Pesquisa de referências

Correlations between parameters in risk models : estimation and propagation of uncertainty by Markov Chain Monte Carlo

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>Correlations between parameters in risk models</title>
<subTitle>: estimation and propagation of uncertainty by Markov Chain Monte Carlo</subTitle>
</titleInfo>
<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080018849">
<namePart>Ades, A. E.</namePart>
<nameIdentifier>MAPA20080018849</nameIdentifier>
</name>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080000417">
<namePart>Lu, G.</namePart>
<nameIdentifier>MAPA20080000417</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">usa</placeTerm>
</place>
<dateIssued encoding="marc">2003</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<form authority="marccategory">microform</form>
</physicalDescription>
<abstract>Monte Carlo simulation has become the accepted method for propagating parameter uncertainty through risk models. It is widely appreciated, however, that correlations between input variables must be taken into account if models are to deliver correct assessments of uncertainty in risk</abstract>
<note type="statement of responsibility">A. E. Ades and G. Lu</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080608606">
<topic>Simulación Monte Carlo</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080546878">
<topic>Dioxinas</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080589004">
<topic>Análisis matemático</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080601522">
<topic>Evaluación de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080610319">
<topic>Distribución de riesgos</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602642">
<topic>Modelos de simulación</topic>
</subject>
<classification authority="">7</classification>
<relatedItem type="host">
<titleInfo>
<title>Risk analysis : an international journal</title>
</titleInfo>
<originInfo>
<publisher>New York and London : Society for Risk Analysis</publisher>
</originInfo>
<identifier type="local">MAP20077000345</identifier>
<part>
<text>Vol. 23, nº 6, December, 2003 ; p. 1165-1172</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">040218</recordCreationDate>
<recordChangeDate encoding="iso8601">20080418124433.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20071504933</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>