Some results on weak and strong tail dependence coefficients for means of copulas [PDF]
Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature.
Fischer, Matthias J., Klein, Ingo
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On Idempotent Estimators of Location [PDF]
Idempotence is a well-known property of functionals of location. It means that the value of the functional at a singular distribution must be identically to the mass point of this distribution.
Klein, Ingo
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Verlaufsanalysen (Panelerhebungen) in der Statistik: Warum und wie? [PDF]
, 2011 Man findet in der Literatur mehr oder weniger ausführliche Darstellungen von Problemen der Erhebung und Auswertung von Wiederholungsbefragungen in zwei sehr verschiedenen Bereichen, nämlich der Bevölkerungsstatistik, empirischen Sozialforschung und ...
von der Lippe, Peter
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Kurtosis transformation and kurtosis ordering [PDF]
Leptokurtic distributions can be generated by applying certain non-linear transformations to a standard normal random variable. Within this work we derive general conditions for these transformations which guarantee that the generated distributions are ...
Fischer, Matthias J., Klein, Ingo
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Analyse der Wohn‐ und Arbeitsortverteilung von Hochqualifizierten in der Metropolregion Rhein‐Neckar [PDF]
, 2012 Der Strukturwandel zu wissensbasierten Dienstleistungen und der High Tech Branche bedingt eine steigende Nachfrage nach hochqualifizierten Arbeitnehmern.
Deschermeier, Philipp, Müller, Eva M.
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[New master's program: multiple sclerosis management]. [PDF]
Wien Med Wochenschr, 2022 Voigt I +9 more
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A note on the construction of generalized Tukey-type transformations [PDF]
One possibility to construct heavy tail distributions is to directly manipulate a standard Gaussian random variable by means of transformations which satisfy certain conditions.
Fischer, Matthias J.
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Testing for constant correlation by means of trigonometric functions [PDF]
A new test for constant correlation is proposed. The TC-test is derived as Lagrange multiplier (LM) test. Whereas most of the traditional tests (e.g. Jennrich, 1970, Tang, 1995 and Goetzmann, Li & Rouwenhorst, 2005) specify the unknown correlations as ...
Fischer, Matthias J.
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A new class of copulas with tail dependence and a generalized tail dependence estimator [PDF]
We present a new family of copulas (generalized mean copulas) which is positive comprehensive and allows for upper tail dependence. It includes the Spearman copula and a specific Fréchet copula as special cases.
Fischer, Matthias J., Hinzmann, Gerd
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Skew generalized secant hyperbolic distributions: unconditional and conditional fit to asset returns [PDF]
A generalization of the hyperbolic secant distribution which allows both for skewness and for leptokurtosis was given by Morris (1982). Recently, Vaughan (2002) proposed another flexible generalization of the hyperbolic secant distribution which has a ...
Fischer, Matthias J.
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