Results 161 to 170 of about 157,142 (279)

Properties of Hierarchical Archimedean Copulas [PDF]

open access: yes
In this paper we analyse the properties of hierarchical Archimedean copulas. This class is a generalisation of the Archimedean copulas and allows for general non-exchangeable dependency structures. We show that the structure of the copula can be uniquely
Yarema Okhrin   +2 more
core  

Nutritional Interventions During Pregnancy Improve Maternal and Neonatal Outcomes: A Systematic Review and Meta‐Analysis of Randomized Controlled Trials

open access: yesJournal of Midwifery &Women's Health, EarlyView.
Introduction This systematic review and meta‐analysis aimed to evaluate the effects of nutritional interventions during pregnancy on maternal and neonatal outcomes. Methods The review followed Preferred Reporting Items for Systematic Reviews and Meta‐Analyses guidelines and was registered in PROSPERO (CRD42024528918).
Güleren Sabuncular   +5 more
wiley   +1 more source

Evidence of improvement: A two-decade decline in pulmonary embolism procedural mortality. [PDF]

open access: yesJ Vasc Surg Venous Lymphat Disord
Ferguson C   +8 more
europepmc   +1 more source

Product Introduction Events and Stock Returns: A Meta‐Analysis

open access: yesJournal of Product Innovation Management, EarlyView.
ABSTRACT Academic Summary Product introduction events are frequent across industries, countries, and other contexts and part of the innovation strategy of many companies. However, the future performance of new products is uncertain, posing significant risks for firms and investors and leading to heterogeneous stock market responses.
Niklas Grube, Erik Maier, Tammo Bijmolt
wiley   +1 more source

On Testing for Independence Between Generalized Error Models of Several Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi   +2 more
wiley   +1 more source

Kendall's Tau as the test for trend in time series data

open access: yes, 2012
When using nonparametric tests test time series data for trends, most require that the data the model independent and identically distributed. course, real-world data not always meet this requirement.
Chen, Xiaolei
core  

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

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