Relevant bibliographies by topics / Bivariat

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Bivariat'

Author: Grafiati
Published: 4 June 2021
Last updated: 7 February 2022

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Journal articles on the topic "Bivariat"

1

Kurniawan, Untung. "MODEL REGRESI POISON BIVARIAT DENGAN KOVARIAN KONSTAN." MEDIA STATISTIKA 11, no. 1 (September 29, 2018): 27–38. http://dx.doi.org/10.14710/medstat.11.1.27-38.

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Bivariate Poisson models are appropriate for modeling paired count data exhibiting correlation. This study aims to estimates the parameters and test hypothesis of bivariate Poisson regression on modeling the number of infant mortality and maternal mortality in Central Java 2015. The parameters of the bivariate regression model are estimated by using the maximum likelihood method. Results show that the percentage of births by health personnel, the percentage of pregnant women administered the K4 program, the percentage of pregnant women receiving Fe3 tablets, percentage of exclusively breastfed infants, and percentage of households behaved in a clean and healthy life are significant for the number of infant mortality in Central Java. The variables that have significant effect on maternal mortality are percentage of births by health personnel, percentage of maternal women receiving postpartum health services, and percentage of pregnant women receiving Fe3 tablets. Keywords: Bivariate Poisson Regression, Infant Mortality, Maternal Mortality, Maximum Likelihood Estimation
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Irtakhoiri, Jadid, Suyono Suyono, and Vera Maya Santi. "Analisis Distribusi Gamma Bivariat." Jurnal Statistika dan Aplikasinya 2, no. 1 (September 6, 2018): 30–36. http://dx.doi.org/10.21009/jsa.02104.

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Skripsi ini membahas mengenai distribusi Gamma bivariat khususnya tentang konstruksi dan karakteristik dari distribusi Gamma bivariat. Gamma bivariat dikonstruksi berdasarkan karakteristik dari distribusi Gamma dan distribusi Beta, serta membangun p.d.f bersama, dan p.d.f bersyarat. Gamma bivariat dibentuk dengan mendefinisikan variabel acak X = UW dan Y = VW, dimana U dan V berdistribusi Gamma dan W berdistribusi Beta. Konstruksi dilakukan dengan memanfaatkan fungsi Whittaker untuk membantu proses pengintegralan dalam membentuk p.d.f bersama distribusi Gamma bivariat. Karakteristik distribusi Gamma bivariat yang dibahas adalah product moment, kovariansi, dan korelasi.
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Rinadi, Geraldus Anggoro, Leopoldus Ricky Sasongko, and Bambang Susanto. "Regresi Median Pada Copula Bivariat." JTAM | Jurnal Teori dan Aplikasi Matematika 3, no. 1 (April 1, 2019): 07. http://dx.doi.org/10.31764/jtam.v3i1.728.

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Abstrak: Analisis regresi adalah analisis yang sering digunakan dalam segala bidang yang bertujuan untuk memodelkan hubungan antara dua jenis variabel tak bebas dengan satu atau variabel bebas. Regresi linier masih memiliki beberapa kekurangan, maka dari untuk mengatasinya dengan regresi median. Copula dapat digunakan untuk mendeteksi hubungan data bivariat dengan peubah-peubah yang berbeda. Hasil penelitian menunjukkan kurva kuantil bersyarat terbaik berdasarkan MSE terkecil Data I yaitu copula Plackett sebesar 0.8650. Sedangkan nilai MSE terkecil Data II yaitu copula Gaussian sebesar 0.3954. Nilai MSE terkecil Data III yaitu copula Frank sebesar 0.5575. Terakhir, nilai MSE terkecil Data IV yaitu copula Clayton sebesar 0.3190.Abstract: Regression analysis is an analysis that is often used in all fields which aims to model the relationship between two types of non-dependent variables with one or independent variables. Linear regression still has several drawbacks, so to overcome this by median regression. Copula can be used to detect bivariate data relations with different variables. The results showed that the best conditional curves based on the smallest MSE of Data I were Plackett copula of 0.8650. While the smallest MSE value is Data II, which is a Gaussian population of 0.3954. The smallest MSE value of Data III is Frank copula of 0.5575. Finally, the smallest MSE value is Data IV which is copula Clayton of 0.3190.
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Fitriawati, Andi, Dani Al Mahkya, Radot MH Siahaan, and Dian Anggraini. "PEMODELAN KEBERGANTUNGAN DALAM MENGKONSTRUKSI DISTRIBUSI BIVARIAT COPULA FRANK PADA DATA MARGINAL DISKRIT MELALUI TRANSFORMASI NORMAL STANDAR DAN JITTERS." VARIANCE: Journal of Statistics and Its Applications 2, no. 1 (June 30, 2020): 1–13. http://dx.doi.org/10.30598/variancevol2iss1page1-13.

