Drought Characteristics and Risks in Iran: A Four‐Dimensional Copula‐Based Approach Under Future Climate Scenario
Sign Up to like & getrecommendations! Published in 2025 at "International Journal of Climatology"
DOI: 10.1002/joc.70116
Abstract: This study investigates the dynamics of drought characteristics in Iran under historical (1966–2019) and future (2020–2050) conditions using the SSP2‐4.5 scenario. Four drought characteristics—severity, duration, magnitude, and peak intensity—were analysed through the Standardised Precipitation Index… read more here.
Keywords: drought; drought characteristics; copula based; future climate ... See more keywords
Multivariate analysis of concurrent droughts and their effects on Kharif crops—A copula‐based approach
Sign Up to like & getrecommendations! Published in 2021 at "International Journal of Climatology"
DOI: 10.1002/joc.7390
Abstract: Apart from creating an ecological imbalance, drought events could affect an agrarian country's economy and food security by reducing crop yields. The antecedent meteorological droughts could prolong into hydrological and (or) agricultural droughts and may… read more here.
Keywords: copula based; concurrent; yield; concurrent droughts ... See more keywords
Copula-based modeling of dependence structure in geodesy and GNSS applications: case study for zenith tropospheric delay in complex terrain
Sign Up to like & getrecommendations! Published in 2020 at "GPS Solutions"
DOI: 10.1007/s10291-020-01044-4
Abstract: Modeling and understanding the statistical relationships between geophysical quantities is a crucial prerequisite for many geodetic applications. While these relationships can depend on multiple variables and their interactions, commonly used scalar methods like the (cross)… read more here.
Keywords: zenith tropospheric; statistical relationships; dependence structure; complex terrain ... See more keywords
Copula based dependent censoring in cure models
Sign Up to like & getrecommendations! Published in 2024 at "TEST"
DOI: 10.1007/s11749-024-00961-7
Abstract: In this paper we consider a time-to-event variable $T$ that is subject to random right censoring, and we assume that the censoring time $C$ is stochastically dependent on $T$ and that there is a positive… read more here.
Keywords: cure models; censoring cure; dependent censoring; model ... See more keywords
Archimedean copula-based bivariate flood-frequency analysis on Sukkur, Pakistan
Sign Up to like & getrecommendations! Published in 2020 at "Arabian Journal of Geosciences"
DOI: 10.1007/s12517-020-5223-1
Abstract: Floods are disastrous events in nature. In order to minimize the loss caused by these inevitable events, there is a need to estimate the risk of their occurrences. Several attempts have been made to study… read more here.
Keywords: archimedean copula; analysis; flood frequency; copula ... See more keywords
A copula-based fuzzy interval-random programming approach for planning water-energy nexus system under uncertainty
Sign Up to like & getrecommendations! Published in 2020 at "Energy"
DOI: 10.1016/j.energy.2020.117063
Abstract: Water and energy are closely linked and restrict each other, which has become major restraints to urban development associated with constricted water resources availability, increased electricity demand and limited environmental capacity. In this study, a… read more here.
Keywords: system; water energy; energy; water ... See more keywords
A Generalized Error Distribution Copula-based method for portfolios risk assessment
Sign Up to like & getrecommendations! Published in 2019 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2019.04.077
Abstract: In this paper, we deal with the evaluation of Conditional Value-at-Risk in the framework of portfolio theory by using a modified Gaussian Copula – where the modification is obtained by introducing the Generalized Correlation Coefficient… read more here.
Keywords: risk assessment; copula based; error distribution; generalized error ... See more keywords
Copula-based probabilistic spectral algorithms for high-frequent streamflow estimation
Sign Up to like & getrecommendations! Published in 2020 at "Remote Sensing of Environment"
DOI: 10.1016/j.rse.2020.112092
Abstract: Abstract The recent increase in population growth and urbanisation demands for real-time riverine water management to fulfil the daily-scale domestic and ecological water needs, necessitating for high-frequent streamflow estimation at any river section. Although there… read more here.
Keywords: water; copula based; frequent streamflow; high frequent ... See more keywords
Measuring systemic risk with a dynamic copula-based approach
Sign Up to like & getrecommendations! Published in 2021 at "Applied Economics"
DOI: 10.1080/00036846.2021.1931007
Abstract: ABSTRACT This study examines the extent of systemic risk embedded in the credit and equity markets using a conditional value-at-risk (CoVaR) measure. We implement a copula-based CoVaR approach with different perspectives of a dependence structure… read more here.
Keywords: risk; systemic risk; approach; copula ... See more keywords
Testing and dating structural changes in copula-based dependence measures
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2020.1850655
Abstract: This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank… read more here.
Keywords: testing dating; based dependence; dependence; copula based ... See more keywords
Copula-based conditional reliability with application to rocket motor data
Sign Up to like & getrecommendations! Published in 2024 at "International Journal of General Systems"
DOI: 10.1080/03081079.2024.2438230
Abstract: In this paper, we construct conditional reliability in the context of stress-strength models, taking into account the relationship between applied stress and strength. The Bernstein copula approximation is used to calculate the conditional reliability values.… read more here.
Keywords: copula based; conditional reliability; rocket motor; reliability ... See more keywords