Results 71 to 80 of about 75,997 (278)
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, EarlyView.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Further Findings on the Intergenerational Transmission of Alcohol Consumption
Health Economics, EarlyView.ABSTRACT Using 43,817 parent–child pairs from 23 waves of the HILDA Survey, I study the intergenerational transmission of alcohol use within a rational model of trait transmission. Transmission is predominantly same‐sex: the mother–daughter elasticity is 0.10 and the father–son elasticity is 0.09; there is no father–daughter effect.
Sergey Alexeev
wiley +1 more source
, 2014 In this article, we consider the problem of reconstructing networks for continuous, binary, count and discrete ordinal variables by estimating sparse precision matrix in Gaussian copula graphical models.
Abegaz, Fentaw, Wit, Ernst
core +1 more source
Unsupervised Domain Adaptation with Copula Models
, 2017 We study the task of unsupervised domain adaptation, where no labeled data from the target domain is provided during training time. To deal with the potential discrepancy between the source and target distributions, both in features and labels, we ...
Pavlovic, Vladimir +2 more
core +1 more source
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
Two Copulas associated with extremum(与极值相关的两类Copula)
Zhejiang Daxue xuebao. Lixue ban, 2008 利用阿基米德Copula，生存阿基米德Copula，对随机变量与极值统计量之间的相依关系进行了初步的探讨，构造了两类Copula.并在此基础上提出了一种生成Copula的方法.这种方法将特殊Copula函数结构应用到逆方法之中，为生成具有特殊性质的相依结构提供了平台.
WANGQin(王沁) +2 more
doaj +1 more source
Risk return of forward contracting corn with crop insurance
Journal of the Agricultural and Applied Economics Association, EarlyView.Abstract Forward contracting is a common pre‐harvest marketing strategy for row crops, with evidence suggesting higher prices during summer months due to embedded weather risk premiums. While aggressive forward contracting increases farmers' yield risk and potential non‐delivery penalties, crop revenue protection can help offset these financial burdens.
Chandan Bhattarai +4 more
wiley +1 more source
Joint Probability Distribution of Wind–Wave Actions Based on Vine Copula Function
Journal of Marine Science and EngineeringDuring its service life, a deep-sea floating structure is likely to encounter extreme marine disasters. The combined action of wind and wave loads poses a threat to its structural safety.
Yongtuo Wu +3 more
doaj +1 more source
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Akker, R. van den +2 more
core +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source