Results 21 to 30 of about 738,290 (135)

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

open access: yesDependence 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

Reidentification risk estimation using Gaussian-copula-based generative models [PDF]

open access: yesPeerJ Computer Science
Data publishers typically apply anonymization techniques to safeguard privacy when sharing data for secondary analysis. However, the current models for estimating reidentification risk fall short of accurately assessing the potential privacy risks ...
Manohari Kelani Bandara   +2 more
doaj   +2 more sources

Capturing the extremes: a quasi-comonotonicity-based algorithm for disaggregating daily to hourly rainfall [PDF]

open access: yesHydrology and Earth System Sciences
Disaggregating 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

open access: yesDependence 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

Digital Orientation and Green Practices in Chilean SMEs: Innovation as the Pathway to Competitive Performance

open access: yesBusiness 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

The Study of Turn-taking Processes through Focus on Form and Focus on Forms Instructions: Incidental Grammar Acquisition [PDF]

open access: yesJournal 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  

Distinct Environmental Sustainability Signals for Marketing Success: The Interactions of Life Cycle Phases, Green Country Image, and Transparency

open access: yesBusiness Strategy and the Environment, EarlyView.
ABSTRACT Although prior studies show that overall product environmental sustainability enhances consumer value perceptions, it remains unclear how consumers interpret environmental sustainability signals across phases of the life cycle assessment process.
Yingfei Hu   +2 more
wiley   +1 more source

Copulas for statistical signal processing (Part I) : extensions and generalization [PDF]

open access: yes, 2014
Existing works on multivariate distributions mainly focus on limited distribution functions and require that the associated marginal distributions belong to the same family. Although this simplifies problems, it may fail to deal with practical cases when
Wang, Zheng   +4 more
core   +4 more sources

Vine Copula-Based Outage Analysis for Fluid Antenna RIS-NOMA Systems Over Nakagami-m Fading Channels

open access: yesIEEE Open Journal of the Communications Society
Outage 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

Brexit and Its Impact on EU Financial Markets

open access: yesInternational 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

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