Results 51 to 60 of about 44,033 (313)
Mathematics, 2021 For multidimensional dependent cases with incomplete probability information of random variables, global sensitivity analysis (GSA) theory is not yet mature.
Zhiwei Bai +4 more
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Weak convergence of the empirical copula process with respect to weighted metrics [PDF]
, 2014 The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop asymptotic theory for
Berghaus, Betina +2 more
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On three-parameter Grubbs copula-function
Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Business Strategy and the Environment, EarlyView.ABSTRACT Firms' continuous pursuit of making a profit in the competitive market may ignore the actions related to environmental responsibilities. This set of actions for financial gains constitutes environmental misconduct, which not only harms ecosystems and communities but also brings reputational damage. Negative press and social media amplification
Ashutosh Singh +3 more
wiley +1 more source
Advances in Multimedia, 2022 In order to explore the relationship between exchange rate fluctuations and oil prices, this paper combines the copula function to study the correlation between exchange rate fluctuations and oil price changes, conducts a more comprehensive study of the ...
Xiaodong Huang
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Implicit Copulas from Bayesian Regularized Regression Smoothers
, 2018 We show how to extract the implicit copula of a response vector from a Bayesian regularized regression smoother with Gaussian disturbances. The copula can be used to compare smoothers that employ different shrinkage priors and function bases.
Klein, Nadja, Smith, Michael Stanley
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Pair-copula constructions of multiple dependence [PDF]
, 2006 Building on the work of Bedford, Cooke and Joe, we show how multivariate data, which exhibit complex patterns of dependence in the tails, can be modelled using a cascade of pair-copulae, acting on two variables at a time.
Aas, Kjersti +3 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
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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From anaphoric pronoun to copula in Zande [PDF]
, 2012 In Zande there is a particle ni which has two syntactic functions. The first one is that of an ana¬phoric pronoun (cf. ex. 1. for its use as a possessive pronoun) which is neutral with regard to gender, number, and syntactic function. The second function
Pasch, Helma
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