Results 81 to 90 of about 178,829 (130)

Method to choose a archimedean copula optimal

, 2012
Actualmente las Cópulas son una herramienta muy fuerte para el modelamiento de datos en los que la dependencia entre variables aleatorias es importante y el supuesto de normalidad no se tiene.
Moreno Chavarro, Diana Carolina
core  

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]

World economies, and especially European ones, have become strongly interconnected in the last decades and a joint modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a rich ...
Dean Fantazzini, Alessandro Carta, Mario A. Maggi, Carluccio Bianchi, Maria Elena De Giuli   +4 more
core  

Reliability Modeling of Wind Turbine Gearbox System Considering Failure Correlation Under Shock-Degradation. [PDF]

Sensors (Basel)
Liu X, Wu Z, Yuan Y, Sun W, Gao J.
europepmc   +1 more source

Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach [PDF]

As agriculture becomes more industrialized, the role of risk measures such as value-at-risk (VaR) will become more utilized. In this case it was applied to geographical diversification and also modifying the traditional VaR estimation by incorporating a ...
Larsen, Ryan A., Vedenov, Dmitry V., Leatham, David J.   +2 more
core  

A copula-based multivariate flood frequency analysis under climate change effects. [PDF]

Sci Rep
Khajehali M, Safavi HR, Nikoo MR, Najafi MR, Alizadeh-Sh R.   +4 more
europepmc   +1 more source

Rank-based methods for modeling dependence between loss triangles. [PDF]

Eur Actuar J, 2016
Côté MP, Genest C, Abdallah A.
europepmc   +1 more source

[Formula: see text]-optimality in copula models. [PDF]

Stat Methods Appt, 2017
Perrone E, Rappold A, Müller WG.
europepmc   +1 more source

Joint meta-analysis of two diagnostic tests accounting for within and between studies dependence. [PDF]

Stat Methods Med Res
Nikoloulopoulos AK.
europepmc   +1 more source

A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution. [PDF]

Wiley Interdiscip Rev Comput Stat, 2017
Inouye D, Yang E, Allen G, Ravikumar P.
europepmc   +1 more source

Value at Risk Computation in a Non-Stationary Setting [PDF]

This chapter recalls the main tools useful to compute Value at Risk associated with a m-dimensional portfolio. Then, the limitations of the use of these tools is explained, as soon as non-stationarities are observed in time series.
Dominique Guegan
core