The measurement of uncertainty across the lifetimes engineering systems has drawn more attention in recent years. It is a helpful metric for assessing how predictable system’s lifetime is. In these circumstances, Renyi entropy, Shannon entropy extension, particularly appealing. this paper, we develop system signature to give an explicit formula residual coherent when all components have lived time t. addition, several findings are studied aforementioned including bounds and order...

It is shown here that Kendall's τ and Spearman's ρ are monotone with respect to the concordance ordering of pairs discrete as well continuous random variables. This extends completes results [Tchen, A.H., 1980, The Annals Probability, 8, 814–827.] also various relationships between mentioned in [Nelsen, R.B., 1999, An Introduction Copulas. Lecture Notes Statistics no. 139 (New York: Springer).] remain valid for In particular, a result [Capéraà, P. Genest, C., 1993, Journal Nonparametric...

ABSTRACT Although numerous studies have looked at the long‐term trend of temporal variability winter temperature and precipitation in southern Quebec, no study has focused on shifts series means dependence between these two types climate variables associated with this trend. To fill gaps, we used Lombard method to detect mean values copula any change extreme (maximum minimum) temperatures (snow rain) over periods 1950–2000 (17 stations) 1950–2010 (7 stations). During periods, were recorded...

This paper explores the properties of a family bivariate copulas based on new approach using counter-monotonic shock method. The resulting copula covers full range negative dependence induced by one parameter. Expressions for and density are derived many theoretical examined thoroughly, including explicit expressions prominent measures dependence, namely Spearman’s rho, Kendall’s tau Blomqvist’s beta. convexity this presented, together with mixed moments. Estimation parameter method moments...

Abstract Erected in 1930, the Matawin Dam caused an inversion of hydrologic regime River: snow‐melt water spring (April to June) is stored reservoir and then released winter (January March) feed hydroelectric generating stations built downstream on Saint‐Maurice River. Thus, heavy floods occur upstream from dam but winter. We compared interannual interdecadal variability flood characteristics (magnitude, duration, frequency variability) both (spring floods) (winter during 1934–1994 period....

In this paper, the componentwise increasing convex order, upper orthant and directionally order for random vectors are generalized to hierarchical classes of integral stochastic relations. The elements generating functions possess nonnegative partial derivatives up some given degrees. Some properties these new relations studied. Particular attention is paid comparison weighted sums respective components ordered vectors. By providing a unified derivation standard multivariate orderings,...

Abstract A goodness‐of‐fit procedure is proposed for parametric families of copulas. The new test statistics are functionals an empirical process based on the theoretical and sample versions Spearman's dependence function. Conditions under which this converges weakly seen to hold many including Gaussian, Frank, generalized Farlie–Gumbel–Morgenstern systems distributions, as well models with singular components described by Durante [Durante ( 2007 ) Comptes Rendus Mathématique. Académie des...

This paper, based on an analysis of the mean annual flow (MAF) 16 natural rivers over period 1934–2000, has following goals: (1) to determine different temporal variability modes MAF in St. Lawrence watershed, (2) describe streamflow each mode and (3) analyze influence AMO (Atlantic Multidecadal Oscillation) interannual interdecadal flows this Quebec watershed. paper shows that was not synchronous both sides river. During analyzed, characterized by a tendency decrease south shore (right...

The nonparametric estimation for the density and hazard rate functions right‐censored data using kernel smoothing techniques is considered. “classical” fixed symmetric type estimator of these performs well in interior region, but it suffers from problem bias boundary region. Here, we propose new estimators based on gamma kernels functions. are free achieve optimal convergence terms integrated mean squared error. error, asymptotic normality, law iterated logarithm studied. A comparison with...

This paper introduces a multivariate extension of Raftery copula. The proposed copula is exchangeable and expressed in terms order statistics. Several properties this are established. In particular, the Kendall’s tau Spearman’s rho, as well density function, suggested derived. lower upper tail dependence also parameter estimator new examined based on maximum likelihood procedure. A simulation study shows satisfactory performance presented estimator. Finally, successfully applied to real data...