Results 41 to 50 of about 5,520 (288)

Tail dependence functions and vine copulas

Journal of Multivariate Analysis, 2010
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Harry Joe, Haijun Li, Aristidis K. Nikoloulopoulos   +2 more
openaire   +2 more sources

Analysis and Forecasting of Wetness-Dryness Encountering of a Multi-Water System Based on a Vine Copula Function-Bayesian Network

, 2022
The analysis and forecasting of wetness-dryness encountering is the basis of joint operation of a multi-water system, which is important for water management of intake areas of water transfer projects.
Sen Wang, Ping-An Zhong, Feilin Zhu, Wenjie Liu, Chengjing Xu, Yiwen Wang   +5 more
core   +1 more source

Correlation analysis of diabetes based on Copula

Frontiers in Endocrinology
IntroductionThe ratio of Triglyceride (TG) to high-density lipoprotein cholesterol (HDL-C) is a crucial indicator for diabetes diagnosis.MethodsThis study utilizes the Copula function to model and fit the non-linear correlation among fasting blood ...
Chang Liu, Hu Yang, Junjie Yang, Hongqing Wang   +3 more
doaj   +1 more source

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

Dependence Modeling, 2018
The family of Clayton copulas is one of the most widely used Archimedean copulas for dependency measurement. A major drawback of this copula is that when it accounts for negative dependence, the copula is nonstrict and its support is dependent on the ...
Cooray Kahadawala
doaj   +1 more source

Monitoring Test for Stability of Dependence Structure in Multivariate Data Based on Copula

Entropy, 2016
In this paper, we consider a sequential monitoring procedure for detecting changes in copula function. We propose a cusum type of monitoring test based on the empirical copula function and apply it to the detection of the distributional changes in copula
Jiyeon Lee, Byungsoo Kim
doaj   +1 more source

Multivariate Storage Degradation Modeling Based on Copula Function

, 2014
A generalized statistical model is introduced in the paper to qualify the reliability of a dormant system which has multiple de-pendent performance characteristics (PCs).
Xue Peng, Li Xiaogang
core   +1 more source

The Challenge of Handling Structured Missingness in Integrated Data Sources

Advanced Intelligent Discovery, EarlyView.
As data integration becomes ever more prevalent, a new research question that emerges is how to handle missing values that will inevitably arise in these large‐scale integrated databases? This missingness can be described as structured missingness, encompassing scenarios involving multivariate missingness mechanisms and deterministic, nonrandom ...
James Jackson, Marius Hofert, Eleni‐Rosalina Andrinopoulou, Niels Hagenbuch, Sarah McGough, Chris Harbron, Robin Mitra   +6 more
wiley   +1 more source

Leveraging Reverse Engineering for CSCM Practices: Demystifying the Roles of Compositional Capability and Cooperative Orientation Under Humane Orientation and Competition Intensity

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, Charles Baah, Ebenezer Afum   +2 more
wiley   +1 more source

Weighted Entropic Copula from Preliminary Knowledge of Dependence

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018
This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
doaj   +1 more source

The Perils of Environmental, Social, and Governance (ESG) Controversies: Implications for a Firm's Financial and Nonfinancial Performance

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, Sourav Bikash Borah, Anirban Adhikary, Sanjay Kumar Jena   +3 more
wiley   +1 more source