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

