Results 61 to 70 of about 583 (205)
Water Resources Research, Volume 62, Issue 1, January 2026.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
Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
Mathematical Finance, Volume 36, Issue 1, Page 3-19, January 2026.ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
wiley +1 more source
The importance of being the upper bound in the bivariate family. [PDF]
, 2017 Any bivariate cdf is bounded by the Fr ´echet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the
Cuadras, C. M. (Carlos María)
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A class of directed acyclic graphs with mixed data types in mediation analysis
Canadian Journal of Statistics, Volume 53, Issue 4, December 2025.Abstract We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear structural equation model to accommodate many data types arising from the application of mediation analysis ...
Wei Hao, Canyi Chen, Peter X.‐K. Song
wiley +1 more source
Improved Frechet bounds and model-free pricing of multi-asset options
, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
core
, 2005 We define the notion of semicopula, a concept that has already appeared in the statistical literature and study the properties of semicopulas and the connexion of this notion with those of copula, quasi-copula, t ...
DURANTE, FABRIZIO, SEMPI, Carlo
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Predicative Possession in Ukrainian and Intra‐Slavonic Language Contact1
Transactions of the Philological Society, Volume 123, Issue 3, Page 428-459, November 2025.Abstract Ukrainian has two inherited syntactic forms for possessive have: a transitive one with a lexical have‐verb, and an intransitive, originally locative be‐construction. On the basis of four corpus studies, the article establishes their relative frequency in Middle Ukrainian writing (17th and 18th c.), Modern Ukrainian dialects (20th c.), and ...
Jan Fellerer
wiley +1 more source
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
Preferenciastruktúrák döntési modellekben = Preference structures in decision models [PDF]
, 2008 A kutatási eredmények vagy magukra a preferenciákra, vagy az ezek alapját képező műveletekre vonatkoznak. Igazoltuk, hogy a ]-1,1[ intervallum az ún. szimmetrikus minimummal és maximummal van (jól definiált értelemben) a legközelebb egy gyűrűhöz.
Fodor, János
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Decoupling Interday and Intraday Volatility Dynamics With Price Durations
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1224-1250, November 2025.ABSTRACT This article introduces a novel framework for volatility estimation based on price durations with an adaptive price change threshold. This innovation allows us to disentangle daily and intraday volatility dynamics from price durations, which greatly simplifies the parametric modelling of price durations and hence leads to more accurate ...
Yifan Li +3 more
wiley +1 more source