Results 61 to 70 of about 132 (111)
New copulas based on general partitions-of-unity and their applications to risk management (part II)
Dependence Modeling, 2017 We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar +2 more
doaj +1 more source
Characterizations of Some Subclasses of Spherical Distributions
, 2007 Three types of characterizations for two subclasses of spherical distributions are presented. Within the class of spherical distributions, we prove that the symmetric Kotz type distributions (under some restricted parameters) and the symmetric Pearson ...
Jia-Juan Liang, Peter M. Bentler
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Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness. [PDF]
Test (Madr), 2022 Ascorbebeitia J, Ferreira E, Orbe S.
europepmc +1 more source
Complexity Of Structural Models
, 1998 Complexity of a model of conditional independence structure is introduced as the least cardinality of a generating set. