Multivariate Distributions with Fixed Marginals and Correlations [PDF]
Consider the problem of drawing random variates (X 1, …, X n ) from a distribution where the marginal of each X i is specified, as well as the correlation between every pair X i and X
Huber, Mark, Marić, Nevena
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New bivariate and multivariate log-normal distributions as models for insurance data
The body of most multivariate financial data sets can be well modeled by log-normal distributions. Yet not many multivariate log-normal distributions are available in the literature.
Saralees Nadarajah, Jiahang Lyu
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Application of Nested Copulas for Flood Frequency Analysis (Case Study: Dez Basin, Iran) [PDF]
One of the hydrological phenomena with a very complex nature is the flood phenomenon, which causes a lot of damage if it occurs. In this study, the joint frequency analysis of flood characteristics at the Sepid Dasht-Zaz station in the Dez basin, Iran ...
Alireza Amirrezaeieh +2 more
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The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information
This research included the bayesian estimate for vector Autoregressive model with rank (p) in addition to statistical tests and predict Bayesian when the random error of model followed generalized multivariate modified Bessel distribution.
Haifaa Abdulgawwad Saeed +2 more
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Multivariate Escher Transformed Laplace Distribution and Its Generalization
This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed.
H Rimsha, Dais George
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The value of generalized linear mixed models for data analysis in the plant sciences
Modern data analysis typically involves the fitting of a statistical model to data, which includes estimating the model parameters and their precision (standard errors) and testing hypotheses based on the parameter estimates.
Laurence V. Madden, Peter S. Ojiambo
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In geotechnical practice, it is common to transform the measured parameters to the design ones. It is also known that the probabilistic transformation models provide an effective tool for predicting the actual range of the design parameters. The commonly-
LI Dian-qing 1, 2, LÜ Tian-jian 1, 2, TANG Xiao-song 1, 2
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Encounter Analysis between Strong Wind and Rainstorm of Reservoir Based on Copula Functions
The purpose of this study is to discuss the encounter problem between strong wind and rainstorm in the coastal reservoirs.The Dalongdong Reservoir,located in Taishan of Guangdong Province,was taken as a study case.The P-III,Gamma and GEV functions were ...
CAI Qilin +3 more
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The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution
AbstractUsing recent results concerning non-uniqueness of the center of the mix for completely mixable probability distributions, we obtain the following result: For each$$d\in {\mathbb {N}}$$ d ∈ N and each non-empty bounded Borel set $$B\
Komisarski, Andrzej +1 more
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Dual Auto-Encoder GAN-Based Anomaly Detection for Industrial Control System
As a core tool, anomaly detection based on a generative adversarial network (GAN) is showing its powerful potential in protecting the safe and stable operation of industrial control systems (ICS) under the Internet of Things (IoT).
Lei Chen +5 more
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