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Resultats globals: 5 registres trobats en 0.02 segons.
Articles, 5 registres trobats

Articles	5 registres trobats

31 p, 398.3 KB

Nanoparameters in Western Iberian Romance : null-copulas in Galician and Asturian / Gravely, Brian (University of Arizona) ; Gupton, Timothy (University of Georgia)
In this paper, we address two separate cases of null-copular constructions in Galician and Asturian that on the surface appear to be identical but exhibit subtle yet important differences. We show that these differences entail theoretical assumptions that distinguish their underlying syntactic operations. [...]
2022 - DOI (Digital Object Identifier)

10.5565/rev/isogloss.245
Isogloss, Vol. 8 Núm. 1 (2022) , p. 1-31 (Articles)

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13 p, 1.7 MB

Weather index-based insurance as a meteorological risk management alternative in viticulture / Martínez-Salgueiro, Andrea (Universitat Autònoma de Barcelona)
This article explores the hedging potential of two weather index-based insurance programmes designed for the Rias Baixas Protected Designation of Origin (Spain). The first alternative insures both extreme and non-extreme weather events, while the second instrument covers exclusively extreme meteorological states. [...]
2019 - DOI (Digital Object Identifier)

10.1016/j.wep.2019.07.002
Wine Economics and Policy, Vol. 8 Núm. 2 (december 2019) , p. 114-126

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22 p, 209.2 KB

On the bivariate Sarmanov distribution and copula. An application on insurance data using truncated marginal distributi / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pelican, Elena (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science) ; Vernic, Raluca (Ovidius University of Constanta (Constanta, Romania). Faculty of Mathematics and Computer Science)
The Sarmanov family of distributions can provide a good model for bivariate random variables and it is used to model dependency in a multivariate setting with given marginals. In this paper, we focus our attention on the bivariate Sarmanov distribution and copula with different truncated extreme value marginal distributions. [...]
2015
SORT : statistics and operations research transactions, Vol. 39 Núm. 2 (July-December 2015) , p. 209-230 (Articles)

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14 p, 133.9 KB

Testing extreme value copulas to estimate the quantile / Bahraoui, Zuhair (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Pérez-Marín, Ana M.. (Universitat de Barcelona)
We generalize the test proposed by Kojadinovic, Segers and Yan which is used for testing whether the data belongs to the family of extreme value copulas. We prove that the generalized test can be applied whatever the alternative hypothesis. [...]
2014
SORT : statistics and operations research transactions, Vol. 38, Núm. 1 (January-June 2014) , p. 89-102

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16 p, 181.3 KB

New aging properties of the Clayton-Oakes model based on multivariate dispersion / Arias-Nicolás, José Pablo ; Mulero, Julio ; Núñez-Barrera, Olga ; Suárez-Llorens, Alfonso
In this work we present a recent definition of Multivariate Increasing Failure Rate (MIFR) based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of IFR distributions under dispersive ordering of the residual lifetimes. [...]
2010
SORT : statistics and operations research transactions, Vol. 34, Núm. 1 (January-June 2010) , p. 79-94

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