Results 51 to 60 of about 292 (177)

D-vine copula based quantile regression [PDF]

Computational 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

Bivariate postprocessing of wind vectors

Quarterly Journal of the Royal Meteorological Society, Volume 152, Issue 778, July 2026 Part A.
We introduce three novel bivariate postprocessing approaches and analyze their performance for joint postprocessing of bivariate wind‐vector components in Germany. Bivariate vine‐copula‐based models, a bivariate gradient‐boosted version of ensemble model output statistics (EMOS), and a bivariate distributional regression network (DRN) are compared with
Ferdinand Buchner, David Jobst, Annette Möller, Claudia Czado   +3 more
wiley   +1 more source

Vine Copula Modelling of Extreme Temperature, Wind Speed, and Relative Humidity Towards Enhancement of Renewable Energy Production

Mathematical and Computational Applications
The increasing global reliance on wind and solar energy underscores the critical vulnerability of renewable systems to extreme weather, which can severely disrupt power generation.
Maashele Kholofelo Metwane, Daniel Maposa, Caston Sigauke   +2 more
doaj   +1 more source

Explaining predictive models using Shapley values and non-parametric vine copulas

Dependence Modeling, 2021
In this paper the goal is to explain predictions from complex machine learning models. One method that has become very popular during the last few years is Shapley values.
Aas Kjersti, Nagler Thomas, Jullum Martin, Løland Anders   +3 more
doaj   +1 more source

Risk return of forward contracting corn with crop insurance

Journal of the Agricultural and Applied Economics Association, Volume 5, Issue 2, Page 139-153, June 2026.
Abstract Forward contracting is a common pre‐harvest marketing strategy for row crops, with evidence suggesting higher prices during summer months due to embedded weather risk premiums. While aggressive forward contracting increases farmers' yield risk and potential non‐delivery penalties, crop revenue protection can help offset these financial burdens.
Chandan Bhattarai, Andrew McKenzie, Hunter Biram, Jesse Tack, Alvaro Durand‐Morat   +4 more
wiley   +1 more source

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

Journal of Sociolinguistics, Volume 30, Issue 3, Page 255-267, June 2026.
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

Water‐Regulated Carbon Cost–Benefit Drives Divergent Effective Rooting Depth Across the Greening Loess Plateau

Geophysical Research Letters, Volume 53, Issue 9, 16 May 2026.
Abstract Large‐scale vegetation restoration is reshaping belowground systems globally, yet root dynamics remain poorly quantified, limiting predictions of ecosystem resilience to hydroclimatic variability. Rooting depth reflects a trade‐off between carbon benefits and respiratory costs, but assessment is hampered by soil‐moisture uncertainty and weak ...
Tongxuan Su, Rui Shao, Yao Li, Xining Zhao, Baoqing Zhang   +4 more
wiley   +1 more source

Sex‐Specific Gene Expression Ontogeny During Gonadal Development in Post‐Metamorphic Xenopus tropicalis

Molecular Reproduction and Development, Volume 93, Issue 4, April 2026.
Post‐metamorphic gonadal development in Xenopus tropicalis was analyzed through integrated morphometric, histological, and transcriptional approaches. Males showed upregulation of cyp17, amh, and amhr2, whereas females exhibited an increased aldh1a2 and ddx4.
Daniele Marini, Mauricio Roza, Cecilia Berg, Vanessa Brouard   +3 more
wiley   +1 more source

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