In this paper, three non linear methods are described for artificially generating operational sea state histories. In the first method, referred to as Translated Gaussian Process the observed time series is transformed to a process which is supposed to be Gaussian. This Gaussian process is simulated and back transformed. The second method, called Local Grid Bootstrap, consists in a resampling a...

Measures of the direction and strength of the interdependence among time series from multivariate systems are evaluated based on their statistical significance and discrimination ability. The best-known measures estimating direct causal effects, both linear and nonlinear, are considered, i.e., conditional Granger causality index (CGCI), partial Granger causality index (PGCI), partial directed c...

Statistical researchers have shown increasing interest in generating truncated multivariate normal distributions. In this paper, we only assume that the acceptance region is convex and we focus on rejection sampling. We propose a new algorithm that outperforms crude rejection method for the simulation of truncated multivariate Gaussian random variables. The proposed algorithm is based on a gene...

It is shown that in model-based geostatistics, not all parameters in the Matérn class can be estimated consistently if data are observed in an increasing density in a Ž xed domain, regardless of the estimation methods used. Nevertheless, one quantity can be estimated consistently by the maximum likelihoodmethod, and this quantity is more important to spatial interpolation. The results are estab...

One of the aims of regional Environmental Authorities is to provide to the citizens information about the quality of the atmosphere over a certain region. To reach this objective Environmental Authorities need suitable tools to interpolate the data coming from monitoring networks to domain locations where no measures are available. In this work a spatial interpolation system has been developed ...

There are several methods to make inferences about the parameters of the sampling distribution when we encounter the missing values and the censored data. In this paper, through the order statistics and the projection theorem, a novel algorithm is proposed to impute the missing values in the multivariate case. Then, the performance of this method is investigated through the simulation studies. ...

Generally, an industrial product has more than one quality characteristic. In order to establish performance measures for evaluating the capability of a multivariate manufacturing process, several multivariate process capability indices have been developed based on the assumption of normality. Quality characteristics of many manufacturing processes in the chemical, pharmaceutical and electronic...

In safety literature, there are two ways to incorporate the potential correlation between multiple crash frequency variables: (1) simulation-based approach and (2) analytical closed-form approach. The current research effort undertakes a comparison multivariate model copula based analyze zonal level counts for different types. Further, builds on earlier models by incorporating random parameters...