Results 101 to 110 of about 493 (178)

Temporal changes in precipitation and correlation with large climate indicators in the Hengshao Drought Corridor, China

Ecological Indicators
Understanding the lagged correlations between regional precipitation and large scale climate indicators (LCI) is crucial for water management and drought risk assessment.
Tianyan Zhang, Li Ren, Zengchuan Dong, Can Cui, Wenzhuo Wang, Zhenzhuo Li, Yalei Han, Yuqing Peng, Jialiang Yang   +8 more
doaj   +1 more source

An econometric Study for Vine Copulas

, 2011
We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable ...
Guegan, Dominique, Maugis, Pierre-André
openaire   +2 more sources

Joint Probability Distribution of Typhoon Disaster Chain "Strong Wind-Rainstorm- Storm Surge" Based on C-Vine Copula Function

Redai dili
Typhoons and their associated disaster chains pose serious threats to the lives and property of coastal residents, and they remain a focal point for research and response.
Zhou Ziying, Yang Saini, Liu Xiaoyan, Tang Jiting, Shi Yongguo   +4 more
doaj   +1 more source

Tail Risk in Weather Derivatives

Commodities
Weather derivative markets, particularly Chicago Mercantile Exchange (CME) Heating Degree Day (HDD) and Cooling Degree Day (CDD) futures, face challenges from complex temperature dynamics and spatially heterogeneous co-extremes that standard Gaussian ...
Tuoyuan Cheng, Saikiran Reddy Poreddy, Kan Chen   +2 more
doaj   +1 more source

Factor Copula through a vine structure

, 2012
Copula functions have been widely used in actuarial science, finance and econometrics. Though multivariate copulas allow for a flexible specification of the dependence structure of economic variables, they are not particularly tempting in high dimensional contexts.
openaire   +3 more sources

Modeling Asymmetric Dependence Structure of Air Pollution Characteristics: A Vine Copula Approach

Mathematics
Contaminated air is unhealthy for people to breathe and live in. To maintain the sustainability of clean air, air pollution must be analyzed and controlled, especially after unhealthy events.
Mohd Sabri Ismail, Nurulkamal Masseran, Mohd Almie Alias, Sakhinah Abu Bakar   +3 more
doaj   +1 more source

Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach

Financial Innovation
This study evaluates the sensitivity and robustness of the systemic risk measure, Conditional Value-at-Risk (CoVaR), estimated using the vine copula and APARCH-DCC models. We compute the CoVaR for the two portfolios across five allocation strategies. The
Jules Clement Mba
doaj   +1 more source

Dependence structure analysis of multisite river inflow data using vine copula-CEEMDAN based hybrid model. [PDF]

PeerJ, 2020
Nazir HM, Hussain I, Faisal M, Mohamd Shoukry A, Abdel Wahab Sharkawy M, Fawzi Al-Deek F, Ismail M.   +6 more
europepmc   +1 more source

A multinomial quadrivariate D-vine copula mixed model for meta-analysis of diagnostic studies in the presence of non-evaluable subjects. [PDF]

Stat Methods Med Res, 2020
Nikoloulopoulos AK.
europepmc   +1 more source