Results 61 to 70 of about 493 (178)

Alternative Approaches for Estimating Highest‐Density Regions

International Statistical Review, Volume 94, Issue 1, Page 97-120, April 2026.
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

Predicting times to event based on vine copula models

Computational Statistics & Data Analysis, 2022
In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula models to make point and interval predictions for a right-censored response variable given mixed discrete-continuous ...
Shenyi Pan, Harry Joe
openaire   +3 more sources

Uncertainty Quantification in Planning Aircraft Ground Movement Operations With Towbarless Robotic Tractors

International Journal of Robust and Nonlinear Control, Volume 36, Issue 5, Page 2542-2556, 25 March 2026.
ABSTRACT This article addresses the problem of quantifying the uncertainty in planning aircraft ground movement operations using towbarless robotic tractors taking into account the inherent uncertainties of the problem, specifically, the uncertainties in the weight of the aircraft and in the rolling resistance of the wheels of the main landing gear ...
Almudena Buelta, Alberto Olivares, Ernesto Staffetti   +2 more
wiley   +1 more source

Does ESG Investing Pay off? Comparing the Performance of ESG and Traditional ETFs Across European and US Markets

Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.
ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro, Andrea Martínez‐Salgueiro, Rubén Lado‐Sestayo, Milagros Vivel‐Búa   +3 more
wiley   +1 more source

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

Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.
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, Christian Genest, Jonathan Jalbert   +2 more
wiley   +1 more source

Design flood estimation of cascade reservoirs based on vine-copula flood regional composition

Journal of Hydrology: Regional Studies
Study region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong, Yanfeng He, Shenglian Guo, Yuzuo Xie, Chong-Yu Xu   +4 more
doaj   +1 more source

Harnessing Deep Learning for Dual Gains in S2S‐Scale Soil Moisture Forecasting and Flash Drought Mechanisms

Water Resources Research, Volume 62, Issue 3, March 2026.
Abstract Flash drought (FD), so‐named for its abrupt and unforeseen onset, poses a significant challenge to forecasting, as current Numerical Weather Prediction (NWP) shows limited skill in the sub‐seasonal to seasonal timescale (S2S, 2‐week to 2‐month range).
Gui‐bin Yang, Jian‐xia Chang, Lu Zhang, Jong‐hun Kam, Yi Zheng, Yi‐min Wang, Ai‐jun Guo, Arif Hussain, An‐qi Liu   +8 more
wiley   +1 more source

Selection of sparse vine copulas in high dimensions with the Lasso [PDF]

Statistics and Computing, 2018
We propose a novel structure selection method for high dimensional (d > 100) sparse vine copulas. Current sequential greedy approaches for structure selection require calculating spanning trees in hundreds of dimensions and fitting the pair copulas and their parameters iteratively throughout the structure selection process.
Dominik Müller, Claudia Czado
openaire   +3 more sources

Bayesian Estimation of R-Vine Copula with Gaussian-Mixture GARCH Margins: An MCMC and Machine Learning Comparison

Mathematics
This study proposes Bayesian estimation of multivariate regular vine (R-vine) copula models with generalized autoregressive conditional heteroskedasticity (GARCH) margins modeled by Gaussian-mixture distributions.
Rewat Khanthaporn, Nuttanan Wichitaksorn
doaj   +1 more source

Market Insurance and Risk Pooling in U.S. Crop Insurance

Agricultural Economics, Volume 57, Issue 2, March 2026.
ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan, Yong Liu, A. Ford Ramsey, David J. Leatham   +3 more
wiley   +1 more source