Results 21 to 30 of about 520,955 (192)
Dependence Modeling, 2013 Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula ...
Bernard Carole +3 more
doaj +1 more source
Approximation multivariate distribution of main indices of tehran stock exchange with pair-copula [PDF]
, 2013 The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula.
Parham, Gholamali +10 more
core +1 more source
Copula-GP describes the noise correlations between dynamically coupled neurons with a Clayton copula. [PDF]
, 2022 A i. GLM model of two coupled neurons (excitatory and inhibitory) that receive the same time-dependent input x(t); ii. the spike history coupling filters h12 and h21; B-C simulated calcium transients (fluorescence across time) showing dynamic responses ...
Nathalie Rochefort (12015603) +4 more
core +1 more source
Capturing the extremes: a quasi-comonotonicity-based algorithm for disaggregating daily to hourly rainfall [PDF]
Hydrology and Earth System SciencesDisaggregating daily precipitation data into hourly time scales is crucial for hydrological modelling, urban drainage design, and extreme rainfall risk assessment.
C. Correa +3 more
doaj +1 more source
Baire category results for quasi–copulas
Dependence Modeling, 2016 Abstract The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi ...
Durante Fabrizio +2 more
openaire +3 more sources
The Study of Turn-taking Processes through Focus on Form and Focus on Forms Instructions: Incidental Grammar Acquisition [PDF]
Journal of Modern Research in English Language Studies, 2016 The present study aimed at examining whether the turn-taking processes in focus on form and focus on forms teaching contexts were similar or different. Turn-taking refers to ‘how each of the interlocutors in an interaction contributes to the conversation’
Hossein Arabgary, Siros Izadpanah
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca +2 more
wiley +1 more source
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
Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-
IEEE Open Journal of the Communications SocietyOutage performance in multi-port fluid antenna (FA) systems is governed by the tail dependence between correlated ports, which Gaussian-copula models cannot capture.
Mohammad Al Bataineh, Zaid Albataineh
doaj +1 more source
Learning gains from work placements: Innovative behavior and the role of emotional competencies
European Management Review, EarlyView.Abstract The importance of innovative behavior (IB) has been well documented, and the engagement of employees in IB has become a tacit norm in many organizations. It has also been understood that IB is emotionally charged. However, little research has concentrated on whether higher education (HE) providers can foster IB in university students, and ...
Marco Furlotti, Helen Shipton
wiley +1 more source