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Data diskrit merupakan data empirik hasil realisasi variabel acak diskrit maupun kontinu. Ketika memiliki dua jenis data diskrit, seringkali ingin dikonstruksi distibusi bivariatnya untuk berbagai keperluan, baik fungsi peluang maupun fungsi distribusinya. Namun, saat data yang dimiliki terdapat kebergantungan, maka mengkonstruksi distibusi bivariatnya tidaklah mudah. Oleh sebab itu, digunakan Copula. Permasalahan lain timbul ketika data yang dimiliki tidak hanya memiliki kebergantungan tetapi juga berasal dari marginal diskrit. Berdasarkan teorema Sklar, penggunaan Copula dalam mengkonstruksi distribusi bivariat pada marginal diskrit akan menghasilkan suatu Copula C yang tidak unik. Akibatnya akan menimbulkan interprestasi yang tidak jelas, terutama untuk sifat kebergantungannya. Oleh sebab itu, diperlukan suatu teknik untuk mengkonstruksi distribusi bivariat dari data tersebut, yaitu dengan mengkontinukan distribusi marginalnya. Mengkontinukan distribusi marginalnya dilakukan melalui transformasi normal standar dan jitters. Hasil trasnformasi mampu mempresentasikan data aslinya. Hal ini terlihat dari perilaku penyebaran data dan ukuran kebergantungan dari data hasil transformasi dengan data aslinya adalah sama. Ukuran kebergantungan yang digunakan, yaitu Korelasi Pearson dan Kendall’s tau. Selanjutnya, hasil transformasi ini kemudian digunakan untuk mengkontrusksi distribusi bivariat dari data yang dimiliki menggunakan Copula. Copula yang digunakan adalah Copula Frank dengan asumsi bahwa data tidak memiliki kebergantungan ekor atas maupun bawah. Jadi, fungsi peluang bivariat dan/atau fungsi distribusi bivariat dari data hasil transformasi mempresentasikan fungsi peluang bivariat dan/atau fungsi distribusi bivariat dari data aslinya. Seluruh prosesnya akan diilustrasikan melalui data simulasi.
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ANISAH YUNARDI, DHIYA, MAIYASTRI MAIYASTRI, and HAZMIRA YOZZA. "PEMODELAN PENDERITA STROKE DAN DIABETES MELITUS DI KOTA PADANG DENGAN MODEL REGRESI LOGISTIK BINER BIVARIAT." Jurnal Matematika UNAND 9, no. 4 (February 18, 2021): 270. http://dx.doi.org/10.25077/jmu.9.4.270-277.2020.

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Stroke dan diabetes merupakan penyakit dengan angka kematian tertinggi di Indonesia. Kedua penyakit ini memiliki hubungan yang cukup erat dan diduga disebabkan oleh faktor-faktor yang sama. Pada penelitian ini akan dianalisa faktor-faktor yang memengaruhi kejadian stroke dan diabetes melitus secara bersama di Kota Padang. Analisis dilakukan dengan analisis regresi logitstik biner bivariat. Data yang digunakan pada penelitian ini diambil dari data Riskesdas Provinsi Sumatra Barat tahun 2013. Penelitian ini menggunakan 8 variabel prediktor, yaitu jenis kelamin, usia, pendidikan terakhir, status pekerjaan, kebiasaan merokok, indeks massa tubuh (IMT), tekanan darah sistolik, dan tekanan darah diastolik. Langkah awal dalam penelitian adalah mendeskripsikan karakteristik penderita stroke dan diabetes melitus dengan masingmasing variabel prediktor, selanjutnya melakukan uji Chi-Square untuk mencari hubungan antara dua variabel respon. Kemudian dilakukan analisis Regresi Logistik Biner Bivariat untuk mengetahui model akhir. Analisis regresi logistik biner bivariat dilakukan dengan pengujian signifikansi parameter bivariat secara serentak dan parsial. Hasil dari pengujian signifikansi parameter bivariat, menunjukkan bahwa dari kedelapan variabel prediktor, hanya variabel kebiasaan merokok yang berpengaruh secara signifikan terhadap kejadian stroke dan diabetes melitus di Kota Padang.Kata Kunci: Diabetes melitus, regresi logistik biner bivariat, stroke
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Rizka Amalia, Suyono, and Fariani Hermin Indiyah. "Kontruksi dan Karakteristik Distribusi Invers Weibull Diskrit Bivariat." Jurnal Statistika dan Aplikasinya 3, no. 2 (December 30, 2019): 1–5. http://dx.doi.org/10.21009/jsa.03201.

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Penelitian ini membahas kembali mengenai kontruksi dan karakteristik dari distribusi Invers Weibull Diskrit bivariat. Distribusi Invers Weibull Diskrit bivariat dikonstruksi dengan mendefinisikan variabel acak X1 = max(W1, W3) dan X2 = max(W2, W3), dimana W1­, W2, dan W3 berdistribusi Invers Weibull Diskrit. Karakteristik distribusi Invers Weibull Diskrit bivariat yang dibahas adalah mixed moment, kovariansi, dan koefisien korelasi. Perhitungan numerik dengan menggunakan program Octave diberikan pada penelitian ini untuk menunjukkan kinerja langsung dari mixed moment.
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Silitonga, Junita Maratur, and Retno Winarti. "HUBUNGAN KOMUNIKASI KEPALA RUANGAN TERHADAP MOTIVASI KERJA DAN KINERJA PERAWAT PELAKSANA DI RUMAH SAKIT HERMINA JATINEGARA 2018." JURNAL ILMIAH KEPERAWATAN ALTRUISTIK 2, no. 1 (April 29, 2019): 22–27. http://dx.doi.org/10.48079/vol2.iss1.26.

