Results 131 to 140 of about 18,813 (205)

Copula-based risk aggregation with trapped ion quantum computers. [PDF]

open access: yesSci Rep, 2023
Zhu D   +5 more
europepmc   +1 more source

A copula-based multivariate flood frequency analysis under climate change effects. [PDF]

open access: yesSci Rep
Khajehali M   +4 more
europepmc   +1 more source

Archimedean Copulas and Temporal Dependence

open access: yes
We study the dependence properties of stationary Markov chains generated by Archimedean copulas. Under some simple regularity conditions, we show that regular variation of the Archimedean generator at zero and one implies geometric orgodicityof the ...
Beare, Brendan K.
core  

Copula bivariate probit models: with an application to medical expenditures [PDF]

open access: yes
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core  

Data-Driven Chance Constrained Mixed Integer Nonlinear Bilevel Optimization via Copulas. [PDF]

open access: yesInd Eng Chem Res
Johnn SN   +5 more
europepmc   +1 more source

A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting [PDF]

open access: yes
World economies, and especially European ones, have become strongly interconnected in the last decades and a joint modelling is required. We propose here the use of Copulas to build flexible multivariate distributions, since they allow for a rich ...
Dean Fantazzini   +4 more
core  

Home - About - Disclaimer - Privacy