Results 141 to 150 of about 5,166,535 (297)
International Journal of Applied Linguistics, EarlyView.ABSTRACT Applied linguistics and interpreting have much in common; however, the education of signed language interpreters in the States provides barely any applied linguistics training. Linguistic racism (linguicism) frames the education and evaluation of sign language interpreters.
Sharon Grigsby Hill
wiley +1 more source
Copula bivariate probit models: with an application to medical expenditures [PDF]
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the "treatment") on a binary health outcome variable.
Rainer Winkelmann
core
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]
Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
core
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Acquirer Strategic Orientations, Integration Decisions, and Performance
Journal of Management Studies, EarlyView.Abstract Integration decisions are not isolated, as they are embedded in an organizational context. Using a multi‐country sample (Nordics, German speaking Europe, and China) of small‐ and medium‐sized acquirers, we explore the influence of firm strategic orientations on how managers conceptualize acquisitions, make integration decisions, and impact ...
Florian Bauer +5 more
wiley +1 more source
Streamflow Simulation Based on Copula Function
工程科学与技术, 2009 :The kernel of stochastic model is the construction of joint distribution or conditional probability distribution. A first-order non-stationary time series model, namely seasonal CAR(1), was established based on Copula function and compared with seasonal
doaj
The Tail Copula Characteristic Function
Abstract We introduce the Tail Copula Characteristic Function (TCCF), the uncentered Fourier transform of the exponent measure under multivariate regular variation, as a frequency-domain representation of extremal dependence.
openaire +1 more source
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study [PDF]
Copula-GARCH models have been recently proposed in the financial literature as a statistical tool to build flexible multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine how ...
Dean Fantazzini +3 more
core
The Effect of Board Leadership Roles and Committee Responsibilities on Governance Effectiveness
Journal of Management Studies, EarlyView.Abstract Expectations for corporate directors have expanded over time, placing growing demands on their time and attention. Drawing on the cognitive foundations of the attention‐based view (ABV), we theorize that board directors' leadership roles and committee assignments shape their attentional perspective and engagement in ways that can both hinder ...
Shelby L. Gai, J. Yo‐Jud Cheng
wiley +1 more source