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Komunikasi kepala ruangan dan motivasi perawat merupakan faktor yang dapat mempengaruhi kinerja perawat. Penelitian ini bertujuan untuk mengetahui hubungan komunikasi kepala ruangan dan motivasi perawat dengan kinerja perawat pelaksana di rumah sakit hermina jatinegara. Desain penelitian menggunakan pendekatan cross sectional. Jumlah sampel dalam penelitian ini 149 responden. Analisis yang digunakan adalah analisis univariat, bivariate. Pada hasil analisis bivariat terdapat hubungan komunikasi kepala ruangan dan motivasi perawat dengan kinerja perawat pelaksana di Rumah Sakit Hermina Jatinegara. Diharapkan institusi rumah sakit dapat lebih optimal melakukan supervisi terhadap motivasi perawat dan komunikasi kepala ruangan
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Sulistya, Heru, and Rinduan Zain. "Hubungan Pengelolaan Sarana dan Prasarana Berbasis IT Terhadap Peningkatan Produktivitas Kerja Pegawai (Studi Kasus di Kementerian Agama Kabupaten Kulon Progo)." Journal EVALUASI 4, no. 2 (September 4, 2020): 289. http://dx.doi.org/10.32478/evaluasi.v4i2.478.

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Abstract This research aims to: 1) to know the relationship between facility management and IT-based infrastructures to increase employee work productivity after controlled loyalty; 2) know the relationship between facility management and IT-based infrastructure to employee work productivity. Quantitative research with this correlational study was conducted in the Ministry of Religion of Kulon Progo Regency with a target population of 75 employees. From 75, 66 of which used its data to be further analyzed in this study. Instruments used to collect research data through documentation and questionnaire. Testing the validity of instruments with the formula of Kendallu's tau_b Correlations, while the reliability of instruments was tested with the Cronbach Alpha formula with the significance of the number of correlation coefficient 0.05. While in the Data Analysis section is done by the analysis techniques of bivariate correlation and partial correlation with the help of SPSS (Statistical Product and Social Science) application. The results showed that the management of IT-based facilities and infrastructures (X) was not directly related to increased work productivity (y) because the relationship was mediated by the loyalty of employees (Z). This can be noted from a comparison of bivariate correlation between x and Y variables with the partial correlation between x, y, and z variables. The correlates of Bivariate (ryx) was 0.493 and a partial correlation (ryx. z) of 0.386. Keywords: IT-based facilities and infrastructure, work productivity, loyalty Abstrak Penelitian ini bertujuan untuk: 1) mengetahui hubungan antara pengelolaan sarana dan prasarana berbasis IT terhadap peningkatan produktivitas kerja pegawai setelah dikontrol dengan loyalitas; 2) mengetahui besarnya hubungan antara pengelolaan sarana dan prasarana berbasis IT terhadap produktivitas kerja pegawai. Penelitian kuantitatif dengan studi korelasional ini dilakukan di Kementerian Agama Kabupaten Kulon Progo dengan populasi target sejumlah 75 pegawai. Dari 75, 66 di antaranya digunakan datanya untuk dianalisis lebih lanjut dalam penelitian ini. Instrumen yang digunakan untuk mengumpulkan data penelitian melalui dokumentasi dan kuisioner. Pengujian validitas instrumen dengan rumus Kendalls's tau_b Correlations, sedangkan reliabilitas instrumen diuji dengan rumus Cronbach Alpha dengan signifikansi angka koefisien korelasi 0.05. Sementara pada bagian analisis data dilakukan dengan teknik analisis korelasi bivariat dan korelasi parsial dengan bantuan aplikasi SPSS (Statistical Product and Social Science). Hasil penelitian ini menunjukkan bahawa pengelolaan sarana dan prasarana berbasis IT (x) tidak berhubungan secara langsung terhadap peningkatan produktivitas kerja (y), karena hubungan keduanya dimediasi oleh loyalitas pegawai (z). Hal ini dapat diketahui dari perbandingan korelasi bivariat antara variabel x dan y dengan korelasi parsial antara variabel x, y, dan z. Besaran korelasi bivariat (ryx) adalah 0,493 dan korelasi parsial (ryx.z) 0,386. Kata Kunci: Sarana dan Prasarana Berbasis IT, Produktivitas Kerja, Loyalitas
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Rohman, Nur, Tundjung Mahatma, and Leopoldus Ricky Sasongko. "Pemodelan Biaya Garansi Dua Dimensi Polis FRW(Non-Renewing Free Replacement Warranty) dengan Strategi Penggantian untuk Oil Filter Mobil." d'CARTESIAN 7, no. 1 (May 4, 2018): 1. http://dx.doi.org/10.35799/dc.7.1.2018.19547.

