Results 21 to 30 of about 749 (133)
A new three parameter Fréchet model with mathematical properties and applications
Journal of Taibah University for Science, 2020 A new three-parameter extension of the Fréchet model is proposed and studied. Some of its statistical properties are derived. A simple type Copula-based construction via Morgenstern family and via Clayton copula is used to derive many bivariate and ...
Abdulhakim A. Al-Babtain +2 more
doaj +1 more source
Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family
Energies, 2022 Climate change impacts many aspects of life and requires innovative thinking on various issues. The electricity sector is affected in several ways, including changes in the production components and consumption patterns.
Moshe Kelner +2 more
doaj +1 more source
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source
Dependence between Croatian and European stock markets – A copula GARCH approach [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2013 The objective of this paper is to analyze dependence structure between the returns of Croatian and five European stock markets (Austrian, French, German, Italian, and the U.K.'s). We propose a copula GARCH approach, where the return series are modeled as
Silvo Dajčman
doaj
Vine copula knockoffs for variable selection in gene expression studies
Canadian Journal of Statistics, EarlyView.Abstract Identifying clinical and genetic markers is essential for stratifying cancer patients by survival outcomes and guiding personalized treatment strategies. However, gene expression studies often involve high‐dimensional predictors with mixed data types and complex dependence, which complicates reliable variable selection.
José Ulises Márquez Urbina +3 more
wiley +1 more source
VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH
BarekengInvestment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah +3 more
doaj +1 more source
Construction and Application of a Novel C‐Vine Copula‐Based Multi‐Variate Ecological Drought Index
Irrigation and Drainage, EarlyView.ABSTRACT A comprehensive ecological drought index capturing vegetation growth conditions and meteorological–hydrological variability is essential for assessing ecological drought and optimizing water resource management. This study selected soil moisture (SM), actual evapotranspiration (ET), land surface temperature (LST) and leaf area index (LAI) to ...
Haofei Zhang, Xingye Han, Zhijun Wu
wiley +1 more source
Extending Basel Regulatory Capital Requirement under Economic Downturns [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 This paper studies credit risk management in banking industry and proposes a generic model for corporate loan portfolio loss distribution in economic downturns.
Amir Azamtarrahian, Saeed Asadi
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
BarekengSocial security benefits may not be enough for retirement. Equity release products like marriage reverse annuities can boost retirement income for older couples.
Arnhilda Aspasia Lundy +2 more
doaj +1 more source