Results 61 to 70 of about 2,844,453 (243)
, 2018 <p>Bayesian copula selection algorithms.</p> <p>Library of MatLab functions to estimate the probability of different copula models given a joint distribution of fractiles.</p ...
David Huard, Évin, Guillaume
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Although prior studies show that overall product environmental sustainability enhances consumer value perceptions, it remains unclear how consumers interpret environmental sustainability signals across phases of the life cycle assessment process.
Yingfei Hu +2 more
wiley +1 more source
Copulas for statistical signal processing (part II) : simulation, optimal selection and practical applications [PDF]
, 2014 This paper presents algorithms for generating random variables for exponential/Rayleigh/Weibull, Nakagami-m and Rician copulas with any desired copula parameter(s), using the direct conditional cumulative distribution function method and the complex ...
Zeng, Xuexing +4 more
core +3 more sources
Advances in Mechanical EngineeringIn order to accurately and quickly predict the failure probability of gears with multiple failure modes, a novel reliability analysis methodology based on the mixed Copula (MCopula) function model is proposed to deal with the complex correlation among ...
Xia ErDong +4 more
doaj +1 more source
Tail Dependence in Financial Markets: A Dynamic Copula Approach
Risks, 2019 This article is concerned with the study of the tail correlation among equity indices by means of dynamic copula functions. The main idea is to consider the impact of the use of copula functions in the accuracy of the model’s parameters and in the ...
Federico Pasquale Cortese
doaj +1 more source
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M. +2 more
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
Assessment of Climate Change Impacts on Drought Characteristics and Trivariate Return Period Risks in Western Iran [PDF]
اکوهیدرولوژیObjective: This study investigates the impact of climate change on drought characteristics in western Iran by analyzing trends in drought intensity, duration, and magnitude.
Behnoush Farokhzadeh +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
When Does SDG Adoption Increase ESG Risk? The Mediating Role of Risk Management
Business Strategy and the Environment, EarlyView.ABSTRACT Corporate engagement with the United Nations' Sustainable Development Goals (SDGs) has expanded rapidly, yet its implications for firms' environmental, social and governance (ESG) risk remain insufficiently understood. Prior research has focused on the performance outcomes of SDG adoption while largely overlooking its potential to generate ESG
Francisco J. López‐Arceiz +1 more
wiley +1 more source