Results 81 to 90 of about 5,166,535 (297)
Multi-dimensional scenario forecast for generation of multiple wind farms
Journal of Modern Power Systems and Clean Energy, 2015 A novel multi-dimensional scenario forecast approach which can capture the dynamic temporal-spatial interdependence relation among the outputs of multiple wind farms is proposed.
Ming Yang +4 more
doaj +1 more source
Estimation of Copula-Based Semiparametric Time Series Models [PDF]
This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Yanqin Fan, Xiaohong Chen
core
Vine copula knockoffs for variable selection in gene expression studies
Canadian Journal of Statistics, EarlyView.Abstract Identifying clinical and genetic markers is essential for stratifying cancer patients by survival outcomes and guiding personalized treatment strategies. However, gene expression studies often involve high‐dimensional predictors with mixed data types and complex dependence, which complicates reliable variable selection.
José Ulises Márquez Urbina +3 more
wiley +1 more source
Fitting Copulas with Maximal Entropy
EntropyWe deal with two-dimensional copulas from the perspective of their differential entropy. We formulate a problem of finding a copula with maximum differential entropy when some copula values are given.
Milan Bubák, Mirko Navara
doaj +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Despite growing interest in SDG‐oriented business practices, limited attention has been paid to how practice maturity and managerial gender jointly shape the translation of sustainability initiatives into Sustainable Development and organizational results.
Juan Antonio Giménez Espín +2 more
wiley +1 more source
Complex Versus Parsimonious Site‐Based Stochastic Ground Motion Models: Which One Is Better?
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Stochastic ground motion models (GMMs) provide a probabilistic representation of seismic input and are increasingly important for uncertainty quantification (UQ) in earthquake engineering. This study focuses on site‐based stochastic GMMs, which learn the statistical features of selected datasets of seismic records and generate statistically ...
Maijia Su +2 more
wiley +1 more source
Research on the insurance of swimming crab temperature and salinity index insurance based on Copula function. [PDF]
PLoS One, 2022 Shi X +7 more
europepmc +1 more source
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
core
Tail Risk Transmission in Agricultural and Energy Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu +3 more
wiley +1 more source
Dose Correlation of Panax ginseng and Atractylodes macrocephala Koidz. Drug Pairs in the Chinese Medicine Prescription Based on the Copula Function. [PDF]
Evid Based Complement Alternat Med, 2021 Lin W +12 more
europepmc +1 more source