Results 61 to 70 of about 87,023 (313)
Impact of non-stationarity on estimating and modeling empirical copulas of daily stock returns
, 2015 All too often measuring statistical dependencies between financial time series is reduced to a linear correlation coefficient. However this may not capture all facets of reality.
Schäfer, Rudi, Wollschläger, Marcel
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Transformation of a copula using the associated co-copula [PDF]
Dependence Modeling, 2018 AbstractWe investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation. Symmetry, association, ordering and dependence properties of the resulting copula are established.
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Himalayan Linguistics, 2020 Author(s): Funk, Damian | Abstract: Like many Tibetic languages, Brokpa boasts an intricate system of copulas. Six present tense copulas, one past tense copula, and two modal copulas are identified, including a distinction between sets of equative and existential copulas and a three-way epistemic contrast akin to Lhasa Tibetan, and more elaborated than
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the role of digital dynamic capabilities (DDCs) in enhancing ESG performance, integrating insights from social exchange theory (SET). By conceptualizing organizational trust and organizational identification as key antecedents of DDCs, we propose that firms fostering trust‐based and identification‐driven environments are ...
Shufeng Xiao +4 more
wiley +1 more source
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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A class of directed acyclic graphs with mixed data types in mediation analysis
Canadian Journal of Statistics, EarlyView.Abstract We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear structural equation model to accommodate many data types arising from the application of mediation analysis ...
Wei Hao, Canyi Chen, Peter X.‐K. Song
wiley +1 more source
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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Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Perturbed Copula: Introducing the skew effect in the co-dependence [PDF]
, 2012 Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them.
Elices, Alberto, Fouque, Jean-Pierre
core
Strong Approximation of Empirical Copula Processes by Gaussian Processes
, 2011 We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated ...
Adler R. J. +21 more
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