Results 111 to 120 of about 24,138 (305)
Dependence Modeling, 2018 The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
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Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
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Integrative Zoology, EarlyView.Sexual cannibalism (SC), where one mating partner consumes the other in the context of mating, is especially prevalent among spiders. However, the evolution of SC in spiders is still not fully understood. We review key hypotheses for SC and explore how female‐initiated SC has driven the evolution of various male counter‐adaptations to mitigate its ...
Simona Kralj‐Fišer +3 more
wiley +1 more source
Efficient Modeling of the Energy Sector Using a New Bivariate Copula
MathematicsCopulas are a useful tool to generate bivariate distributions from the univariate marginals. This method is also useful to generate bivariate families of distributions. In this paper, a new copula has been proposed. Some useful properties of the proposed
Jumanah Ahmed Darwish +1 more
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Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M. +2 more
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Corneal power modelling with OCT data – Thin and thick lens paraxial models versus raytracing
Acta Ophthalmologica, EarlyView.Abstract Background Evaluating keratometric power with Zeiss index (PKZ), paraxial thick cornea power (Gullstrand [PG]) and power referenced to the front (PFV) and back vertex plane (PBV) and raytracing power (PR), and modelling the deviation from PKZ with a multivariable linear prediction model.
Achim Langenbucher +4 more
wiley +1 more source
, 2013 We introduce a copula-based dynamic model for multivariate processes of (non-negative) high-frequency trading variables revealing time-varying conditional variances and correlations.
Hautsch, Nikolaus, Bodnar, Taras
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LLM‐based prior elicitation for Bayesian graphical modeling
British Journal of Mathematical and Statistical Psychology, EarlyView.ABSTRACT In the Bayesian graphical modeling framework, priors on network structure encode theoretical assumptions and uncertainty about the topology of psychological constructs under study. For instance, the Bernoulli prior specifies the probability of each pairwise interaction, the Beta–Bernoulli prior governs expected network density, and the ...
Nikola Sekulovski +2 more
wiley +1 more source
Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market [PDF]
This paper develops the method for pricing bivariate contingent claims under General Autoregressive Conditionally Heteroskedastic (GARCH) process. In order to provide a general framework being able to accommodate skewness, leptokurtosis, fat tails as ...
Dominique Guegan, Jing Zhang
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Fuzzy Sets and SystemsIn this paper, we study discrete quasi-copulas associated with imprecise copulas. We focus on discrete imprecise copulas that are in correspondence with the Alternating Sign Matrices and provide some construction techniques of dual pairs. Additionally, we show how to obtain (full-domain) self-dual imprecise copulas through patchwork techniques.
Tomaž Košir, Elisa Perrone
openaire +3 more sources