Results 31 to 40 of about 1,401 (188)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio   +1 more
wiley   +1 more source

Maximum Entropy-Copula Method for Hydrological Risk Analysis under Uncertainty: A Case Study on the Loess Plateau, China

open access: yesEntropy, 2017
Copula functions have been extensively used to describe the joint behaviors of extreme hydrological events and to analyze hydrological risk. Advanced marginal distribution inference, for example, the maximum entropy theory, is particularly beneficial for
Aijun Guo   +4 more
doaj   +1 more source

Alternative Approaches for Estimating Highest‐Density Regions

open access: yesInternational Statistical Review, EarlyView.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula

open access: yesJournal of Probability and Statistics, 2018
This study exploits the closure property of the converse convolution operator to come up with a hybrid Clayton-Frank Archimedean copula for two random variables.
Maxwell Akwasi Boateng   +3 more
doaj   +1 more source

Non‐parametric Copula Estimation Under Bivariate Censoring [PDF]

open access: yesScandinavian Journal of Statistics, 2015
AbstractIn this paper, we consider non‐parametric copula inference under bivariate censoring. Based on an estimator of the joint cumulative distribution function, we define a discrete and two smooth estimators of the copula. The construction that we propose is valid for a large range of estimators of the distribution function and therefore for a large ...
Gribkova, Svetlana, Lopez, Olivier
openaire   +2 more sources

Situated Attention and Strategic Leadership Interfaces: The Role of CEO Humility and Digital Transformation Urgency for Corporate Venture Capital Investments

open access: yesJournal of Management Studies, EarlyView.
Abstract Integrating the attention‐based view with the strategic leadership interfaces perspective, we propose a theoretical model of situational urgency mechanisms influencing the allocation of CEOs' attention towards responsive actions. Specifically, we theorize upon the role of humility, which leads CEOs towards embracing interfaces and makes them ...
Petrit Ademi   +2 more
wiley   +1 more source

Acquirer Strategic Orientations, Integration Decisions, and Performance

open access: yesJournal of Management Studies, EarlyView.
Abstract Integration decisions are not isolated, as they are embedded in an organizational context. Using a multi‐country sample (Nordics, German speaking Europe, and China) of small‐ and medium‐sized acquirers, we explore the influence of firm strategic orientations on how managers conceptualize acquisitions, make integration decisions, and impact ...
Florian Bauer   +5 more
wiley   +1 more source

Calibrating and Simulating Copula Functions in Financial Applications

open access: yesFrontiers in Applied Mathematics and Statistics, 2021
Copula functions can be utilized in financial applications to determine the dependence structure of the financial asset returns in the portfolio. Empirical evidence has proved the inadequacy of the multi-normal distribution, traditionally adopted to ...
Annalisa Di Clemente, Claudio Romano
doaj   +1 more source

Multiple Changepoint Detection for Non‐Gaussian Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund   +3 more
wiley   +1 more source

Analyzing Non‐Random Selectivity in Online Job Advertisements Using Eurostat Benchmark Data and Generalized Sample Selection Models: An Application to EU Regional Labor Markets

open access: yesLABOUR, EarlyView.
ABSTRACT The present paper provides an overall framework to afford the problem of non‐representativeness and non‐random selectivity arising from online job ads data, using Generalized sample selection models and Eurostat benchmark data. We jointly model the outcome intensity (number of online job ads in observed profiles, whose levels are defined by ...
Pietro Giorgio Lovaglio   +1 more
wiley   +1 more source

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