An analysis of sensitivity of copula model parameters in green project risks assessment

• Datum: 2026
• Hauptverfasser: Квашук, І. О., Кузнєцова, Н. В.
• Format: Artikel
• Sprache: Ukrainisch
• Veröffentlicht: Інститут проблем реєстрації інформації НАН України 2026
• Schlagworte: copulas; mathematical models; parameter sensitivity; risks; green projects; confidence intervals; maximum likelihood method
• Online Zugang: https://drsp.ipri.kiev.ua/article/view/358481
• Назва журналу: Data Recording, Storage & Processing

Given the increasing emphasis on the application of copulas in modeling green risks, a rigorous understanding of parameter estimation procedures has become critically important. This issue is particularly relevant for relatively small datasets, which often contain no more than several thousand obser...