Results 51 to 60 of about 25,546 (258)
Adaptive Bernstein Copulas and Risk Management
Mathematics, 2020 We present a constructive approach to Bernstein copulas with an admissible discrete skeleton in arbitrary dimensions when the underlying marginal grid sizes are smaller than the number of observations.
Dietmar Pfeifer, Olena Ragulina
doaj +1 more source
Canadian Journal of Statistics, EarlyView.Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon +2 more
wiley +1 more source
Enjoy the Joy of Copulas: With a Package copula
Journal of Statistical Software, 2007 Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
doaj
Managers' Sustainability Mindset: The Role of Place Attachment and Absorptive Capacity
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Sustainability mindset among managers is crucial for advancing sustainable development and creating long‐term environmental and social value. This study focuses on middle managers in Indian organizations and explores how place attachment and managerial absorptive capacity affect their sustainability mindset.
Asha K. S. Nair +2 more
wiley +1 more source
New copulas based on general partitions-of-unity and their applications to risk management
Dependence Modeling, 2016 We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows, in contrast to finite partition-of-unity copulas, for tail-dependence as well as for asymmetry.
Pfeifer Dietmar +3 more
doaj +1 more source
Rockburst prediction based on data preprocessing and hyperband‐RNN‐DNN
Deep Underground Science and Engineering, EarlyView.A data preprocessing workflow is proposed to address challenges in rockburst data analysis. Coupled algorithms preprocess the data set, and hyperband optimization is used to enhance RNN performance. Results show that preprocessing improves accuracy, while dense layers enhance model stability and prediction performance.
Yong Fan +4 more
wiley +1 more source
MathematicsThis paper presents new classes of strong fuzzy negations, fuzzy implications and Copulas. It begins by presenting two theorems with function classes involving the construction of strong fuzzy negations.
Panagiotis Georgiou Mangenakis +1 more
doaj +1 more source
Covariance Structure Modeling of Engineering Demand Parameters in Cloud‐Based Seismic Analysis
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT Probabilistic seismic demand modeling aims to estimate structural demand as a function of ground motion intensity—a critical stage in seismic risk assessment. Although many models exist to describe the structural demand, few consider the covariance among engineering demand parameters, potentially overlooking a key factor in improving the ...
Archie Rudman +3 more
wiley +1 more source
Statistica, 2018 Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas.
Saralees Nadarajah +2 more
doaj +1 more source
Journal of Multivariate Analysis, 2018 Revised version: correction of Assumption 3 and some minor induced ...
Fermanian, Jean-David, Lopez, Olivier
openaire +6 more sources