Results 71 to 80 of about 25,546 (258)
Further Findings on the Intergenerational Transmission of Alcohol Consumption
Health Economics, EarlyView.ABSTRACT Using 43,817 parent–child pairs from 23 waves of the HILDA Survey, I study the intergenerational transmission of alcohol use within a rational model of trait transmission. Transmission is predominantly same‐sex: the mother–daughter elasticity is 0.10 and the father–son elasticity is 0.09; there is no father–daughter effect.
Sergey Alexeev
wiley +1 more source
Some results on weak and strong tail dependence coefficients for means of copulas [PDF]
Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature.
Fischer, Matthias J., Klein, Ingo
core
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
New Bivariate Copulas via Lomax Distribution Generated Distortions
AppliedMathWe develop a framework for creating distortion functions that are used to construct new bivariate copulas. It is achieved by transforming non-negative random variables with Lomax-related distributions.
Fadal Abdullah Ali Aldhufairi +1 more
doaj +1 more source
Pair-Copula Constructions of Multivariate Copulas
, 2010 In this survey we introduce and discuss the pair-copula construction method to build flexible multivariate distributions. This class includes drawable (D), canonical (C) and regular vines developed in [5] and [4]. Estimation and model selection methods are studied both in a classical as well as in a Bayesian setting. This flexible class of multivariate
openaire +2 more sources
Don't You Know That You're Toxic? How Influencer‐Driven Misinformation Fuels Online Toxicity
Psychology &Marketing, EarlyView.ABSTRACT Research on misinformation has focused on message content and cognitive bias, overlooking how source type shapes toxic engagement. This study addresses that gap by showing that influencer‐driven misinformation does not merely increase toxicity: it reconfigures its nature and persistence through relational and social influence mechanisms ...
Giandomenico Di Domenico +2 more
wiley +1 more source
Psychology &Marketing, EarlyView.ABSTRACT AI‐driven personalization now structures search, recommendation, pricing, and service across the consumer journey, heightening a core dilemma: maximizing relevance and efficiency without compromising autonomy and trust. This article advances a capability‐based account of responsible personalization.
Yu‐Ming Hsu
wiley +1 more source
Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Journal of Statistical Software, 2013 Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann +1 more
doaj
Spatial Tail Dependence and Survival Stability in a Class of Archimedean Copulas
International Journal of Mathematics and Mathematical Sciences, 2016 This paper investigates properties of extensions of tail dependence of Archimax copulas to high dimensional analysis in a spatialized framework. Specifically, we propose a characterization of bivariate margins of spatial Archimax processes while spatial ...
Diakarya Barro +2 more
doaj +1 more source
Integrating Systemic Risk and Risk Analysis Using Copulas
International Journal of Disaster Risk Science, 2018 Systemic risk research is gaining traction across diverse disciplinary research communities, but has as yet not been strongly linked to traditional, well-established risk analysis research.
Stefan Hochrainer-Stigler +8 more
doaj +1 more source