Results 41 to 50 of about 319 (104)

Too Hot, Too Wet: Bayesian Spatial Modeling of Climate‐Driven Salmonella Risk in New South Wales, Australia, 1991–2022

open access: yesGeoHealth, Volume 10, Issue 1, January 2026.
Abstract Salmonella infections contribute significantly to gastrointestinal‐related hospitalisations in Australia and remain a major global public health concern. Although seasonal patterns in Salmonella incidence have been documented globally, there is limited evidence on the influence of climatic factors, particularly rainfall, humidity, flooding ...
Oyelola A. Adegboye   +6 more
wiley   +1 more source

Bounds on Aggregate Assets [PDF]

open access: yes, 2013
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  

A Century of Drought Research (1900–2023): Scientific Developments, Methodological Innovations, and Emerging Frontiers

open access: yesWater 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

The importance of being the upper bound in the bivariate family [PDF]

open access: yes, 2006
Any bivariate cdf is bounded by the Fréchet-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.
core   +2 more sources

Extending multivariate sub-quasi-copulas

open access: yesJournal of Mathematical Analysis and Applications
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

Robust Λ$\Lambda$‐Quantiles and Extremal Distributions

open access: yesMathematical 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

A class of directed acyclic graphs with mixed data types in mediation analysis

open access: yesCanadian 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

Predicative Possession in Ukrainian and Intra‐Slavonic Language Contact1

open access: yesTransactions 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

Decoupling Interday and Intraday Volatility Dynamics With Price Durations

open access: yesJournal 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

Home - About - Disclaimer - Privacy