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Penelitian ini bertujuan untuk memperoleh model biaya garansi dua dimensi polis non-renewing free replacement warranty dengan strategi penggantian untuk komponen pada mobil yaitu oil filter. Model biaya garansi tersebut melibatkan distribusi bivariat atau copula. Perilaku data bivariat (umur dan penggunaan) kegagalan pertama komponen oil filter mobil dipelajari pada penelitian ini. Kecocokan data bivariat terhadap suatu distribusi bivariat atau copula itu didasarkan pada ukuran statistik Cramr-von Mises dengan pengujiannya dibantu dengan simulasi parametric bootstrap. Biaya garansi diperoleh berdasarkan model biaya tersebut dan dihitung dengan menggunakan metode mean value theorem for integrals. Hasil penelitian ini berupa model dan biaya garansi dua dimensi polis non-renewing free replacement warranty dengan strategi penggantian untuk oil filter mobil. Model yang terbaik adalah model yang melibatkan copula Clayton dengan distribusi marginal umur adalah distribusi Weibull dan marginal penggunaan adalah disribusi Lognormal. Model tersebut dipilih berdasarkan ukuran statistik Cramr-von Mises yang relatif kecil dengan p-value terbesar dibanding model-model lain melalui bantuan simulasi parametric bootstrap. Melalui model terbaik tersebut, biaya garansi dihitung dengan menggunakan metode mean value theorem for integrals yang diusulkan dalam penelitian ini. Biaya garansi tersebut diperoleh berdasarkan masa garansi dua dimensi oil filter mobil yang tergantung pada umur dan penggunaannya. Biaya garansi naik sebanding dengan umur dan penggunaan yang meningkat.Kata Kunci: Model Biaya Garansi Dua Dimensi, Non-Renewing Free Replacement Warranty, Strategi Penggantian,Data Bivariat,Umur dan Penggunaan,Copula
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Fadmi, Fitri Rachmillah, and La Djabo Buton. "Pelatihan Analisis Data Bivariat Menggunakan SPSS Bagi Dosen STIKES Mandala Waluya Kendari." Jurnal Mandala Pengabdian Masyarakat 1, no. 1 (June 30, 2020): 9–15. http://dx.doi.org/10.35311/jmpm.v1i1.4.

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Kegiatan pengabdian masyarakat ini dilakukan untuk meningkatkan wawasan, ilmu pengetahuan dan keterampilan para dosen STIKES Mandala Waluya Kendari dalam melakukan analisis data bivariate menggunakan program Statistical Product for Service Solution (SPSS). Peserta dalam kegiatan pengabdian ini sebanyak 15 orang dosen. Metode pelasakanaan kegiatan pengabdian diawali tahap persiapan, pelaksanaan dan evaluasi. Untuk mengukur keberhasilan pelatihan dilakukan pengukuran pre test dan post test. Hasil pelatihan menujukkan bahwa antara nilai pre test dan post test terjadi kenaikan sebesar 15,27. Hasil uji Paired Sample t test memperoleh nilai p-value < a (0.05), Artinya bahwa pelatihan berpengaruh dalam meningkatkan pemahaman peserta. Dengan demikian dapat disimpulkan bahwa kegiatan pelatihan ini cukup berhasil menambah pemahaman peserta dari wawasan, ilmu pengetahuan dan keterampilan bagi peserta pelatihan. Kegiatan pengabdian masyarakat terlaksana secara tertib dan tertib dan teratur Dosen-dosen yang hadir sebagai peserta menanggapi positif pelatihan analisis data bivariat ini.
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Dissertations / Theses on the topic "Bivariat"

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Hedbom, Shawn. "Klimatdemonstrationer - något för den yngre generationen? : En kvantiativ studie om klimatdemonstrationer och dem som väljer att delta." Thesis, Södertörns högskola, Sociologi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-39981.

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The aim of this study is to examine the climate issue. More precisely climate demonstrations around the world with emphasis on the people who participates in them. The study also aims to understand why these people choose to take part in the demonstrations. Also, if there is a difference in motives between the people who participate in relation to when they are born. The material this study is examining is based on several demonstrations around the world in different countries and different cities. The material was collected between 2009 and 2013 at different demonstrations that concerned the subject of climate in some way. The result of the study shows some support for the theoretical frame that was used but it also shed some light on the fact that the result also perhaps is not strong enough to generalize to the rest of the population. The study shows that there is some difference between generations and their motives to participate in the demonstrations although they are not very big differences. The study did however have some problems with the theory and its ability to apply to the studies participants and shed light on possible studies in the future.
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Serengil, Volkan. "Bagarna i den nya och gamla gymnasieskolan; Vägen till akademiska studier." Thesis, Malmö högskola, Lärarutbildningen (LUT), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:mau:diva-32381.

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Uppsatsen jämför (a) Restaurang- och livsmedelsprogrammet med inriktningen bageri och konditori (RL-BAG) och (b) Livsmedelsprogrammet mot bageri (LP-BAG) i relation till varandra och fortsatta akademiska studier. Det är motsvarande program från Gy11 respektive Gy2000.Frågeställningen fokuserar på skillnaden mellan RL-BAG och LP-BAG gällande behörigheten och tillgång till akademiska utbildningar vid två lärosäten.Syftet med uppsatsen är att ta reda på hur skillnaden ser ut för de aktuella gymnasieprogrammen. Att det finns en skillnad är redan konstaterad i bl.a. utformningen av den nya gymnasieskolan. En aspekt att se på uppsatsen är att den har en utvärderande funktion av den senaste gymnasieförordningens yrkesprogram (Gy11).Metoderna som används i undersökningen är i huvudsak kvantitativa (i skildringen/resultatet). Den mäter det bivariata förhållandet mellan kombinationer av behörighetsgivande gymnasiala kurser och programtillgången vid de aktuella lärosätena. I metoden används bl.a. SWOT för att definiera skillnaderna.Resultatet visar att det finns en skillnad i urvalet. Den grundläggande behörigheten för Gy11 är betydligt mer fördelaktig än den motsvarande nivån för Gy2000. Även om kärnämnena räknas med i LP-BAG. Däremot har LP-BAG tillgång till fler särskilt behörighetsgivande kurser som i olika kombinationer ger tillgång till fler utbildningar.
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Pinto, Jayme Augusto Duarte Pereira. "Aprofundando as noções de dependência e envelhecimento em distribuições bivariadas de probabilidade." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-22042014-190441/.

