Results 71 to 80 of about 2,844,453 (243)

Integrated Drought Risk Assessment Using an Entropy-Weighted Fuzzy Index and Copula Functions: A Case Study of Sarbaz River Basin, Iran [PDF]

Water Harvesting Research
Drought risk assessment based on a reliable, integrated index that encompasses meteorological, hydrological, and agricultural dimensions is critical for understanding future drought trends and for implementing effective prevention and mitigation ...
Sahar Maldar, Hamid Nazaripour, Mohsen Hamidianpour   +2 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  

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

Efficient Modeling of the Energy Sector Using a New Bivariate Copula

Mathematics
Copulas are a useful tool to generate bivariate distributions from the univariate marginals. This method is also useful to generate bivariate families of distributions. In this paper, a new copula has been proposed. Some useful properties of the proposed
Jumanah Ahmed Darwish, Muhammad Qaiser Shahbaz   +1 more
doaj   +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., TAAMOUTI, Abderrahim, BOUEZMARNI, Taoufik   +2 more
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, Alejandro Román Vásquez, Graciela González Farías, Gabriel Escarela   +3 more
wiley   +1 more source

Copula-Based Bayesian Inference Approaches for Uncertainty Quantification for Hydrological Simulation

Hydrology
In this study, an advanced copula-based Bayesian inference framework is proposed to characterize probabilistic features in hydrological simulations. Specifically, a Copula–Metropolis–Hastings (CopMH) algorithm is developed through integrating copula ...
Feng Wang, Ruixin Duan, Jiannan Zhang, Mengyu Zhai, Yanfeng Li, Yurui Fan, Yulei Xie   +6 more
doaj   +1 more source

Extreme conditional quantile estimation for time series

Canadian Journal of Statistics, EarlyView.
Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur, Armelle Guillou, Jing Qin   +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

Translating Sustainable Development Goals‐Oriented Business Practices Into Sustainable Development: Practice Maturity, Managerial Gender, and Organizational Results

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, Isabel María Martínez Conesa, Pedro Antonio Martín Cervantes   +2 more
wiley   +1 more source