Results 71 to 80 of about 5,166,535 (297)
Analysis and Application of Mechanical System Reliability Model Based on Copula Function
Polish Maritime Research, 2016 There is complicated correlations in mechanical system. By using the advantages of copula function to solve the related issues, this paper proposes the mechanical system reliability model based on copula function.
An Hai, Yin Hang, He Fukai
doaj +1 more source
Archimedean Copula Estimation Parameter with Kendall Distribution Function
Cumhuriyet Science Journal, 2017 In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made.
Ayşe Metın Karakas +2 more
doaj +1 more source
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach [PDF]
In the present study we assess the dependency structure between stock indexes by econometrically estimating the empirical copula function and the parameters of various parametric copula functions.
Necula, Ciprian
core
Business Strategy and the Environment, EarlyView.ABSTRACT Why do firms facing similar sustainability pressures differ substantially in circular economy implementation? Existing research provides limited insight into how institutional pressures are internally interpreted and translated into organizational action. Drawing on institutional theory, paradox theory, and the dynamic capabilities perspective,
Owais Khan, Samuli Patala
wiley +1 more source
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
A copula model for dependent competing risks [PDF]
Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks.
Ralf Wilke, Simon M. S. Lo
core +2 more sources
Application of Copula functions in statistics [PDF]
, 2021 Studying associations among multivariate outcomes is an interesting problem in statistical science. The dependence between random variables is completely described by their multivariate distribution. When the multivariate distribution has a simple form, standard methods can be used to make inference.
openaire +1 more source
Nonlinear permuted Granger causality
Canadian Journal of Statistics, EarlyView.Abstract Granger causality is an established, contentious method that seeks causal temporal connections via association and precedence. While not true causal inference, it assists in mapping networks of information flow that may warrant further study.
Noah D. Gade, Jordan Rodu
wiley +1 more source
Asymptotic properties of the Bernstein density copula for dependent data [PDF]
Copulas are extensively used for dependence modeling. In many cases the data does not reveal how the dependence can be modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data based.
ROMBOUTS, Jeroen V.K. +2 more
core
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source