Results 61 to 70 of about 43,396 (279)
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
doaj +1 more source
Gaussian Process Conditional Copulas with Applications to Financial Time Series [PDF]
, 2013 The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function.
Hernández-Lobato, Daniel +2 more
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Business Strategy and the Environment, EarlyView.ABSTRACT This study investigates the way sustainable innovation, conceptualized as a second‐order construct integrating sustainable orientation and innovation culture, impacts triple bottom line (TBL) performance. It also examines the mediating roles of product, process, organizational, and marketing innovations.
Nuno Fernandes Crespo +1 more
wiley +1 more source
A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem
IEEE Access, 2019 Conditional copula which measures the conditional dependence among variables, possesses a special position in copula field. In this article, based on Bayes theorem, we derive three kinds of conditional copula functions as the product of the corresponding
Xinyao Li, Weihong Zhang, Liangli He
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The Canadian Journal of Chemical Engineering, EarlyView.Integrated Aspen HYSYS–machine learning framework for predicting product yields and quality variables. Abstract Crude oil refining is a complex process requiring precise modelling to optimize yield, quality, and efficiency. This study integrates Aspen HYSYS® simulations with machine learning techniques to develop predictive models for key refinery ...
Aldimiro Paixão Domingos +3 more
wiley +1 more source
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
core
, 2010 We show an analytic method to construct a bivariate distribution function (DF) with given marginal distributions and correlation coefficient. We introduce a convenient mathematical tool, called a copula, to connect two DFs with any prescribed dependence ...
Ball +60 more
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A method to select bivariate copula functions
Revista Colombiana de Estadística, 2019 Summary: Copula functions have been extensively used in applied statistics, becoming a good alternative for modeling the dependence of multivariate data. Each copula function has a different dependence structure. An important issue in these applications is the choice of an appropriate copula function model for each case where standard classical or ...
Tovar Cuevas, José Rafael +2 more
openaire +3 more sources
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how digital dynamic capabilities (DDC)—specifically digital absorptive capacity (DAC) and digital transformation capacity (DTC)—contribute to environmental sustainability (ES), both directly and through circular supply chain practices (CSCP).
Yi Liang, Tae‐Hoo Kim, Min‐Jae Lee
wiley +1 more source