Results 121 to 130 of about 87,023 (313)

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

open access: yesDependence 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
doaj   +1 more source

Ripples in the Pond: Product Portfolio Reconfiguration and Dynamism in the Competitive Environment

open access: yesJournal of Management Studies, EarlyView.
Abstract The management literature often overlooks how firms can alter the competitive landscape without introducing groundbreaking changes or innovations. Applying the awareness, motivation, and capability framework from competitive dynamics, we posit that as a firm intensifies its product portfolio reconfiguration, its rivals become increasingly ...
Christopher Jung   +2 more
wiley   +1 more source

Improved Frechet bounds and model-free pricing of multi-asset options

open access: yes, 2011
Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
core  

Enhancing Customer Engagement Through Artificial Intelligence Authenticity

open access: yesJournal of Product Innovation Management, EarlyView.
ABSTRACT Given the limited research on the factors and mechanisms underlying artificial intelligence (AI) authenticity, we examine its use in fostering breakthrough knowledge and enhancing customer engagement. We devised a robust model grounded in mind perception and social exchange theories, with a focus on the outcomes of AI authenticity.
Pantea Foroudi   +3 more
wiley   +1 more source

Exchangeability of copulas [PDF]

open access: yes, 2016
When studying the dependence structure of multivariate random vectors, the copula is crucial. A copula is called exchangeable, if it is invariant under any permutation of its arguments. In this thesis, a limit for the absolute distance between a copula and a version of itself with permuted arguments is derived.
openaire   +2 more sources

Poisson count time series

open access: yesJournal of Time Series Analysis, EarlyView.
This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
wiley   +1 more source

Cópula invariável em clivadas invertidas: um exemplo de gramaticalização?

open access: yesWorking Papers em Linguística, 2016
Esta pesquisa busca investigar diacronicamente as sentenças sintaticamente utilizadas para focalizar constituintes, as clivadas canônicas e invertidas.
Damaris Matias Silveira
doaj   +1 more source

Some functionals for copulas [PDF]

open access: gold, 1990
C. Alsina, A. Damas, J. J. Quesada
openalex   +1 more source

Asymptotic properties of the Bernstein density copula for dependent data [PDF]

open access: yes
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
BOUEZMARNI, Taoufik   +2 more
core  

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