Results 51 to 60 of about 3,920 (236)

WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE

open access: yesREAd
This study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller   +2 more
doaj   +1 more source

Truncation Mixture R-Vine Copulas

open access: yes, 2021
Uncovering hidden mixture correlation among variables have been investigating in the literature using mixture R-vine copula models. These models are hierarchical in nature. They provides a huge flexibility for modelling multivariate data. As the dimensions increases, the number of the model parameters that need to be estimated is increased dramatically,
openaire   +2 more sources

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

open access: yesInternational Journal of Robust and Nonlinear Control, EarlyView.
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   +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

Dynamic Asymmetric Effect of Currency Risk Pricing of Exchange Rate on Equity Markets: A Regime-Switching Based C-Vine Copulas Method

open access: yesInternational Journal of Financial Studies, 2022
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India ...
Benjamin Mudiangombe Mudiangombe   +1 more
doaj   +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, EarlyView.
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   +2037 more
wiley   +1 more source

Discovering Low-Dimensional Descriptions of Multineuronal Dependencies

open access: yesEntropy, 2023
Coordinated activity in neural populations is crucial for information processing. Shedding light on the multivariate dependencies that shape multineuronal responses is important to understand neural codes.
Lazaros Mitskopoulos, Arno Onken
doaj   +1 more source

Testing the simplifying assumption in high-dimensional vine copulas

open access: yes, 2021
Testing the simplifying assumption in high-dimensional vine copulas is a difficult task. Tests must be based on estimated observations and amount to checking constraints on high-dimensional distributions.
Kurz, Malte S., Spanhel, Fabian
core  

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

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

open access: yesWeather 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   +2 more
doaj   +1 more source

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