Results 51 to 60 of about 25,862 (264)
Final solution to the problem of relating a true copula to an imprecise copula
, 2019 In this paper we solve in the negative the problem proposed in this journal (I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48-66) whether an order interval defined by an imprecise copula contains a copula.
Omladič, Matjaž, Stopar, Nik
core +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +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
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
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study explores how digital dynamic capabilities (DDC)—specifically digital absorptive capacity (DAC) and digital transformation capacity (DTC)—contribute to environmental sustainability (ES), both directly and through circular supply chain practices (CSCP).
Yi Liang, Tae‐Hoo Kim, Min‐Jae Lee
wiley +1 more source
Bivariate copulas defined from matrices [PDF]
, 2013 We propose a semiparametric family of copulas based on a set of orthonormal functions and a matrix. This new copula permits to reach values of Spearman's Rho arbitrarily close to one without introducing a singular component.
Amblard, Cécile +2 more
core +4 more sources
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
Quantifying Model Selection Uncertainty in Structural Analysis: Methodology and Application
Earthquake Engineering &Structural Dynamics, EarlyView.ABSTRACT With increasing focus on complex engineering systems under rare events, computational models are critical for predictions due to the scarcity or absence of data. However, selecting an appropriate model can be challenging. Using a single model without available test calibration could result in significant bias in performance predictions. A case
Ya‐Heng Yang, Tracy C. Becker
wiley +1 more source
On Unit-Burr Distorted Copulas
AppliedMathThis paper introduces a new unit-Burr distortion function constructed via a transformation of the Burr random variable. The distortion can be applied to existing base copulas to create new copula families.
Fadal Abdullah A. Aldhufairi +1 more
doaj +1 more source