In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

In this paper we will check the homogeneity/heterogeneity of Levy processes using some non-parametric homogeneity tests. First we create two samples from two Levy processes starting from the definition of the Levy process, and next we test if the two samples have the same distribution. Using the...

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free service channels (he/she chooses the...

The Jarque-Bera normality test verifies if the residues of the regression hyper-plane are normal random variables.In this paper we present some numerical and Monte Carlo methods to obtain normal residues if the Jarque-Bera test fails. We consider the case when we know the pdf, the cdf and the...

The aim of the international conference ESPERA 2016 was to present and evaluate the economic scientific research portfolio, to argue and substantiate Romanian development strategies – including European and global best practices. The plenary session and the parallel sections were centered on...

In this paper we model the fraud-like investment founds using place-transition Petri nets. We will also classify the business using regression line in order to find the possible fraud-like investment founds. In these regression lines we compute analytical the mark of a place in function of some...

In this paper we will test the homoscedasticity of errors using the Goldfeld-Quandt test and we will classify the points using the explanatory variable by which we sort them. We will also use the Hartley test for the equality of the class error variances (if we have at least two classes). For...

In this paper we compute performance indices like those from Mereuta et all. (2007) using the eigenvalues and the eigenvectors of the variance-covariance matrix of these indices. The eigenvalues are used in this paper to give natural weights to the performance indices in order to compute the...