Results 41 to 50 of about 448 (165)
QUASI-CONCAVITY PROPERTY OF MULTIVARIATE DISTRIBUTION FUNCTIONS
Conditions under which multivariate distribution functions are quasi-concave, are explored. We prove that many elliptically contoured distributions have quasi-concave distribution functions.
Luisa Tibiletti
doaj
A multivariate piecing-together approach with an application to operational loss data
The univariate piecing-together approach (PT) fits a univariate generalized Pareto distribution (GPD) to the upper tail of a given distribution function in a continuous manner. We propose a multivariate extension.
Aulbach, Stefan +2 more
core +1 more source
A Flexible Quasi-Copula Distribution for Statistical Modeling
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three frameworks. Based on prior work of Tonda, we derive a new class of probability density functions that allow explicit ...
Ji, Sarah S. +3 more
openaire +2 more sources
The proposed study combined the dual attention mechanism with a bidirectional long short‐term memory network (DA‐BiLSTM) for short‐term load forecasting. This technique was tested on two electric load datasets to assess its generalizability. Additionally, the robustness of DA‐BiLSTM was illustrated through comparative analysis with other deep learning ...
Sabiha Rani +7 more
wiley +1 more source
Bounds on Aggregate Assets [PDF]
Aggregating financial assets together to form a portfolio, commonly referred to as "asset pooling", is a standard practice in the banking and insurance industries.
Jiang, Xiao
core
ABSTRACT This study examines how specific features influence the adoption of green technology to attain corporate environmental sustainability. Data were collected from 273 managers at five‐star hotels in Turkey over 2 months (March–April 2025). The model was analyzed using structural equation modeling (SEM) in SmartPLS, and the sample size was deemed ...
M. Omar Parvez +4 more
wiley +1 more source
High penetration level of renewable energy has brought great challenges to operation of power systems, and use of flexible resources (FRs) is becoming increasingly important.
Haoyong Chen +4 more
doaj +1 more source
Abstract Drought significantly affects water resources, agriculture, energy, and ecosystems, revealing enduring socio‐economic vulnerabilities over the centuries. This review synthesizes a century of development and recent advances in drought research (1900–2023), drawing on a bibliometric analysis of over 152,000 peer‐reviewed publications. The review
Amitesh Sabut, Ashok Mishra
wiley +1 more source
A kaleidoscopic view of multivariate copulas and quasi-copulas [PDF]
Arias García, José de Jésus
core +2 more sources
Extending multivariate sub-quasi-copulas
In this paper, we introduce patchwork constructions for multivariate quasi-copulas. These results appear to be new since the kind of approach has been limited to either copulas or only bivariate quasi-copulas so far. It seems that the multivariate case is much more involved since we are able to prove that some of the known methods of bivariate ...
Damjana Kokol Bukovšek +3 more
openaire +3 more sources

