Results 51 to 60 of about 288 (179)

Selection of copula model for inter-market dependence [PDF]

, 2012
We explore several copula models of the joint distribution of national stock indices including FGM and Gaussian copulas and representatives of the Archimedean family.
Gordeev, Vadim, Knyazev, Alexander, Shemyakin, Arkady   +2 more
core   +1 more source

Generalized FGM dependence: Geometrical representation and convex bounds on sums [PDF]

Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope.
Marceau, Etienne, Mutti, Alessandro, Cossette, Hélène, Semeraro, Patrizia   +3 more
core   +5 more sources

Searching for Universality of Turbulence in the Earth's Magnetosphere

Journal of Geophysical Research: Space Physics, Volume 130, Issue 10, October 2025.
Abstract Turbulence in space plasmas remains a fundamental challenge, and Earth's magnetosphere (MSP) offers a natural laboratory for its study. Using high‐resolution magnetic field data from the Magnetospheric Multiscale (MMS) mission, we extend a stochastic Markovian framework to analyze turbulence across 10 diverse magnetospheric regions, including ...
Dariusz Wójcik, Wiesław M. Macek
wiley   +1 more source

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, Hongsheng Dai, Fanlin Meng, Louis Aslett, Murray Pollock, Gareth O. Roberts   +5 more
wiley   +1 more source

Modeling car‐following behaviors using a driving style–based Bayesian model averaging Copula framework in mixed traffic flow

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, Yue Zhang, Yajie Zou, Yuanchang Xie, Yangyang Wang   +4 more
wiley   +1 more source

Decision Model of Transmission Capacity Based on Expected Quantile for Wind Farm

Taiyuan Ligong Daxue xuebao
Purposes The new energy generation represented by wind power is the most realistic strategic choice to achieve the goals of carbon peaking and carbon neutrality. To absorb renewable energy electricity in power grids, a new probabilistic evaluation method
Kader Mst Sharmin, HAN Xiaoqing, Mahmuudh Riyadzh, LI Tingjun   +3 more
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, Antonio Di Crescenzo, Franco Pellerey   +2 more
wiley   +1 more source

A bivariate Birnbaum-Sanders regression model based on FGM copula [PDF]

, 2018
Orientadores: Filidor Edilfonso Vilca Labra, Camila Borelli ZellerDissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação CientíficaResumo: Birnbaum e Saunders (1969 a,b) propuseram a conhecida ...
Corder, Victor de Andrade, 1989-
core  

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, Xingxiu Yu, Zhenwei Li, Shilei Peng, Xianli Xu   +4 more
wiley   +1 more source

An Alternative Type II Claims Pareto Model for Reliability and Bimodal Risk Analysis: Copulas, Properties, Mathematical Modeling, and Actuarial Case Study

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, Haitham M. Yousof, M. A. Abdelkawy, M. A. Abd Elgawad, Abdisalam Hassan Muse, Mohamed G. Khalil, Pramita Mishra   +6 more
wiley   +1 more source