Results 151 to 160 of about 25,546 (258)

Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
wiley   +1 more source

Dynamic copula Bayesian network predictive model for assessing the impact of initiative programs on child undernutrition in Ethiopia, 2009-2016. [PDF]

BMC Public Health
Begashaw GB, Zewotir T, Fenta HM, Asmamaw MA.   +3 more
europepmc   +1 more source

Modelling dependent censoring in time-to-event data using boosting copula regression. [PDF]

Lifetime Data Anal
Strömer A, Klein N, Van Keilegom I, Mayr A.   +3 more
europepmc   +1 more source

Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho

Risk Management and Insurance Review, EarlyView.
Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania, Arturo Leccadito, Alessandro Staino   +2 more
wiley   +1 more source

Data-Driven Chance-Constrained Mixed Integer Nonlinear Bi-level Optimisation Via Copulas: Application To Integrated Planning And Scheduling Problems. [PDF]

Syst Control Trans
Johnn SN, Nikkhah H, Tsai ML, Avraamidou S, Beykal B, Charitopoulos VM.   +5 more
europepmc   +1 more source

Modal Logic and Modal Metaphysics: An Avicennian Division of Labour

Theoria, EarlyView.
ABSTRACT This paper argues that Avicenna was both a necessitarian and a realist about contingency. The two aspects of his modal metaphysics are reconciled by arguing that Avicenna's modal metaphysics is founded on realism about essences: strictly speaking, an individual has no contingent properties, but a modal distinction can be made between the ...
Jari Kaukua
wiley   +1 more source

Preface to the Special Issue: Quantum Probability and Randomness V. [PDF]

Entropy (Basel)
Khrennikov A, Svozil K.
europepmc   +1 more source

(Co‐)Reference All the Way Down: A Unified Theory of (Pro) Nominals in Ordinary English

Theoria, EarlyView.
ABSTRACT This essay joins two themes, both arising from Kripke's inspiring ideas in the theory of reference. The first theme concerns reference in general. The second examines the notion of co‐reference and the role it plays in a unified theory of pronouns for natural language.
Jessica Pepp, Joseph Almog
wiley   +1 more source

Causal Inference for First Non-Fatal Events With the Competing Risk of Death: A Principal Stratification Approach. [PDF]

Stat Med
Sun J, Cook T.
europepmc   +1 more source

Testing Copula Hypothesis with Copula Entropy

Testing copula hypothesis is of fundamental importance in the applications of copula theory. In this paper we proposed a copula hypothesis testing with copula entropy. Since copula entropy is a unified theory in probability and therefore testing copula hypothesis based on it can be applied to any types of copula function.
openaire   +2 more sources