Search Results - "Copula functions"

Data-Driven Pricing for Availability-Based Upgrades Under a Multiple Binary Choice Model with Copula.

Authors: Yılmaz, Övünç Ekbatani, Farbod Zhao, Zifeng et al.

Source: Manufacturing & Service Operations Management (M&SOM) (INFORMS). Jul/Aug2026, Vol. 28 Issue 4, p1112-1132. 21p.

Predictive Maintenance in PV Systems: A Copula-Based Approach with Digital Twin Technique.

Authors: Zhang, Songjie Yang, Xinyi Qi, Donglian et al.

Source: Energies (19961073). Jun2026, Vol. 19 Issue 11, p2686. 18p.

Subject Terms: *Digital twin, *Copula functions, *Photovoltaic power systems, *Statistical correlation, *Renewable energy sources, *Machine learning, *Outlier detection, *Condition-based maintenance

Fixed-Income Diversification in Multi-Asset Portfolios: A Bayesian Copula Approach to Tail Risk and Hedging.

Authors: Bouteska, A. Liang, Xinyao Zhao, Shikuan

Source: Journal of Fixed Income. Summer2026, Vol. 36 Issue 1, p106-124. 19p.

A Natural Copula.

Authors: Lerner, Peter B.¹ (AUTHOR)

Source: Econometrics (2225-1146). Jun2026, Vol. 14 Issue 2, p27. 17p.

How Much Risk in U.S. Government Bond Markets Is Transmitted to Their Canadian Counterparts? †.

Authors: Feunou, Bruno Fontaine, Jean-Sébastien Hill, Robert

Source: Risks. Jun2026, Vol. 14 Issue 6, p133. 27p.

Detection of dependence shifts based on copula modeling for multivariate process monitoring.

Authors: Octavina Lin, Shi-Woei Syuhada, Khreshna

Source: Quality Technology & Quantitative Management. Jun2026, p1-23. 23p. 8 Illustrations.

A Method for Compiling the Random Load Spectrum of the Main Shaft Torque of the Vertical Ring-Die Biomass Briquetting Machine Based on Kernel Density Estimation and Copula Function.

Authors: Na, Risu Gao, Bateer Qin, Bai

Source: Applied Sciences (2076-3417); Jul2026, Vol. 16 Issue 13, p6678, 19p

Choquet integral based on copulas and its application in neural networks.

Authors: Yang, Hong Wei, Jiaxue

Source: Networks & Heterogeneous Media; 2026, Vol. 21 Issue 3, p1-30, 30p

基于 Copula 函数的引调水工程径流丰枯补偿性 评估研究进展与展望.

Alternate Title: Progress of Compensatory Assessment of Runoff Abundance and Depletion in Water Diversion and Transfer Project Based on Copula Function.

Authors: 姚飛 张丹奕 陈平 et al.

Source: Science Technology & Engineering. 2026, Vol. 26 Issue 17, p7111-7122. 12p.

基于藤 Copula函数的高温干旱复合胁迫对夏玉米产量的影响研究.

Alternate Title: Study on the impact of high temperature and drought combined stress on summer maize yield based on the Vine Copula function.

Authors: 刘忠贤 田宏伟

Source: Journal of Natural Disasters. Jun2026, Vol. 35 Issue 3, p145-152. 8p.

Joint Modeling of Metocean Variables: A Comparative Study on Conditional Models and Copula Families Across Various Dependence Coefficient Levels.

Authors: Gning, Mamadou Simão, Marina Leivas Sagrilo, Luis Volnei Sudati

Source: Mathematics (2227-7390). Jun2026, Vol. 14 Issue 11, p2014. 32p.

Coupling Divergence Under Regime Switching: A Methodology for Structural Systemic Risk in Heterogeneous Subsystems.

Authors: Pamukov, Marin Hinov, Nikolay

Source: Entropy. Jun2026, Vol. 28 Issue 6, p689. 20p.

Mathematical Analysis and Computational Approximation of Extremal Points of the Subset of Copulas.

Authors: Jaafar, Rachid Hfa, Ahmed Sani, Ahmed

Source: Stats. Jun2026, Vol. 9 Issue 3, p66. 24p.

A Two-Stage Changepoint–Copula Framework for Non-Stationary Count Time Series: Application to Tropical Cyclones.

Authors: Hossain, Md Iqbal Diawara, Norou

Source: Stats. Jun2026, Vol. 9 Issue 3, p59. 37p.

A Copula-Based Framework for Multivariate Count Time Series with Mixed Marginal Distributions.

Authors: Fernando, Dimuthu Wen, Yuxin Jayanetti, Wimarsha

Source: Stats. Jun2026, Vol. 9 Issue 3, p57. 15p.

Optimal distribution selection and spatial drought modeling in upper northern Thailand using an integrated actual precipitation index and regular vine copula framework.

Authors: Luanmuang, Kritdilada KhamKong, Manad Nakharutai, Nawapon et al.

Source: AIMS Mathematics. 2026, Vol. 11 Issue 6, p1-23. 23p.

Transformed-stationary EVA 2.0: a generalized framework for non-stationary multivariate extremes analysis.

Authors: Bahmanpour, Mohammad Hadi Tilloy, Alois Vousdoukas, Michalis et al.

Source: Hydrology & Earth System Sciences. 2026, Vol. 30 Issue 8, p2301-2314. 14p.

Subject Terms: *Extreme value theory, *Copula functions, *Hazards, *Time series analysis, *Statistical models

Reviews & Products: MatLab (Computer software)

On Return Probabilities of Adverse Events Under Dependence and Lessons to Learn for Decision-Making.

Authors: Hofert, Marius¹ (AUTHOR)

Source: Risks. Mar2026, Vol. 14 Issue 3, p58. 18p.

A study of dynamic dependence of gold and gold ETFs on energy ETFs.

Authors: Ji, Hao Naeem, Muhammad Jiang, Jie et al.

Source: Applied Economics. Mar2026, p1-21. 21p. 8 Illustrations.

Condition-Based maintenance for a multi-state weighted k-out-of-n: G system considering stochastic dependency.

Authors: Qi, Faqun Yang, Huaqing Liu, Yuxin et al.

Source: International Journal of Production Research. May2026, Vol. 64 Issue 9, p3690-3706. 17p.