Results 41 to 50 of about 355 (84)
, 2006 In observational studies designed to estimate the effects of interventions or exposures, such as cigarette smoking, it is desirable to try to control background differences between the treated group (e.g., current smokers) and the control group (e.g ...
Rubin, Donald B., Stuart, Elizabeth A.
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On comprehensive families of copulas involving the three basic copulas and transformations thereof
Dependence ModelingComprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne +4 more
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Dependence Modeling, 2020 We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.
Nappo Giovanna, Spizzichino Fabio
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The Lukacs-Olkin-Rubin theorem on symmetric cones through Gleason's theorem
, 2013 We prove the Lukacs characterization of the Wishart distribution on non-octonion symmetric cones of rank greater than 2. We weaken the smoothness assumptions in the version of the Lukacs theorem of [Bobecka-Weso{\l}owski, Studia Math. 152 (2002), 147-160]
Kołodziejek, Bartosz
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Nonparametric C- and D-vine-based quantile regression
Dependence Modeling, 2022 Quantile regression is a field with steadily growing importance in statistical modeling. It is a complementary method to linear regression, since computing a range of conditional quantile functions provides more accurate modeling of the stochastic ...
Tepegjozova Marija +3 more
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On multidimensional item response theory -- a coordinate free approach
, 2007 A coordinate system free definition of complex structure multidimensional item response theory (MIRT) for dichotomously scored items is presented.
Antal, Tamás
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Copulas, stable tail dependence functions, and multivariate monotonicity
Dependence Modeling, 2019 For functions of several variables there exist many notions of monotonicity, three of them being characteristic for resp. distribution, survival and co-survival functions. In each case the “degree” of monotonicity is just the basic one of a whole scale.
Ressel Paul
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Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
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Preliminary test and Stein-type shrinkage LASSO-based estimators [PDF]
, 2018 Peer ...
Arashi, Mohammad, Norouzirad, Mina
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Spatial modelling for mixed-state observations
, 2008 In several application fields like daily pluviometry data modelling, or motion analysis from image sequences, observations contain two components of different nature.
Hardouin, Cécile, Yao, Jian-Feng
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