Results 41 to 50 of about 75,997 (278)
Multiplier bootstrap of tail copulas with applications
, 2013 For the problem of estimating lower tail and upper tail copulas, we propose two bootstrap procedures for approximating the distribution of the corresponding empirical tail copulas. The first method uses a multiplier bootstrap of the empirical tail copula
Bücher, Axel, Dette, Holger
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Weak convergence of the empirical copula process with respect to weighted metrics [PDF]
, 2014 The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop asymptotic theory for
Berghaus, Betina +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT Circular supply chain management (CSCM) practices are seen as a solution for addressing society's many significant environmental challenges. Although existing studies recognise the importance of reverse engineering in combating poverty, there is limited knowledge about its effectiveness in shaping CSCM practices to address climate change and ...
Yaw Agyabeng‐Mensah +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma +3 more
wiley +1 more source
Implicit Copulas from Bayesian Regularized Regression Smoothers
, 2018 We show how to extract the implicit copula of a response vector from a Bayesian regularized regression smoother with Gaussian disturbances. The copula can be used to compare smoothers that employ different shrinkage priors and function bases.
Klein, Nadja, Smith, Michael Stanley
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Business Strategy and the Environment, EarlyView.ABSTRACT Although firms that integrate a sustainability orientation (SO) may experience a significant improvement in their resource efficiency, many, particularly small‐ and medium‐sized enterprises (SMEs), still struggle with the complexities of incorporating sustainability into their business models.
Michael Adu Kwarteng +3 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Small enterprises (SEs) constitute a major component of economic systems, and their socio‐environmental commitment is critical for promoting societal well‐being. This paper examines the direct effect of sound financial practices on socio‐environmental commitment and evaluates the mediating role of financial constraints—specifically debt and ...
Marcos Álvarez‐Espiño +2 more
wiley +1 more source
Estimation of Copula Density Using the Wavelet Transform
مجلة بغداد للعلومThis paper proposes a new method to estimate the copula density function using wavelet decomposition as a nonparametric method, to obtain more accurate results and address the issue of boundary effects that nonparametric estimation methods suffer from ...
Fatimah Hashim Falhi +1 more
doaj +1 more source
Trivariate joint frequency analysis of water resources deficiency signatures using vine copulas
Applied Water Science, 2022 Investigating the interaction of water resources such as rainfall, river flow and groundwater level can be useful to know the behavior of water balance in a basin.
Mohammad Nazeri Tahroudi +3 more
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Correlation analysis of financial assets based on asymmetric copula
Frontiers in Applied Mathematics and Statistics, 2022 Based on the asymmetric copula function, this paper analyzes the static and dynamic correlation between Shanghai Composite Index and Shenzhen Composite Index.
Xia Li, Bing Hou
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