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A distribuição bivariada de Marshall-Olkin é estendida, relaxando-se a hipótese de choques exponencialmente distribuídos e assumindo-se dependência entre os choques individuais. Abordagem semelhante é considerada para sua versão dual. Representação por meio de cópula, propriedades probabilísticas e de confiabilidade assim como resultados em valores extremos são então obtidos. A propriedade de falta de memória bivariada é estendida assumindo-se uma função de dependência sem memória. Uma nova classe de distribuições caracterizada por essa propriedade estendida é introduzida. Correspondentes interpretações geométricas, procedimentos de construção, representação estocástica, relação com cópula de sobrevivência e propriedades de confiabilidade são derivadas.
Bivariate Marshall-Olkin model, Dual model, Exponential representation, Dependence function, Bivariate aging, Copula, Survival copula, Stochastic order, Bivariate extreme value distribution, Pickands measure, Pickands dependence function, Failure rate, Bivariate hazard gradient, Bivariate lack-of-memory, Residual lifetime vector, Characterization.
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Ramalho, Diogo Ricardo Vieira. "Predictive performance of value-at-risk models: Covid-19 “Pandemonium”." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20949.

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Mestrado em Mathematical Finance
Atualmente, os modelos Value-at-Risk (VaR), têm um papel muito importante a nível dos Mercados Financeiros, sendo uma das ferramentas mais utilizadas, por analistas financeiros, para gestão e estimação de risco de mercado. Nesta tese, três métodos de estimação de VaR, nomeadamente o método de Simulação Histórica, GARCH(1,1) e o método EVT-POT Dinâmico, foram aplicados. O propósito deste trabalho é estimar modelos VaR para os países: EUA, França, Alemanha, Itália, Japão, Reino Unido, China, Espanha e Portugal, com um intervalo de tempo desde 1 de Janeiro de 2007 até 31 de Agosto de 2020 e um nível de confiança de 99%. Estas estimações serão então testadas por via Backtest, permitindo identificar quando ocorreram a maioria das falhas, e se estas ocorreram em períodos normais ou de crise (por exemplo, a Pandemia COVID-19). Adicionalmente, é estudado se existe alguma relação entre o número de mortos por país e o movimento dos retornos e da volatilidade dos índices de stocks. O modelo que mostrou ter maior precisão aquando da estimação de períodos de crise foi o EVT-POT dinâmico, sendo HS o modelo menos preciso. É possível observar que a maioria das falhas, causadas por observações incomuns, ocorreram durante os anos 2008, 2011, 2013, 2018 e 2020, que são considerados períodos de crise. Foi também possível concluir que o movimento dos índices de stocks é influenciado pelo aumento do número de mortes por COVID-19, mostrando assim que existe uma relação entre ambos (quando o número de mortes aumenta, os mercados tornam-se mais voláteis).
Nowadays, Value-at-Risk (VaR) models play a crucial role in Financial Markets, being one of the most widely risk management tools used by financial analysts, to estimate market risk. In this thesis, three widely used approaches to estimate VaR, namely Historical Simulation, GARCH(1,1) and Dynamic EVT-POT, were applied. We will estimate VaR models for the countries: USA, UK, France, Germany, Italy, Japan, China, Spain and Portugal with a time horizon from 1st of January of 2007 to 31st of August 2020. It was chosen a confidence level of 99%. These estimations will then be backtested, enabling a conclusion of when the majority of the exceedances happen in a "normal" period or in a crisis period (e.g. COVID-19 Pandemic). Further, it is studied if there is any relation between the mortality number in each country and the movement in returns or volatility of stock indices. The model that showed to be the most accurate when estimating crisis periods is Dynamic EVT-POT model. The model that showed less accuracy is the HS. It is possible to see that most of the exceedances, caused by outlier observations, occur during years 2008, 2011, 2013, 2018 and 2020 which are years known to be crisis periods. It was also possible to conclude that the movement in the stock indices is influenced with the increase in COVID-19 related deaths, showing therefore that there is some sort of relation between the two phenomena (when the number of deaths increase, the markets are more volatile).
info:eu-repo/semantics/publishedVersion
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Stone, G. "Bivariate splines." Thesis, University of Bath, 1988. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.233827.

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Cordeiro, Joana Darc Sousa. "DeterminaÃÃo de fatores de influÃncia no acesso aos serviÃos de saneamento no estado do CearÃ." Universidade Federal do CearÃ, 2008. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=2862.

