云南高校图书馆联盟文献共享服务平台- COPULAS

COPULAS: 作品数：42被引量：58H指数：4; 导出分析报告; 相关领域：理学经济管理更多>>; 相关作者：黄名选郑文静宋松柏田萍张屹山更多>>; 相关机构：西南交通大学广西财经学院中国科学技术大学华东理工大学更多>>; 相关期刊：更多>>; 相关基金：国家自然科学基金中国博士后科学基金高等学校学科创新引智计划宁夏回族自治区自然科学基金更多>>

基于因子隐马尔可夫Copula模型的金砖国家股市间相依性研究: 《系统科学与数学》2024年第10期2920-2936,共17页叶五一张珊焦守坤; 国家自然科学基金面上项目(72371230,71973133);安徽省杰出青年基金(2208085J41)资助课题。; 为了考察重大经济或政治等事件对金融市场间相依性造成的影响,文章构建了一种允许变量间相依系数服从高维机制转换过程的因子隐马尔可夫Copula模型(FHM-Copula),该模型能够捕获重大事件对相依性带来的不同程度、不同方向、不同持续时间...; 关键词：因子隐马尔可夫机制转换 COPULAS 动态相依性

Copulas相依结构下完全和非完全样本极值的联合渐近分布被引量：1: 《应用数学进展》2023年第11期4824-4833,共10页方圆; 在日常生活中,观察某一组数据时,各种偶然因素或不可避免的因素都会导致数据出现随机丢失。通过研究满足阿基米德Copula相依结构极值的联合分布,可以减少或避免极端事件发生时所带来的损失。本文研究了随机缺失情形下,随机序列满足阿基...; 关键词：随机缺失 COPULA 极值

Joint Return Value Estimation of Significant Wave Heights and Wind Speeds with Bivariate Copulas: 《Journal of Ocean University of China》2023年第5期1181-1192,共12页TAO Shanshan DONG Sheng LIN Yifan GUEDES SOARES Carlos; the National Natural Science Foundation of China(No.52171284)。; The joint design criteria of significant wave heights and wind speeds are quite important for the structural reliability of fixed offshore platforms.However,the design method that regards different ocean environmental...; 关键词：joint design wave height wind speed compound distribution COPULA

Hazard risk assessment of tropical cyclones based on joint probability theory被引量：1: 《Acta Oceanologica Sinica》2023年第6期89-99,共11页Shanshan Tao Yunfei Hua Sheng Dong; The National Natural Science Foundation of China—Shandong Joint Fund under contract No.U1706226;the National Natural Science Foundation of China under contract No.52171284。; The main hazard-causing factors of tropical cyclones are strong wind,heavy rainfall,and storm surge.Evaluation of the hazard-causing degree of a tropical cyclone requires a joint intensity analysis of these hazard-cau...; 关键词：tropical cyclone Hong Kong trivariate copulas hazard-causing factors regional risk

Multi-hazard joint probability distribution model for wind speed,wind direction and rain intensity被引量：2: 《Science China(Technological Sciences)》2023年第2期336-345,共10页BI WenZhe TIAN Li LI Chao ZHANG SiYao; supported by the National Natural Science Foundation of China (Grant Nos.52178489 and 52078106);the Young Scholars Program of Shandong University (Grant No.2017WLJH33)。; Multiple disasters such as strong wind and torrential rain pose great threats to civil infrastructures.However,most existing studies ignored the dependence structure between them,as well as the effect of wind directio...; 关键词：joint probability distribution wind speed rain intensity wind direction vine copulas directionality effects

Sampling Geostatistical Structures in Extremal Framework: 《Open Journal of Statistics》2023年第1期46-60,共15页Fabrice Ouoba Hay Yoba Talkibing Diakarya Barro; Geostatistics of extreme values makes it possible to model the asymptotic behavior of random phenomena that depend on time or space. In this paper, we propose new models of the extremal coefficient of a stationary ran...; 关键词：Extremal Index Extremogram VARIOGRAM COPULAS Stationary Process Extreme Values

Estimating Design Loads for Floating Structures Using Environmental Contours被引量：1: 《Journal of Marine Science and Application》2022年第3期114-127,共14页Zhenkun Liao Yuliang Zhao Sheng Dong; Supported by the National Natural Science Foundation of China under Grant No.52171284.; Nonlinear time-domain simulations are often used to predict the structural response at the design stage to ensure the acceptable operation and/or survival of floating structures under extreme conditions.An environment...; 关键词：Design loads Mooring system IFORM-based approach COPULAS Nataf transformation Short/long-term extreme response

Swell wave progression in the English Channel:implications for coastal monitoring: 《Anthropocene Coasts》2021年第1期281-305,共25页Thomas Dhoop Charlie Thompson; Energetic swell waves,particularly when they coincide with high water levels,can present significant coastal hazards.To better understand and predict these risks,analysis of the sea levels and waves that generate thes...; 关键词：coastal flooding COPULAS joint return periods

基于智能电能表的智慧城市峰值负荷概率估计被引量：2: 《电测与仪表》2021年第9期166-171,共6页刘影刘岩燕凯岳振宇彭鑫霞; 国家自然科学基金资助项目(51577028)。; 充足的变电站和馈线的容量规划主要取决于对未来高峰电力需求的准确估计。然而,传统的未来峰值需求估计是基于经验值进行度量,在多样性最大需求之后进行的,表示个体峰值消费水平和多居民需求多样性。针对智能城市智能电能表的特点,提出...; 关键词：同步峰值需求配电网规划概率估计 R-vine copulas 智能电能表

Bivariate joint distribution analysis of the flood characteristics under semiparametric copula distribution framework for the Kelantan River basin in Malaysia被引量：1: 《Journal of Ocean Engineering and Science》2021年第2期128-145,共18页Shahid Latif Firuza Mustafa; Flood is becoming the severe hydrologic issue at the Kelantan River basin in Malaysia.The joint distribution analysis amongst multiple interacting flood characteristics,i.e.,flood peak discharge flow,volume,and durati...; 关键词：Flood Kelantan River basin Semiparametric Copulas framework Nonparametric marginal distribution Kernel density estimation Return periods

COPULAS