Results 81 to 90 of about 70,213 (199)
Selection of sparse vine copulas in high dimensions with the Lasso [PDF]
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 +4 more sources
Bivariate postprocessing of wind vectors
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 +3 more
wiley +1 more source
Risk return of forward contracting corn with crop insurance
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 +4 more
wiley +1 more source
Modeling Asymmetric Dependence Structure of Air Pollution Characteristics: A Vine Copula Approach
Contaminated air is unhealthy for people to breathe and live in. To maintain the sustainability of clean air, air pollution must be analyzed and controlled, especially after unhealthy events.
Mohd Sabri Ismail +3 more
doaj +1 more source
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
THE INTEGRATION OF PIGMEAT MARKETS IN THE EU. EVIDENCE FROM A REGULAR MIXED VINE COPULA [PDF]
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 +2 more
doaj +1 more source
Truncation of vine copulas using fit indices
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eike C. Brechmann, Harry Joe
openaire +1 more source
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
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 +4 more
wiley +1 more source
A practical probability density contour-based reliability method (CBRM) for slope stability analysis involving an implicit limit state function in the original physical space is proposed.
Xingzheng Wu, Yihang Hu
doaj +1 more source