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As externalidades positivas ensejadas pela prestaÃÃo de serviÃos de saneamento bÃsico incluÃram a universalizaÃÃo do acesso aos serviÃos no marco regulatÃrio do setor. Nesse contexto, a ampliaÃÃo da oferta aparece como condiÃÃo necessÃria, mas nÃo suficiente para reduÃÃo no deficit desses serviÃos. Ao buscar responder ao problema investigativo deste trabalho - âquais fatores determinam a chance de o agente econÃmico residir num domÃcilio com determinada alternativa de saneamento?â - se pretende alcanÃar o objetivo da pesquisa: fornecer informaÃÃes para orientar polÃticas pÃblicas que propiciem o uso eficiente dos sistemas de saneamento. Foi empregado um modelo logit bivariado para testar as seguintes hipÃteses: existem mais atributos concorrentes aos serviÃos de saneamento para famÃlias com menor nÃvel de escolaridade; e iluminaÃÃo elÃtrica à um atributo concorrente ao serviÃo de esgotamento sanitÃrio pela rede geral. O modelo està apoiado na Teoria do Consumidor, cujo nÃvel de satisfaÃÃo aumenta ao residir num domicÃlio com maior nÃmero de atributos, e na Teoria dos PreÃos HedÃnicos, jà que os serviÃos de saneamento sÃo incorporados ao modelo como um entre vÃrios atributos disponÃveis no domicÃlio demandado pelo agente econÃmico. Os resultados apontam que a variÃvel exÃgena escolaridade à efetivamente relevante para explicar o acesso aos serviÃos de saneamento, especialmente por serviÃos de esgoto. Verifica-se, contudo, que resultados observados no contexto nacional podem nÃo refletir a realidade regional, de forma que algumas variÃveis representativas de modelos no plano nacional nÃo foram confirmadas no conceito local.
ABSTRACT The positive externalities occasioned by the basic sanitation, included the access to the service at the regulatory mark of the sector. In this context the supply enlargement turns up as a necessary condition, but not enough for a deficit reduction of these services. As we pursue to answer the investigative problem of this work - ? Which reasons determine the chance for the economic agent reside in a domicile with a determined alternative of sanitation? â It is intended to reach the research goal: provide information in order to orientate public policy which may propitiate the effective usage of the sanitation systems. A bivariate logit model was utilized to test the following hypothesis: there are more attributes concurring to the sanitation services for families with a lesser schooling; and electric illumination is a concurring attribute to the sewerage system through the general net. The model is supported on the Consumer Theory, whose satisfaction level increases as he resides in a domicile with a larger number of attributes and in the Theory of HedonicPrices, since the sanitation services are incorporated to the model as one among several available attributes in the domicile demanded by the economic agent. The results show that the exogenous variable schooling is effectively relevant to explain the access to sanitation services, especially those of sewerage. We verify, however that, the results observed in national context may not reflect the regional reality, so that some representative variables of models in national plan were not confirmed in local concept.
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Fernández, Mariela. "Influência do comportamento marginal na densidade conjunta bivariada." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-19082007-191440/.

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Neste trabalho propomos a representação de uma densidade bivariada segundo a natureza geométrica das marginais. Uma densidade contínua pode ser aproximada pela exponencial de um polinômio num domínio limitado. Tal aproximação permite estudar a influência do comportamento marginal e condicional sobre a densidade conjunta. Esse estudo é realizado encontrando os conjuntos dos possíveis valores dos coeficientes do polinômio segundo a informação dada sobre as densidades marginais ou as densidades condicionais. Também analisamos os coeficientes segundo algumas medidas de dependência. Concluímos mostrando a influência do comportamento marginal e condicional sobre variáveis aleatórias discretas.
In this work we propose a representation of a bivariate density according to the geometrical nature of the marginals. A continuous density can be approximated by the exponencial of a polynomial in a finite domain. Such approximation let us study the influence of the marginal and conditional behavior on the joint density. This study is done by finding the possible values of the polynomial coefficients upon the given information about the marginal or the conditional densities. We also analyze the coefficients according some dependence measures. We conclude showing the influence of the marginal and conditional behavior on discrete random variables.
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Han, Yi Carpenter Mark. "Location-scale bivariate Weibull distributions for bivariate lifetime modeling." Auburn, Ala., 2005. http://repo.lib.auburn.edu/2006%20Spring/master's/HAN_YI_21.pdf.

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Ho, Linda Lee. "Análise de contagens multivariadas." Universidade de São Paulo, 1995. http://www.teses.usp.br/teses/disponiveis/3/3136/tde-04072017-101027/.

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Este trabalho apresenta uma análise estatística de contagens multivariadas proveniente de várias populações através de modelos de regressão. Foram considerados casos onde os vetores respostas obedeçam às distribuições Poisson multivariada e Poisson log-normal multivariada. Esta distribuição admite correlação de ambos sinais entre componentes do vetor resposta, enquanto que as distribuições mais usuais para dados de contagens (como a Poisson multivariada) admitem apenas correlação positiva entre as componentes do vetor resposta. São discutidos métodos de estimação e testes de hipóteses sobre os parâmetros do modelo para o caso bivariado. Estes modelos de regressão foram aplicados a um conjunto de dados referentes a contagens de dois tipos de defeitos em 100 gramas de fibras têxteis de quatro máquinas craqueadeiras, sendo duas de um fabricante e as outras de um segundo fabricante. Os resultados obtidos nos diferentes modelos de regressão foram comparados. Para estudar o comportamento das estimativas dos parâmetros de uma distribuição Poisson Log-Normal, amostras foram simuladas segundo esta distribuição.
Regression models are presented to analyse multivariate counts from many populations. Due to the random vector characteristic, we consider two classes of probability models: Multivariate Poisson distribution and Multivariate Poisson Log-Normal distribution. The last distribution admits negative and positive correlations between two components of a random vector under study, while other distributions (as Multivariate Poisson) admit only positive correlation. Estimation methods and test of hypothese on the parameters in bivariate case are discussed. The proposed techniques are illustrated by numerical examples, considering counts of two types of defects in 100g of textile fibers produced by four machines, two from one manufacturer and the other two from another one. The results from different regression models are compared. The empirical distribution of Poisson Log-Normal parameter estimations are studied by simulated samples.
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Pu, Wenji. "Tests of bivariate normality." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0025/MQ38403.pdf.

