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of 348
pro vyhledávání: '"bivariate copula model"'
Akademický článek
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Autor:
Jiyoung Sung, Boosik Kang
Publikováno v:
Hydrology, Vol 11, Iss 6, p 79 (2024)
A univariate analysis that relies solely on precipitation data in low flow frequency analysis is a technique to express meteorological drought, so it is limited to analyzing the characteristics of hydrological drought related to available water resou
Externí odkaz:
https://doaj.org/article/cac1bb6915e84a11b5f20209f572c25f
Autor:
Oakes, David, Ritz, John
Publikováno v:
Biometrika, 2000 Jun 01. 87(2), 345-352.
Externí odkaz:
https://www.jstor.org/stable/2673468
Akademický článek
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The competing risk is a special branch of medical research where several multiple events can happen. It can encompass the joint modelling approach for dengue epidemiology to model the relation of different destinations of the length of stay and plate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2659::000eedf8db572a6e9588134e8952df77
https://zenodo.org/record/6998406
https://zenodo.org/record/6998406
Publikováno v:
Calabrese, R & Osmetti, S A 2019, ' A new approach to measure systemic risk : A bivariate copula model for dependent censored data ', European Journal of Operational Research, vol. 279, no. 3, pp. 1053-1064 . https://doi.org/10.1016/j.ejor.2019.06.027
We propose a novel approach based on the Marshall–Olkin (MO) copula to estimate the impact of systematic and idiosyncratic components on cross-border systemic risk. To use the data on non-failed banks in the suggested method, we consider the time t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b35411df9e1aa3ba7cccbe1f8a21e588
http://hdl.handle.net/10807/143720
http://hdl.handle.net/10807/143720
Publikováno v:
Biometrika. 87:345-352
We consider a bivariate regression model in which the error structure is arbitrary, except for equality of its marginal distributions. Two simple but inefficient approaches to analysis are (i) to work with the differences between the two components o
Autor:
Oh, Rosy1 (AUTHOR), Ahn, Jae Youn2 (AUTHOR) jaeyahn@ewha.ac.kr, Lee, Woojoo3 (AUTHOR) lwj221@gmail.com
Publikováno v:
Scandinavian Actuarial Journal. Feb2021, Vol. 2021 Issue 1, p1-33. 33p.
Autor:
Bett, Nicholas1,2 (AUTHOR) nicholasbett@mu.ac.ke, Kasozi, Juma3 (AUTHOR), Ruturwa, Daniel4 (AUTHOR)
Publikováno v:
Risks. Feb2023, Vol. 11 Issue 2, p38. 18p.
Publikováno v:
Journal of Donghua University (Natural Science Edition); Oct2024, Vol. 50 Issue 5, p181-186, 6p