Results 51 to 60 of about 3,668 (232)

Assessing the Effectiveness of Workers' Selection Exams: The Case of the Bank of Italy

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT High‐stakes exams can be used to rank and select candidates for job openings, and the ability of those selected hinges on the design of the exam. I propose a method to model candidates' performance to assess how effective the exam is at selecting high‐ability candidates.
Santiago Pereda‐Fernández
wiley   +1 more source

Bivariate entropy-transformed Weibull distribution for modelling bivariate system-simulated data from a computer series: Mathematical features and applied results

Alexandria Engineering Journal
The bivariate FGM Entropy-Transformed model is a new, flexible family of generalized bivariate distributions based on the FGM copula. The bivariate FGM Entropy-Transformed Weibull model is a new model that we developed based on the FGM copula and Entropy-
Tabassum Naz Sindhu, Abdon Atangana, Muhammad Bilal Riaz, Tahani A. Abushal   +3 more
doaj   +1 more source

Testing the symmetry of a dependence structure with a characteristic function

Dependence Modeling, 2018
This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely ...
Bahraoui Tarik, Bouezmarni Taoufik, Quessy Jean-François   +2 more
doaj   +1 more source

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

Journal of Forecasting, Volume 45, Issue 4, Page 1529-1558, July 2026.
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, Mario Mezzanzanica   +1 more
wiley   +1 more source

Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications

, 2014
This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing, Ren, Jinchang, Marshall, Stephen, Sun, Meijun, Durrani, Tariq   +4 more
core   +1 more source

On Unit-Burr Distorted Copulas

AppliedMath
This paper introduces a new unit-Burr distortion function constructed via a transformation of the Burr random variable. The distortion can be applied to existing base copulas to create new copula families.
Fadal Abdullah A. Aldhufairi, Jungsywan H. Sepanski   +1 more
doaj   +1 more source

Calibrating and Simulating Copula Functions in Financial Applications

Frontiers 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

A streaming algorithm for bivariate empirical copulas [PDF]

Computational Statistics & Data Analysis, 2019
Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory efficient approximation to the empirical copula function of a bivariate stream of data.
openaire   +3 more sources

Assessing Basis Risk in Margin Insurance for Beef Cattle Farming in Brazil

Agricultural Economics, Volume 57, Issue 4, July 2026.
ABSTRACT Price volatility in agricultural markets directly affects the financial viability of rural producers, particularly in sectors characterized by narrow profit margins and long production cycles, such as beef cattle production. Futures contracts and agricultural insurance are commonly used to mitigate this risk; however, both instruments are ...
Beatriz Salandin Dal Pozzo, Vitor Augusto Ozaki   +1 more
wiley   +1 more source

Evolution of bivariate copulas in discrete processes

JSIAM Letters, 2011
Copulas provide a key ingredient in the field of quantitative risk management because of their flexibility upon investigating dependence relations among random variables. Except for several examples, however, copulas are mainly concerned with the static problems, not with the time-dependent situations. In this paper, on the other hand, we deal with the
Yoshizawa, Yasukazu, Ishimura, Naoyuki
openaire   +2 more sources