Results 31 to 40 of about 319 (104)
Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
wiley +1 more source
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
Risk Management and Insurance Review, EarlyView.Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania +2 more
wiley +1 more source
Geophysical Research Letters, Volume 53, Issue 3, 16 February 2026.Abstract Compound heatwave and drought events (CHDEs) in South China (SC) have intensified in early autumn, yet their driving factor remains unclear. Based on reanalysis data and numerical experiments, this study investigates the potential influence of the summer northeastern Arctic Sea ice concentration (NEASIC) on the interannual variation of ...
Jiani Zeng +4 more
wiley +1 more source
A Flexible Quasi-Copula Distribution for Statistical Modeling
, 2022 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
Bivariate Copula‐Based Regression for Joint Modeling of Healthcare Visits
Health Economics, Volume 35, Issue 2, Page 332-345, February 2026.ABSTRACT Doctor and non‐doctor visit frequencies are key indicators of healthcare access, utilization and individual health‐seeking behavior. While doctor visits reflect engagement with formal medical services, non‐doctor visits, such as to nurses, physiotherapists or alternative providers, offer insights into patient preferences and system ...
Giampiero Marra, Rosalba Radice
wiley +1 more source
On Lipschitz properties of generated aggregation functions
, 2010 This article discusses Lipschitz properties of generated aggregation functions. Such generated functions include triangular norms and conorms, quasi-arithmetic means, uninorms, nullnorms and continuous generated functions with a neutral element.
Beliakov, Gleb +2 more
core +1 more source
Energy Technology, Volume 14, Issue 1, January 2026.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
A multivariate piecing-together approach with an application to operational loss data
, 2012 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
On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion [PDF]
, 2020 We study some topological properties of the class of supermodular n-quasi-copulas and check that the topological size of the Dedekind–MacNeille completion of the set of n-copulas is small, in terms of the Baire category, in the Dedekind–MacNeille ...
Durante, Fabrizio +3 more
core
International Journal of Tourism Research, Volume 28, Issue 1, January/February 2026.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