastic nature of CF behaviors, the CF model parameters often exhibit heterogeneity (multimodal trends), distribution uncertainty, and parameter ...
Shubo Wu +4 more
wiley +1 more source
Continuous Exchangeable Markov Chains, Idempotent and 1-Dependent Copulas
MathematicsNew copula families are constructed based on orthogonality in L2(0,1). Subclasses of idempotent copulas with square integrable densities are derived.
Martial Longla
doaj +1 more source
Mean Distances and Dependence Structures for Lifetimes of Systems With Shared Components
Applied Stochastic Models in Business and Industry, Volume 41, Issue 2, March/April 2025.ABSTRACT Distortion and copula functions represent powerful tools in the description of the reliability of some complex systems as functions of their components' reliability. On this aim, we study several pairs of reliability systems with one or more shared components, in the case when their lifetimes are independent and identically distributed or ...
Marco Capaldo +2 more
wiley +1 more source
Discussion on a new extension of the FGM copula with application in reliability
, 2022 A new extended Farlie-Gumbel-Morgenstern copula recently studied by Ebaid et al. [Comm. Statist. Theory Methods, (2020)] is reviewed. The reported admissible range for the copula parameter a is incorrect and some typos are also found in their paper. Corrections to the admissible range of the copula parameter a and typos are presented here.
Pathak, Ashok Kumar, Arshad, Mohd.
openaire +2 more sources
On a Class of Dual Risk Model with Dependence based on the FGM Copula [PDF]
International Journal of Information Engineering and Electronic Business, 2010 In this paper, we consider an extension to a dual model under a barrier strategy, in which the innovation sizes depend on the innovation time via the FGM copula. We first derive a renewal equation for the expected total discounted dividends until ruin.
Hua Dong, Zaiming Liu
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Innovative Journal of Mathematics (IJM), 2022 In this article, Inverse Paralogistic distribution based on Farlie-Gumbel-Morgenstern (FGM) copula is introduced. Derivations of exact distribution V = XY ,W = X/Y , and Z = X/(X + Y ) are obtained in closed form. Corresponding moment properties of these distributions are also derived. The expressions turn out to involve known special functions.
Marvin Pizon, Jayrold P. Arcede
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Joint Probability Analysis of the Rich‐Poor Runoff and Sediment Discharge in Karst Watersheds
Water Resources Research, Volume 61, Issue 1, January 2025.Abstract As one of the largest contiguous karst landscapes in the world, southwest China has experienced severe soil erosion because of its frequent climate extremes, special hydrogeology, shallow and discontinuous soil, steep topography, and inappropriate land use.
Jiayin Yao +4 more
wiley +1 more source
Extension of the asymptotic relative efficiency method to select the primary endpoint in a randomized clinical trial [PDF]
, 2014 We extend the ARE method proposed in Gómez and Lagakos (2013) devised to decide which primary endpoint to choose when comparing two treatments in a randomized clinical trial.
Gómez Melis, Guadalupe +1 more
core
Journal of Mathematics, Volume 2025, Issue 1, 2025.This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem +6 more
wiley +1 more source