COPULAS

作品数：42被引量：58H指数：4
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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 
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 
Upper risk bounds in internal factor models with constrained specification sets
《Probability, Uncertainty and Quantitative Risk》2020年第1期38-67,共30页Jonathan Ansari Ludger Ruschendorf 
For the class of(partially specified)internal risk factor models we establish strongly simplified supermodular ordering results in comparison to the case of general risk factor models.This allows us to derive meaningf...
关键词：Risk bounds Risk factor model Supermodular order Convex order Convex risk measure Upper product of bivariate copulas COMONOTONICITY 
Maximum Entropy Empirical Likelihood Methods Based on Bivariate Laplace Transforms and Moment Generating Functions
《Open Journal of Statistics》2018年第2期264-283,共20页Andrew Luong 
Maximum Entropy Empirical Likelihood (MEEL) methods are extended to bivariate distributions with closed form expressions for their bivariate Laplace transforms (BLT) or moment generating functions (BMGF) without close...
关键词：BIVARIATE Power Mixture Operator Laplace Transform COPULAS CHI-SQUARE Test Statistics BIVARIATE NORMALITY Infinite DIVISIBILITY Empirical Likelihood 
Study of Vertical Breakwater Reliability Based on Copulas被引量：1
《Journal of Ocean University of China》2016年第2期232-240,共9页DONG Sheng LI Jingjing LI Xue WEI Yong 
supported by the National Natural Science Foundation of China (51279186,51479183);the 111 Project (B14028);The first author thanks the Chinese Scholarship Council for funding his research in University of Washington
The reliability of a vertical breakwater is calculated using direct integration methods based on joint density functions.The horizontal and uplifting wave forces on the vertical breakwater can be well fitted by the lo...
关键词：vertical breakwater RELIABILITY Archimedean copula goodness of fit bivariate logistic Gumbel distribution bivariateLognormal distribution multivariate distribution 
Copula-Based Bivariate Flood Frequency Analysis in a Changing Climate——A Case Study in the Huai River Basin, China被引量：1
《Journal of Earth Science》2016年第1期37-46,共10页Kai Duan Yadong Mei Liping Zhang 
jointly supported by the General Program of National Natural Science Foundation of China (No. 51479140);the Major Program of National Natural Science Foundation of China (No. 51239004);the Meteorological Research Open Foundation of Huai River Basin (No. HRM201403);the National Natural Science Foundation of China (No. 41401612)
Copula-based bivariate frequency analysis can be used to investigate the changes in flood characteristics in the Huai River Basin that could be caused by climate change. The univariate distributions of historical floo...
关键词：FLOOD climate change COPULAS bivariate distribution. 
On Trivariate Copulas with Bivariate Linear Spearman Marginal Copulas
《Journal of Mathematics and System Science》2012年第6期368-383,共16页Wemer Hurlimann 
Based on the trivariate reduction technique two different trivariate Bernoulli mixtures of univariate uniform distributions and their associated trivariate copulas with bivariate linear Spearman marginal copulas are c...
关键词：Trivariate copula linear Spearman copula compatible copulas Bernoulli mixture Spearman rho. 
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