Results 41 to 50 of about 3,668 (232)

Bivariate copulas: Transformations, asymmetry and measures of concordance [PDF]

Kybernetika, 2014
Summary: The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every
Sebastian Fuchs, Klaus D. Schmidt
openaire   +2 more sources

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

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

Journal 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, Philipp Schade, Monika C. Schuhmacher   +2 more
wiley   +1 more source

Threshold copulas and positive dependence [PDF]

, 2008
Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the ...
Fabio Spizzichino, Fabrizio Durante, Rachele Foschi, Durante, Fabrizio, Spizzichino, Fabio, Foschi, Rachele   +5 more
core   +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, Ashok Kumar Pathak, Arvind Pandey, Shikhar Tyagi   +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, David R. King, Jeffrey G. Covin, Svante Schriber, Nir Brueller, Qingxiong Weng   +5 more
wiley   +1 more source

A Copula-Based Bivariate Composite Model for Modelling Claim Costs

Mathematics
This 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, George Tzougas, Deepesh Bhati   +2 more
doaj   +1 more source

New Bivariate Pareto Type II Models

Entropy, 2019
Pareto type II distribution has been studied from many statisticians due to its important role in reliability modelling and lifetime testing. In this article, we introduce two bivariate Pareto Type II distributions; one is derived from copula and the ...
Lamya Baharith, Hind Alzahrani
doaj   +1 more source

On Construction of Bernstein-Bézier Type Bivariate Archimedean Copula

Revstat Statistical Journal, 2022
In this paper, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bézier polynomials is introduced. The new class copula has flexible dependence properties depending on the polynomial degree and the
Selim Orhun Susam , Burcu Hudaverdi
doaj   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source