Results 51 to 60 of about 738,290 (135)
Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study [PDF]
Copula-GARCH models have been recently proposed in the financial literature as a statistical tool to build flexible multivariate distributions. Our extensive simulation studies investigate the small sample properties of these models and examine how ...
Dean Fantazzini +3 more
core
Journal of Computer Assisted Learning, Volume 42, Issue 2, April 2026.ABSTRACT Background Artificial intelligence (AI), in particular, generative AI, plays an increasingly critical role in education. Studies have shown that learners' positive perception of generative AI‐assisted writing tools can benefit them in their writing processes and outcomes.
Sung‐Hee Jin, Ann Tai Choe
wiley +1 more source
The Syntactic Status of Subject Clitics: A Problem from Venetan SE‐Constructions
Transactions of the Philological Society, Volume 124, Issue 1, Page 144-167, March 2026.Abstract This article reopens the discussion on the syntax of subject clitics (SCLs) in Venetan dialects by providing a problematic piece of data and outlining its theoretical consequences. New evidence from se‐constructions in Alto Polesine Venetan (APV) shows that SCLs resist a unitary categorisation even within the same dialect group: in varieties ...
Marco Fioratti, Leonardo Russo Cardona
wiley +1 more source
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
core
Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]
At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Werker, B.J.M. +2 more
core
Research on Multi-objective Probabilistic Optimal Power Flow Considering Demand Response
Kongzhi Yu Xinxi Jishu, 2019 This paper focuses on the problem of multi-objective probabilistic optimal power flow (MPOPF) considering demand response based on locational comprehensive price.
CAO Jia +4 more
doaj
Extending multivariate sub-quasi-copulas
Journal of Mathematical Analysis and ApplicationsIn 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 +4 more sources
Estimation of Copula-Based Semiparametric Time Series Models [PDF]
This paper studies the estimation of a class of copula-based semiparametric stationary Markov models. These models are characterized by nonparametric invariant (or marginal) distributions and parametric copula functions that capture the temporal ...
Yanqin Fan, Xiaohong Chen
core
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach [PDF]
In this paper we use a copula-based GARCH model to estimate conditional variances and covariances of the bivariate relationships between U.S. market with Brazilian, Argentinean and Mexican markets. To that we used daily prices of S&P500, Ibovespa, Merval
Marcelo Brutti Righi +1 more
core
Bivariate measure-inducing quasi-copulas
Fuzzy Sets and SystemsIt is well known that every bivariate copula induces a positive measure on the Borel $σ$-algebra on $[0,1]^2$, but there exist bivariate quasi-copulas that do not induce a signed measure on the same $σ$-algebra. In this paper we show that a signed measure induced by a bivariate quasi-copula can always be expressed as an infinite combination of measures
openaire +4 more sources