Results 161 to 170 of about 4,119 (212)

An optimization method for integrated demand response strategies for electricity and heat considering the uncertainty of user-side loads. [PDF]

Sci Rep
Li J, Zhang D, Wei Y, Zhou X, Kong X, Huo X, Pang C.   +6 more
europepmc   +1 more source

Convergence of Archimedean Copulas

Freakonometrics, 2008
openaire   +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

The Dynamics of Shannon Entropy in Analyzing Climate Variability for Modeling Temperature and Precipitation Uncertainty in Poland. [PDF]

Entropy (Basel)
Twaróg B.
europepmc   +1 more source

Exploring Causal Effects of Hormone- and Radio-Treatments in an Observational Study of Breast Cancer Using Copula-Based Semi-Competing Risks Models. [PDF]

Stat Med
Yu T, Peng M, Cui Y, Chen E, Chen C.
europepmc   +1 more source

The short-term intermittency evaluation of distributed photovoltaic power. [PDF]

Heliyon
Ma Y, Huang Y, Yuan Y.
europepmc   +1 more source

Archimedean copulae and positive dependence

Journal of Multivariate Analysis, 2004
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Spatio-temporal characteristics and multivariate recurrence period of agricultural drought in Northwestern China. [PDF]

Sci Rep
Feng K, Wang S, Wang Y, Li Y, Jiang T, Huang S, Wang F, Su X, Zhang Z.   +8 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
openaire   +1 more source