Results 61 to 70 of about 1,401 (188)
Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
The Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
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ABSTRACT This article addresses the problem of quantifying the uncertainty in planning aircraft ground movement operations using towbarless robotic tractors taking into account the inherent uncertainties of the problem, specifically, the uncertainties in the weight of the aircraft and in the rolling resistance of the wheels of the main landing gear ...
Almudena Buelta +2 more
wiley +1 more source
After defining a new log-logistic model and studying its properties, some new bivariate type versions using “Farlie-Gumbel-Morgenstern Copula”, “modified Farlie-Gumbel-Morgenstern Copula”, “Clayton Copula”, and “Renyi’s entropy Copula” are derived. Then,
Mahmoud M. Mansour +6 more
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Information‐Driven Modeling of Energy Markets: An Unbalanced Wasserstein Barycenter Approach
ABSTRACT A novel methodology is proposed for jointly modeling the price dynamics of natural gas and electricity by integrating graph‐based Machine Learning and optimal transport theory. The framework combines visibility graph embeddings with the Wasserstein barycenter to uncover latent structures and asymmetric dependencies between the two ...
Carlo Mari +2 more
wiley +1 more source
A recipe for bivariate copulas [PDF]
ABSTRACTWe give conditions on a ⩾ −1, b ∈ ( − ∞, ∞), and f and g so that Ca, b(x, y) = xy(1 + af(x)g(y))b is a bivariate copula. Many well-known copulas are of this form, including the Ali–Mikhail–Haq Family, Huang–Kotz Family, Bairamov–Kotz Family, and Bekrizadeh–Parham–Zadkarmi Family.
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Bivariate copula in fitting rainfall data [PDF]
The usage of copula to determine the joint distribution between two variables is widely used in various areas. The joint distribution of rainfall characteristic obtained using the copula model is more ideal than the standard bivariate modelling where copula is belief to have overcome some limitation. Six copula models will be applied to obtain the most
Kong, Ching Yee +3 more
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ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Survival Copula Entropy and Dependence in Bivariate Distributions
In the present work we propose survival copula entropy as an alternative to Shannon entropy, cumulative residual entropy and copula entropy measures in computing the uncertainty in bivariate populations.
S.M. Sunoj , N. Unnikrishnan Nair
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Bivariate copulas defined from matrices
We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component. Moreover, it encompasses several extensions of FGM copulas as well as copulas based on partition of unity such as Bernstein or ...
Amblard, Cécile +2 more
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European Ports as Energy Hubs: A Sustainability Index to Assess Territorial Development
ABSTRACT The capacity of ports to act as energy hubs is increasingly relevant in light of sustainability challenges and global crises like the Ukraine conflict, the COVID‐19 pandemic and energy scarcity. Numerous international and national initiatives are shaping the future of port development to address environmental and economic concerns.
Paolo Mazzocchi +3 more
wiley +1 more source

