Results 51 to 60 of about 132 (111)
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Dependence Modeling, 2022 In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their ...
Griessenberger Florian +1 more
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Generalized Mahalanobis depth in the reproducing kernel Hilbert space
Mahalanobis depth, Kernel method, Data depth, Statistical depth, 62H05, 62H30,
Chenping Hou +4 more
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A multivariate version of Gini's rank association coefficient
Primary 62H05, Secondary 62H20, Copulas, Gini's coefficient, Multivariate association,
Javad Behboodian +2 more
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Item response theory for longitudinal data: Item and population ability parameters estimation
Logistic model, covariance structures, multivariate latent distribution, repeated measure, binary response, 62F10, 62H05, 62H12, 62J02,
Dalton Andrade, Heliton Tavares
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Dependence measure for length-biased survival data using copulas
Dependence Modeling, 2019 The linear correlation coefficient of Bravais-Pearson is considered a powerful indicator when the dependency relationship is linear and the error variate is normally distributed.
Bentoumi Rachid +2 more
doaj +1 more source
Wilks lambda statistic, Independence test, Sphericity test, Generalized Integer Gamma distribution, Generalized Near-Integer Gamma distribution, Mixtures, 62H10, 62E20, 62H05, 62H15,
Carlos Coelho +2 more
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Dependence Modeling, 2020 The use of the exponential distribution and its multivariate generalizations is extremely popular in lifetime modeling. Freund’s bivariate exponential model (1961) is based on the idea that the remaining lifetime of any entity in a bivariate system is ...
Guzmics Sándor, Pflug Georg Ch.
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Copula modeling for discrete random vectors
Dependence Modeling, 2020 Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar’s theorem, “the fundamental theorem of copulas”, makes a clear distinction between the continuous case and the ...
Geenens Gery
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Multivariate measures of positive dependence
, 2008 In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n ≥ 2)is proposed and a class of multivariate positive dependence measures is introduced.
CARDIN, Marta, CARDIN M.
core
On Complex Matrix-Variate Dirichlet Averages and Its Applications in Various Sub-Domains. [PDF]
Entropy (Basel), 2023 Thankamani P, Sebastian N, Haubold HJ.
europepmc +1 more source