Remarks on a Multivariate Transformation
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This article is published in Annals of Mathematical Statistics.The article was published on 1952-09-01 and is currently open access. It has received 2735 citations till now. The article focuses on the topics: Transformation (function).read more
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Adapted polynomial chaos expansion for failure detection
Meinhard Paffrath,Utz Wever +1 more
TL;DR: The performance of the two methods of computation of failure probabilities by adapted polynomial chaos expansions is demonstrated by a predator–prey model and a chemical reaction problem.
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Nonparametric inference in hidden Markov models using P-splines.
TL;DR: In this paper, the authors proposed a nonparametric estimation approach for the vertical speeds of a diving beaked whale, based on the idea of representing the densities of the state-dependent distributions as linear combinations of a large number of standardized B-spline basis functions, imposing a penalty term on non-smoothness.
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A survey of probabilistic methods used in reliability, risk and uncertainty analysis: Analytical techniques 1
TL;DR: This report provides an introduction to the various Probabilistic methods developed roughly between 1956--1985 for performing reliability or probabilistic uncertainty analysis on complex systems and will hopefully be useful to those more intimate with probabilism analysis and design techniques.
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Reliability based robust design optimization for tuned mass damper in passive vibration control of deterministic/uncertain structures
TL;DR: In this paper, a reliability sensitivity based robust design optimization (RBRDO) framework is proposed for the tuned mass damper (TMD) in passive vibration control, which decouples reliability analysis from the optimization so that the number of reliability analysis is reduced.
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Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
TL;DR: In this paper, a Bayesian estimation of a regime-switching threshold asymmetric GARCH model is proposed, which aims at determining whether structural breaks are present within the volatility dynamics, asymmetries (leverage effects) are present, and are different between regimes and the threshold parameters are similar between regimes.