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Books on the topic "Bivariat"

1

Coulter, Lisa Osterman. The application of piecewise smooth bivariate interpolation to multiphase tabular equation of states. Stony Brook, N. Y: University of Stony Brook, Dept. of Applied Mathematics and Statistics, 1992.

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Lai, Chin Diew, and N. Balakrishnan. Continuous Bivariate Distributions. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765.

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K, Kocherlakota, ed. Bivariate discrete distributions. New York: M. Dekker, 1992.

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Grønbæk, Christian. Bivariant periodic cyclic homology. Boca Raton: Chapman & Hall/CRC, 1999.

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Lorentz, G. G. Solvability Problems of Bivariate Interpolation. Bonn: Gesellschaft fur Mathematik und Datenverarbeitung, 1985.

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D, Lai C., ed. Continuous bivariate distributions, emphasising applications. Adelaide, South Australia: Rumsby Scientific Publishing, 1990.

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Haung, Xin. Statistics of bivariate extreme values. Amsterdam: Thesis Publishers, 1992.

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Lorentz, G. G. Solvability of Bivariate Interpolation II: Applications. Darmstadt: GMD, 1986.

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Lorentz, G. G. Three Papers on Bivariate Birkhoff Interpolation. Darmstadt: GMD, 1986.

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Lorentz, Rudolph A. Uniform bivariate hermite interpolation I: Coordinate degree. Sankt Augustin: Gesellschaft fur Mathematik und Datenverarbeitung, 1988.

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Book chapters on the topic "Bivariat"

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Balakrishna, N., and Chin Diew Lai. "Univariate Distributions." In Continuous Bivariate Distributions, 1–32. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_1.

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Balakrishna, N., and Chin Diew Lai. "Simple Forms of the Bivariate Density Function." In Continuous Bivariate Distributions, 351–400. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_10.

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Balakrishna, N., and Chin Diew Lai. "Bivariate Exponential and Related Distributions." In Continuous Bivariate Distributions, 401–75. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_11.

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Balakrishna, N., and Chin Diew Lai. "Bivariate Normal Distribution." In Continuous Bivariate Distributions, 477–561. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_12.

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Balakrishna, N., and Chin Diew Lai. "Bivariate Extreme-Value Distributions." In Continuous Bivariate Distributions, 563–90. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_13.

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Balakrishna, N., and Chin Diew Lai. "Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions." In Continuous Bivariate Distributions, 591–622. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_14.

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Balakrishna, N., and Chin Diew Lai. "Simulation of Bivariate Observations." In Continuous Bivariate Distributions, 623–53. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_15.

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Balakrishna, N., and Chin Diew Lai. "Bivariate Copulas." In Continuous Bivariate Distributions, 33–65. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_2.

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Balakrishna, N., and Chin Diew Lai. "Distributions Expressed as Copulas." In Continuous Bivariate Distributions, 67–103. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_3.

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Balakrishna, N., and Chin Diew Lai. "Concepts of Stochastic Dependence." In Continuous Bivariate Distributions, 105–40. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/b101765_4.

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Conference papers on the topic "Bivariat"

1

Lim, Kar Wai, Young Lee, and Cheng Soon Ong. "Bayesian Bivariate Hawkes." In the Workshop. New York, New York, USA: ACM Press, 2016. http://dx.doi.org/10.1145/3014340.3014343.

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Leira, Bernt J., Dag Myrhaug, and Ha˚vard Holm. "A Bivariate Extreme Value Distribution for Reliability Assessment of Marine Structures." In ASME 2011 30th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2011. http://dx.doi.org/10.1115/omae2011-49952.

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A bivariate Gumbel distribution is established based on transformation of an existing bivariate Rayleigh distribution. Application of this distribution in relation to reliability assessment of marine structures is subsequently addressed. Linear combinations of the two basic variables which are Gumbel distributed are further considered. The role of the Gumbel distribution in connection with reliability assessment of marine structures is discussed. Comparison with another class of bivariate Gumbel distributions (Gumbel Type A) is also made.
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Cedilnik, A., K. Kosmelj, and A. Blejec. "A new bivariate distribution." In 28th International Conference on Information Technology Interfaces, 2006. IEEE, 2006. http://dx.doi.org/10.1109/iti.2006.1708475.

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YANG, SHOUZHI, ZHENGXING CHENG, and XIAOXIA FENG. "BIVARIATE NONSEPARABLE SCALING FUNCTION." In Proceedings of the Third International Conference on WAA. World Scientific Publishing Company, 2003. http://dx.doi.org/10.1142/9789812796769_0017.

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Jian-Hua, Fan, and Zhang Ying. "Characteristics of Affine Bivariate Pseudoframes According to a Bivariate Generalized Multiresolution Structure." In 2010 International Conference on Challenges in Environmental Science and Computer Engineering. IEEE, 2010. http://dx.doi.org/10.1109/cesce.2010.242.

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Naess, Arvid, and Oleh Karpa. "Statistics of Extreme Wind Speeds and Wave Heights by the Bivariate ACER Method." In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/omae2013-10760.

