Results 151 to 160 of about 89,782 (266)
ABSTRACT The present paper provides an overall framework to afford the problem of non‐representativeness and non‐random selectivity arising from online job ads data, using Generalized sample selection models and Eurostat benchmark data. We jointly model the outcome intensity (number of online job ads in observed profiles, whose levels are defined by ...
Pietro Giorgio Lovaglio +1 more
wiley +1 more source
Comments on Copula Functions and Their Relationship to Probability Density Functions
Ahmed Al-Adilee, Ola Hassan
openalex +2 more sources
Robust Bernoulli Mixture Models for Credit Portfolio Risk
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Nonparametric estimation of pair-copula constructions with the empirical pair-copula [PDF]
Ingrid Hobæk Haff, Johan Segers
openalex +1 more source
Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors
ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
wiley +1 more source
Copula-based multivariate analysis of hydrological drought over jiabharali sub-basin of Brahmaputra River, India. [PDF]
Chakma B +7 more
europepmc +1 more source
The Gradability of ‘Conscious’
ABSTRACT Are some creatures “more conscious” than others? A number of consciousness researchers have aimed to answer this question. Yet some have claimed that this question does not even make sense. They claim that “conscious” (in the phenomenal sense) never occurs as a gradable adjective, meaning an adjective that permits degree expressions (“more f ...
Andrew Y. Lee, Poppy Mankowitz
wiley +1 more source

