Results 61 to 70 of about 3,920 (236)

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

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

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

Vine Copula-Based Classifiers with Applications

Journal of Classification
Abstract The vine pair-copula construction can be used to fit flexible non-Gaussian multivariate distributions to a mix of continuous and discrete variables. With multiple classes, fitting univariate distributions and a vine to each class lead to posterior probabilities over classes that can be used for discriminant analysis.
Özge Şahin, Harry Joe
openaire   +3 more sources

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

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

Operational Convection‐Permitting COSMO/ICON Ensemble Predictions at Observation Sites (CIENS)

Geoscience Data Journal, Volume 13, Issue 1, January 2026.
Map of synoptic stations in Germany for which ensemble forecasts and observations are provided in the CIENS dataset. Colours represent the station altitude in metres. ABSTRACT We present the CIENS dataset, which contains ensemble weather forecasts from the operational convection‐permitting numerical weather prediction model of the German Weather ...
Sebastian Lerch, Benedikt Schulz, Reinhold Hess, Annette Möller, Cristina Primo, Sebastian Trepte, Susanne Theis   +6 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  

An application of Regular Vine copula in portfolio risk forecasting: evidence from Istanbul stock exchange

Quantitative Finance and Economics, 2021
In times of financial turbulence, it is a well-documented fact that the co-movement of financial returns tends to increase leading to unexpected portfolio losses.
Cemile Özgür, Vedat Sarıkovanlık
doaj   +1 more source

A Century of Drought Research (1900–2023): Scientific Developments, Methodological Innovations, and Emerging Frontiers

Water Resources Research, Volume 62, Issue 1, January 2026.
Abstract Drought significantly affects water resources, agriculture, energy, and ecosystems, revealing enduring socio‐economic vulnerabilities over the centuries. This review synthesizes a century of development and recent advances in drought research (1900–2023), drawing on a bibliometric analysis of over 152,000 peer‐reviewed publications. The review
Amitesh Sabut, Ashok Mishra
wiley   +1 more source