Results 51 to 60 of about 27,516 (250)
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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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca +2 more
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Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 more
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Regresi Median Pada Copula Bivariat
JTAM (Jurnal Teori dan Aplikasi Matematika), 2019 Abstrak: Analisis regresi adalah analisis yang sering digunakan dalam segala bidang yang bertujuan untuk memodelkan hubungan antara dua jenis variabel tak bebas dengan satu atau variabel bebas. Regresi linier masih memiliki beberapa kekurangan, maka dari
Geraldus Anggoro Rinadi +2 more
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Generative Archimedean Copulas
CoRR, 2021 We propose a new generative modeling technique for learning multidimensional cumulative distribution functions (CDFs) in the form of copulas. Specifically, we consider certain classes of copulas known as Archimedean and hierarchical Archimedean copulas, popular for their parsimonious representation and ability to model different tail dependencies.
Yuting Ng +3 more
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Toward a Greener Future: How and When Blockchain and Digitization Drive Green Finance
Business Strategy and the Environment, EarlyView.ABSTRACT The COVID‐19 pandemic has significantly affected small‐ and medium‐sized enterprises (SMEs) and poses challenges in acquiring financing. Growing green investments require transformative infrastructure and innovative green financing solutions. Blockchain technology is ideal for delivering green environmental information because it provides real‐
Sikandar Rahman +7 more
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Multiplicative Archimedean Copula(乘积阿基米德Copula)
Zhejiang Daxue xuebao. Lixue ban, 2010 在乘法模式下,对阿基米德Copula进行了推广,提出了乘积阿基米德Copula.通过构造两类特殊的乘积阿基米德Copula,举出了若干乘积阿基米德Copula例子,并分析了关于尾部相依性、对称性等方面的性质.最后,在探讨阿基米德Copula和乘积阿基米德Copula的关系中,提出几个值得进一步讨论的问题.
WANGQin(王沁) +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT Existing literature indicates that transformational leadership in supply chains is critical to sustainability; however, little is known about how this leadership influences sustainability. The empirical literature has provided minimal focused analysis of transformational supply chain leadership and its effects on sustainability performance ...
Ishmael Nanaba Acquah +2 more
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Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
Pan-American Journal of MathematicsThe Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
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