Results 31 to 40 of about 462 (184)

Vine copula based dependence modeling in sustainable finance

open access: yesJournal of Finance and Data Science, 2022
Climate change and sustainability have become societal focal points in the last decade. Consequently, companies have been increasingly characterized by non-financial information, such as environmental, social, and governance (ESG) scores, based on which ...
Claudia Czado   +5 more
doaj   +1 more source

Copulas as High-Dimensional Generative Models: Vine Copula Autoencoders

open access: yes, 2019
We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional representation. Second, the multivariate distribution of the encoded data is estimated with vine copulas.
Tagasovska, Natasa   +2 more
openaire   +3 more sources

Time series with infinite-order partial copula dependence

open access: yesDependence Modeling, 2022
Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
doaj   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon   +2 more
wiley   +1 more source

Multi-Site Wind Farms Dependence Structure Using Vine Copulas: Impacts of Dataset Sizes and Employed Copulas

open access: yesIEEE Access
Using copulas in statistics evaluates the dependence between random variables. Copula modeling has significantly been used in many areas, especially in the search for multivariate distributions.
Amir Shahirinia   +4 more
doaj   +1 more source

Development of decomposition-based model using Copula-GARCH approach to simulate instantaneous peak discharge

open access: yesApplied Water Science, 2023
Estimation of instantaneous peak discharge is important in the design of hydraulic structures and reservoir management. In this study, a new approach called CEEMD-Copula-GARCH is presented for simulating instantaneous peak discharge in the Qale Shahrokh ...
Mohammad Nazeri Tahroudi   +1 more
doaj   +1 more source

Alternative Approaches for Estimating Highest‐Density Regions

open access: yesInternational Statistical Review, EarlyView.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

‘Gen Z Language? Y'all Mean AAVE’: The Appropriation of African American Vernacular English as ‘TikTok Language’

open access: yesJournal of Sociolinguistics, EarlyView.
ABSTRACT Sociolinguistic research has long documented the appropriation of African American Vernacular English (AAVE) across media including film, music and advertising. In this article, we add to this body of work by exploring the digital recontextualisation of a subset of AAVE features as ‘TikTok/internet language’.
Christian Ilbury, Rianna Walcott
wiley   +1 more source

Patient‐reported outcomes, postoperative pain and pain relief after day‐case surgery (POPPY): chronic post‐surgical pain prevalence and associations*

open access: yesAnaesthesia, Volume 81, Issue 4, Page 489-499, April 2026.
Summary Introduction Day‐case surgical activity is increasing in the UK yet there is a lack of data on the prevalence of chronic post‐surgical pain in this population. This study uses data from the POPPY study to estimate the prevalence of chronic post‐surgical pain after day‐case surgery, its relationship with quality of life and also explores ...
Adam B. Brayne   +2177 more
wiley   +1 more source

D-vine copula based quantile regression [PDF]

open access: yesComputational Statistics & Data Analysis, 2017
Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on sequentially fitting a likelihood optimal D-vine copula to given data resulting in highly flexible models with easily ...
Daniel Kraus, Claudia Czado
openaire   +3 more sources

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