Showing 1 - 10 of 15
The copula-based modeling of multivariate distributions with continuous margins is presented as a succession of rank-based tests: a multivariate test of randomness followed by a test of mutual independence and a series of goodness-of-fit tests. All the tests under consideration are based on the...
Persistent link: https://www.econbiz.de/10008460782
The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are...
Persistent link: https://www.econbiz.de/10008795021
The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are...
Persistent link: https://www.econbiz.de/10010750870
We derive tests of stationarity for univariate time series by combining change‐point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a general procedure for combining dependent tests based on...
Persistent link: https://www.econbiz.de/10014109543
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R...
Persistent link: https://www.econbiz.de/10005028152
This paper describes the core features of the R package geepack, which implements the generalized estimating equations (GEE) approach for fitting marginal generalized linear models to clustered data. Clustered data arise in many applications such as longitudinal data and repeated measures. The...
Persistent link: https://www.econbiz.de/10005113306
This article illustrates usage of the ramps R package, which implements the reparameterized and marginalized posterior sampling (RAMPS) algorithm for complex Bayesian geostatistical models. The RAMPS methodology allows joint modeling of areal and point-source data arising from the same...
Persistent link: https://www.econbiz.de/10008460768
In power systems, although the inertia energy in power sources can partly cover power unbalances caused by load disturbance or renewable energy fluctuation, it is still hard to maintain the frequency deviation within acceptable ranges. However, with the vehicle-to-grid (V2G) technique, electric...
Persistent link: https://www.econbiz.de/10011206268
In this study we examine the impact of entrepreneur personal values on the organizational structure of small business. The leadership imperative theory suggests that entrepreneur's personal traits will have an impact on his or her style of management. We propose that the way a small business is...
Persistent link: https://www.econbiz.de/10011207242
Persistent link: https://www.econbiz.de/10012419686