Results 51 to 60 of about 276 (185)

Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine

Journal of Statistical Software, 2013
Flexible multivariate distributions are needed in many areas. The popular multivariate Gaussian distribution is however very restrictive and cannot account for features like asymmetry and heavy tails.
Eike Christian Brechmann, Ulf Schepsmeier   +1 more
doaj  

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

THE INTEGRATION OF PIGMEAT MARKETS IN THE EU. EVIDENCE FROM A REGULAR MIXED VINE COPULA [PDF]

Review of Agricultural and Applied Economics, 2016
The objective of this work is to investigate the degree of integration of national pigmeat markets in the EU. This is pursued using monthly wholesale prices from seven major markets and the statistical tool of mixed R-vine copulas.
Vasilis GRIGORIADIS, Christos EMMANOUILIDES, Panos FOUSEKIS   +2 more
doaj   +1 more source

Imputation of missing values in environmental time series by D-vine copulas

Weather and Climate Extremes, 2023
Missing values in environmental time series are common and must be imputed before carrying out an analysis requiring complete data. We propose an imputation method for the time series of a target station using information of neighboring stations ...
Antoine Chapon, Taha B.M.J. Ouarda, Yasser Hamdi   +2 more
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

Mixed D-vine copula-based conditional quantile model for stochastic monthly streamflow simulation

Water Science and Engineering
Copula functions have been widely used in stochastic simulation and prediction of streamflow. However, existing models are usually limited to single two-dimensional or three-dimensional copulas with the same bivariate block for all months.
Wen-zhuo Wang, Zeng-chuan Dong, Tian-yan Zhang, Li Ren, Lian-qing Xue, Teng Wu   +5 more
doaj   +1 more source

Approximating multivariate posterior distribution functions from Monte Carlo samples for sequential Bayesian inference.

PLoS ONE, 2020
An important feature of Bayesian statistics is the opportunity to do sequential inference: the posterior distribution obtained after seeing a dataset can be used as prior for a second inference.
Bram Thijssen, Lodewyk F A Wessels
doaj   +1 more source

Flexible methods for species distribution modeling with small samples

Ecography, Volume 2026, Issue 2, February 2026.
Species distribution models (SDMs) predict where species live or could potentially live and are a key resource for ecological research and conservation decision‐making. However, current SDM methods often perform poorly for rare or inadequately sampled species, which include most species on earth, as well as most of those of the greatest conservation ...
Brian S. Maitner, Robert L. Richards, Ben S. Carlson, John M. Drake, Cory Merow   +4 more
wiley   +1 more source

Return Period of Nonconcurrent Climate Compound Events: A Nonparametric Bivariate Generalized Pareto Approach

Environmetrics, Volume 37, Issue 1, January 2026.
ABSTRACT Compound events (CEs), commonly defined as the “combination of multiple drivers and/or hazards that contributes to societal or environmental risk”, often result in amplified impacts compared to individual hazards. In order to estimate the return period of bivariate CEs, a novel nonparametric approach employing bivariate Generalized Pareto ...
Grégoire Jacquemin, Denis Allard, Xavier Freulon, Mathieu Vrac   +3 more
wiley   +1 more source

Spatial Analysis of Agricultural Waste and By‐Products to Tackle the Water–Energy Nexus in Rural Mozambique

Global Challenges, Volume 10, Issue 1, January 2026.
This study presents a geographic information system‐based, participatory methodology to identify high‐potential zones for agricultural waste valorization in rural Mozambique. By integrating spatial data with local knowledge, it reveals opportunities for bioenergy production and sustainable water use. The findings support circular development strategies,
Giuseppe Mancuso, Valentina Morini, Gonzalo A. Martinez, Attilio Toscano, Francesca Valenti   +4 more
wiley   +1 more source