Results 51 to 60 of about 1,343,672 (294)
The Tale of Tail Dependence: Modeling height–diameter relationships with elliptical copulas
Forest EcosystemsModeling height–diameter (H–D) relationships is fundamental to forest management. Copula could be used to simulate H–D distributions that mirror the underlying dependence structures of an observed relationship.
Tzeng Yih Lam
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Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
Heliyon, 2022 The study aims to investigate the tail dependence between Chinese stock market and Vietnamese stock market in the context of the Covid-19 pandemic.
Van Chien Nguyen, Thu Thuy Nguyen
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Tail Dependence of the Gaussian Copula Revisited [PDF]
SSRN Electronic Journal, 2016 Tail dependence refers to clustering of extreme events. In the context of financial risk management, the clustering of high-severity risks has a devastating effect on the well-being of firms and is thus of pivotal importance in risk analysis.When it comes to quantifying the extent of tail dependence, it is generally agreed that measures of tail ...
Furman, Edward +3 more
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FEBS Letters, EarlyView.Ascidian Ciona larvae initially show strong clockwise tail twisting, which is largely corrected during development. However, a small residual twist remains. This study shows that organized helical myofibrils in tail muscles mechanically stabilize this residual asymmetry, preventing complete restoration of bilateral symmetry and revealing how embryos ...
Yuki S. Kogure +3 more
wiley +1 more source
Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes
Entropy, 2017 We introduce a simple growth model in which the sizes of entities evolve as multiplicative random processes that start at different times. A novel aspect we examine is the dependence among entities.
Arthur Matsuo Yamashita Rios de Sousa +3 more
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Energies, 2021 This study investigates the dependence between extreme returns of West Texas Intermediate (WTI) crude oil prices and the Crude Oil Volatility Index (OVX) changes as well as the predictive power of OVX to generate accurate Value at Risk (VaR) forecasts ...
Krzysztof Echaust, Małgorzata Just
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Tail asymptotics for dependent subexponential differences [PDF]
Siberian Mathematical Journal, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Albrecher, H +2 more
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FEBS Letters, EarlyView.We present robust protocols for the preparation of supported lipid bilayers (SLBs) incorporating either Salmonella smooth LPS or outer membrane vesicles (OMVs). We use a combination of quartz crystal microbalance with dissipation (QCM‐D) and fluorescence microscopy to both characterize the SLBs of various compositions and to probe their interactions ...
Hudson P. Pace +6 more
wiley +1 more source
Using Tail Dependence on Copula-based Regression Models in Mixed Data [PDF]
The Egyptian Statistical JournalThis paper explores the efficacy of incorporating tail dependence into copula-based regression models applied to mixed health insurance data. Recognizing the limitations of traditional Generalized Linear Models (GLMs) in capturing the nuanced ...
Fatma Alshenawy
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A method of moments estimator of tail dependence [PDF]
Bernoulli, 2007 Published in at http://dx.doi.org/10.3150/08-BEJ130 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
Einmahl, John H.J. +2 more
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