Results 161 to 170 of about 4,366 (211)

Compounded wind gusts and maximum temperature via semiparametric copula in the risk assessments of power blackouts and air conditioning demands for major cities in Canada. [PDF]

Sci Rep
Latif S, Ouarda TBMJ.
europepmc   +1 more source

Optimal scheduling of electricity and hydrogen integrated energy system considering multiple uncertainties. [PDF]

iScience
Chang P, Li C, Zhu Q, Zhu T, Shi J.
europepmc   +1 more source

Projections of meteorological drought severity-duration variations based on CMIP6. [PDF]

Sci Rep
Behzadi F, Javadi S, Yousefi H, Hashemy Shahdany SM, Moridi A, Neshat A, Golmohammadi G, Maghsoudi R.   +7 more
europepmc   +1 more source

Probabilistic Assessment of the Interaction between Weather, COVID-19 and Exchange rate of Mumbai City in India using Archimedean Copulas

, 2022
Barma SD, Uttarwar SB, Mahesha A.
europepmc   +1 more source

Extreme wave and storm surge characteristics in the southeastern coastal and offshore regions of China. [PDF]

Sci Rep
Gao Y, Li X, Chen X, Wang L.
europepmc   +1 more source

Archimedean copulae and positive dependence

Journal of Multivariate Analysis, 2004
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A study on the monitoring of heatwaves and bivariate frequency analysis based on mortality risk assessment in Wuhan, China. [PDF]

Front Public Health
Chen S, Zhao J, Dou H, Yang Z, Li F, Byun J, Kim SW.   +6 more
europepmc   +1 more source

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Heterogeneous Archimedean Copula

SSRN Electronic Journal, 2016
Archimedean copulae build a large family of copulae exhibiting tail-dependency in many cases. We extend the classical homogeneous (exchangeable) Archimedean copula to the heterogeneous case. This will extend the use of this copula family to multivariate random variable with pairwise different dependencies.
openaire   +1 more source

Hierarchies of Archimedean copulas

Quantitative Finance, 2009
We present a flexible class of hierarchical copulas capable of modelling multidimensional joint distributions of asset returns with a richer rank correlation structure than existing models. We derive estimators and simulation techniques. The methods are applied to an illustrative portfolio consisting of a subset of DAX stocks.
Cornelia Savu, Mark Trede
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Semiparametric bivariate Archimedean copulas

Computational Statistics & Data Analysis, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hernández-Lobato, José Miguel, Suárez, Alberto   +1 more
openaire   +2 more sources