Results 41 to 50 of about 153,166 (217)
Hybrid Clayton-Frank Convolution-Based Bivariate Archimedean Copula
Journal 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
Entrepreneurial Orientation and Sustainable Enterprise Growth: The Role of Entrepreneurial Agility
Sustainable Development, EarlyView.ABSTRACT This study examines the relationships among entrepreneurial orientation (EO), entrepreneurial agility (EA), and sustainable enterprise growth (SEG) in manufacturing SMEs in Ghana, drawing on Dynamic Capability Theory. A quantitative design was used, with data collected from registered SMEs across key industrial regions via simple random ...
Samuel Oduro Owusu +3 more
wiley +1 more source
Entropy, 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
Australian Journal of Agricultural and Resource Economics, EarlyView.ABSTRACT In agriculture, production technologies are often characterised by non‐linearities and stochastic dependence between outputs, particularly between desirable and undesirable outputs. This paper combines the copula‐based semi‐parametric framework for modelling heterogeneous dependence with the by‐production stochastic frontier approach and ...
Kofivi Dzegle, Ioannis Skevas
wiley +1 more source
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis, 2012 18 pages, 2 ...
Axel Bücher +2 more
openaire +3 more sources
Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape
European Financial Management, EarlyView.ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai +2 more
wiley +1 more source
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
A Copula-Based Bivariate Composite Model for Modelling Claim Costs
MathematicsThis paper aims to develop a new family of bivariate distributions for modelling different types of claims and their associated costs jointly in a flexible manner.
Girish Aradhye +2 more
doaj +1 more source
On a Bivariate XGamma Distribution Derived from Copula
Statistica, 2022 In this paper, a new bivariate XGamma (BXG) distribution is presented using Farlie-Gumbel-Morgenstern (FGM) copula. We derive the expressions for conditional distribution, regression function and product moments for the BXG distribution.
Mohammed Abulebda +3 more
doaj +1 more source
Acquirer Strategic Orientations, Integration Decisions, and Performance
Journal 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