Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients
We study autodependence in ARCH-models by computing the auto-lower tail dependence coefficients and certain generalizations thereof, for both stationary and non-stationary time series.
Raymond Brummelhuis
core
Weighted Approximations of Tail Copula Processes with Application to Testing the Multivariate Extreme Value Condition [PDF]
Consider n i.i.d. random vectors on R2, with unknown, common distribution function F.Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the corresponding tail copula process.Then we construct a test to check ...
Einmahl, J.H.J., Li, D., Haan, L.F.M. de
core
Transfer-Entropy- and Hawkes-Process-Driven Dynamic Measurement of Cross-Border Financial Risk Contagion in Directed, Weighted Networks. [PDF]
An L, Dai J.
europepmc +1 more source
Soft Skins With Reversible Thickness Morphing: Materials, Mechanisms, and Applications
Evolution of electronic skin (e‐skin) technologies toward adaptive, multifunctional soft skins. Phase I highlights early rigid and discrete sensory interfaces. Phase II shows the transition toward flexible, stretchable, and large‐area e‐skin. Phase III captures the emergence of computational e‐skin.
Oliver Ozioko +2 more
wiley +1 more source
When There's No November Rain: Developing a Parametric Insurance for Hydroelectric Energy Generators in Brazil. [PDF]
Fonseca NC +3 more
europepmc +1 more source
A soap‐film inspired strategy enables the fabrication of ultrathin yet robust GelMA‐PAAm membranes for breathing lung culture. The hydrogel membrane supports long‐term cyclic deformation under air‐liquid interface conditions, enabling physiologically relevant breathing motions of engineered lung tissue culture. ABSTRACT Breathing continuously stretches
Yunji Lee +9 more
wiley +1 more source
Some critical remarks on Zhang's gamma test for independence [PDF]
Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate random samples. He shows that asymptotically the test statistics are gamma distributed.
Klein, Ingo, Tinkl, Fabian
core
Membrane curvature enhances oxidation within lipid bilayers in a composition-dependent manner. [PDF]
Kim J, Bartholomew SN, Zeno WF.
europepmc +1 more source
Micro‐topographical cues applied through temporally controlled microscale confinement improve the reproducibility, spatial organization, and neurosensory‐associated features of pluripotent stem cell‐derived inner ear organoids. Integration with a vascularized organoid platform further enables controlled investigation of vascular‐epithelial interactions
Harshita Sharma +15 more
wiley +1 more source
Industrial energy use and oil dependence as conditional drivers of carbon emissions in Saudi Arabia - evidence from quantile regression. [PDF]
Khan U, Elsayed SAM, Khan AM.
europepmc +1 more source