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In the reliability engineering and design of offshore structures probabilistic approaches are frequently adopted. They require the estimation of extreme quantiles of oceanographic data based on the statistical information. Due to strong correlation between such random variables as e.g. wave heights and wind speeds, application of the multivariate, or bivariate in the simplest case, extreme value theory is sometimes necessary. The paper focuses on the extension of the ACER method for prediction of extreme value statistics to the case of bivariate time series. Using the ACER method it is possible to provide an estimate of the exact extreme value distribution of a univariate time series. This is obtained by introducing a cascade of conditioning approximations to the exact extreme value distribution. When this cascade has converged, an estimate of the exact distribution has been obtained. In this paper it will be shown how the univariate ACER method can be extended in a natural way to also cover the case of bivariate data. Application of the bivariate ACER method will also be demonstrated at the measured coupled wind speed and wave height data.
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Lv, Baoxian, and Yong Liu. "The Characters of Multiple Affine Bivariate Pseudoframes of Translates with Bivariate Filter Functions." In 2010 International Conference on e-Education, e-Business, e-Management, and e-Learning, (IC4E). IEEE, 2010. http://dx.doi.org/10.1109/ic4e.2010.86.

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Liu, Defu, Yan Song, Hongda Shi, Yifa Yu, and Li Ma. "Poisson-Logistic Compound Bivariate Extreme Distribution and Its Application for Designing of Platform Deck Clearance." In ASME 2003 22nd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2003. http://dx.doi.org/10.1115/omae2003-37395.

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This paper proposes a new bivariate extreme probability model-Poisson-Logistic compound extreme distribution. Because the routes and frequencies of Typhoons vary each year, the frequencies of Typhoons occurring in certain sea areas also differ from year to year. This may cause a discrete distribution. Typhoon induced sea environments may be a kind of multivariate joint extreme distribution. By compounding the discrete distribution with a bivariate distribution of two extreme maritime factors, a new distribution-Poisson-Logistic compound bivariate extreme distribution is proposed in this paper. As one of the application example, a platform deck clearance can be estimated by compounding Typhoon induced maximum wave crest height and surge with 100 yrs joint occurring return period instead of traditional method, which proposed to use separate 100 yrs return period wave create height and surge.
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Lou, Hua, and Ye Zhu. "Bivariate probability-based anomaly detection." In 2014 International Conference on Behavior, Economic and Social Computing (BESC). IEEE, 2014. http://dx.doi.org/10.1109/besc.2014.7059512.

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Callegari, Christian, Stefano Giordano, and Michele Pagano. "Bivariate Non-parametric Anomaly Detection." In 2014 IEEE International Conference on High Performance Computing and Communications (HPCC), 2014 IEEE 6th International Symposium on Cyberspace Safety and Security (CSS) and 2014 IEEE 11th International Conference on Embedded Software and Systems (ICESS). IEEE, 2014. http://dx.doi.org/10.1109/hpcc.2014.132.

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Reports on the topic "Bivariat"

1

Kallenberg, Olav. Some New Representations in Bivariate Exchangeability. Fort Belvoir, VA: Defense Technical Information Center, July 1986. http://dx.doi.org/10.21236/ada177017.

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Mullahy, John. Estimation of Multivariate Probit Models via Bivariate Probit. Cambridge, MA: National Bureau of Economic Research, September 2015. http://dx.doi.org/10.3386/w21593.

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Langberg, Naftali A., and David S. Stoffer. Moving Average Models with Bivariate Exponential and Geometric Distributions. Fort Belvoir, VA: Defense Technical Information Center, March 1985. http://dx.doi.org/10.21236/ada169953.

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Langberg, N. A., and D. S. Stoffer. Moving Average Models with Bivariate Exponential and Geometric Distributions. Fort Belvoir, VA: Defense Technical Information Center, March 1985. http://dx.doi.org/10.21236/ada160178.

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Schumaker, Larry L. Analysis of Bivariate and Trivariate Macro-Elements for Surface Fitting. Fort Belvoir, VA: Defense Technical Information Center, April 2002. http://dx.doi.org/10.21236/ada413753.

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Block, H. W., N. A. Langberg, and D. S. Stoffer. Bivariate Exponential and Geometric Autoregressive and Autoregressive Moving Average Models. Fort Belvoir, VA: Defense Technical Information Center, March 1986. http://dx.doi.org/10.21236/ada185591.

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Finkelstein, Maxim S., and Veronica Esaulova. On asymptotic failure rates in bivariate frailty competing risks models. Rostock: Max Planck Institute for Demographic Research, August 2006. http://dx.doi.org/10.4054/mpidr-wp-2006-023.

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Cheverud, James, Claire C. Gordon, Robert A. Walker, Cashell Jacquish, Luci Kohn, Allen Moore, and Nyuta Yamashita. 1998 Anthropometric Survey of U.S. Army Personnel: Bivariate Frequency Tables. Fort Belvoir, VA: Defense Technical Information Center, May 1990. http://dx.doi.org/10.21236/ada222782.

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Lo, Shaw-Hwa, and Jane-Ling Wang. I.I.D. Representations for the Bivariate Product Limit Estimators and the Bootstrap Versions. Fort Belvoir, VA: Defense Technical Information Center, September 1985. http://dx.doi.org/10.21236/ada171859.

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Verrill, Steve P., Frank C. Owens, David E. Kretschmann, and Rubin Shmulsky. A fit of a mixture of bivariate normals to lumber stiffness—strength data. Madison, WI: U.S. Department of Agriculture, Forest Service, Forest Products Laboratory, 2018. http://dx.doi.org/10.2737/fpl-rp-696.

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