scholarly journals Construction of a bivariate copula by Rüschendorf’s method

2021 ◽  
Vol 42 (1) ◽  
pp. 201-208
Author(s):  
Mehmet YILMAZ ◽  
Muhammet BEKÇI
Keyword(s):  
Bivariate Copula

scholarly journals Streamflow estimation at partially gaged sites using multiple dependence conditions via vine copulas

2020 ◽  
Author(s):  
Kuk-Hyun Ahn
Keyword(s):  
Missing Values ◽  
The Other ◽  
Dependence Structure ◽  
Proposed Model ◽  
Pee Dee ◽  
Streamflow Estimation ◽  
Vine Copula ◽  
Bivariate Copula ◽  
Pee Dee River ◽  
Vine Copulas

Abstract. Reliable estimates of missing streamflow values are relevant for water resources planning and management. This study proposes a multiple dependence condition model via vine copulas for the purpose of estimating streamflow at partially gaged sites. The proposed model is attractive in modeling the high dimensional joint distribution by building a hierarchy of conditional bivariate copulas when provided a complex streamflow gage network. The usefulness of the proposed model is firstly highlighted using a synthetic streamflow scenario. In this analysis, the bivariate copula model and a variant of the vine copulas are also employed to show the ability of the multiple dependence structure adopted in the proposed model. Furthermore, the evaluations are extended to a case study of 54 gages located within the Yadkin-Pee Dee River Basin, the eastern U. S. Both results inform that the proposed model is better suited for infilling missing values. After that, the performance of the vine copula is compared with six other infilling approaches to confirm its applicability. Results demonstrate that the proposed model produces more reliable streamflow estimates than the other approaches. In particular, when applied to partially gaged sites with sufficient available data, the proposed model clearly outperforms the other models. Even though the model is illustrated by a specific case, it can be extended to other regions with diverse hydro-climatological variables for the objective of infilling.

scholarly journals Failure-Correlated Opportunity-based Age Replacement Models

2019 ◽  
Vol 27 (02) ◽  
pp. 2040008
Author(s):  
Tadashi Dohi ◽  
Hiroyuki Okamura
Keyword(s):  
Arrival Time ◽  
Failure Time ◽  
Unit System ◽  
Hazard Gradient ◽  
Age Replacement ◽  
The Cost ◽  
Bivariate Copula ◽  
Bivariate Probability ◽  
Vector Valued ◽  
Replacement Time

In this paper, we extend the existing opportunity-based age replacement policies by taking account of dependency between the failure time and the arrival time of a replacement opportunity for one-unit system. Based on the bivariate probability distribution function of the failure time and the arrival time of the opportunity, we focus on two opportunity-based age replacement problems and characterize the cost-optimal age replacement policies which minimize the relevant expected costs, with the hazard gradient, which is a vector-valued bivariate hazard rate. Through numerical examples with the Farlie–Gumbel–Morgenstern bivariate copula and the Gaussian bivariate copula having the general marginal distributions, we investigate the dependence of correlation between the failure time and the opportunistic replacement time on the age replacement policies.

scholarly journals Bayesian estimation of a bivariate copula using the Jeffreys prior

Bernoulli ◽  
2012 ◽  
Vol 18 (2) ◽  
pp. 496-519 ◽  
Author(s):  
Simon Guillotte ◽  
François Perron
Keyword(s):  
Bayesian Estimation ◽  
Jeffreys Prior ◽  
Bivariate Copula

Construction of a new bivariate copula based on Rueschendorf method

2014 ◽  
Vol 8 ◽  
pp. 7645-7658
Author(s):  
Pauline Jin Wee Mah ◽  
Mahendran Shitan
Keyword(s):  
Bivariate Copula
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