The concomitants of order statistics (COS) is a variable associated with a bivariate sample
when ordered with respect to the other variable. The distribution theory of COS is widely …

Various methods have been developed over the past five decades for dependence
modeling of multivariate variables in hydrology and water resources, but there has been no …

This paper presents three tests of contagion of the US subprime crisis to the European stock
markets of the NYSE Euronext group. Copula models are used to analyse dependence …

The concept of sustainability is assumed for this research from a temporal perspective.
Rivers represent natural systems with an inherent internal memory on their runoff and, by …

The class of beta-generated distributions (Commun. Stat. Theory Methods 31: 497–512,
2002; TEST 13: 1–43, 2004) has received a lot of attention in the last years. In this paper …

This research is mainly aimed to analyze and model the relationship of the binomial Rainfall-
Piezometry. In this sense, the inherent causality contained in temporal hourly Rainfall and …

The study of system safety and reliability has always been vital for the quality and
manufacturing engineers of varying fields for which generally the continuous probability …

Increasing nonstationarity increases the uncertainty of hydrological processes.
Consequently, intrinsic randomness increases in magnitude and occurrence. In order to …

The semi-nonparametric (SNP) modeling of the return distribution has been proved to be a
flexible and accurate methodology for portfolio risk management that allows two-step …

In this study, we propose a new semi-nonparametric (SNP) density model for describing the
density of portfolio returns. This distribution, which we refer to as the multivariate moments …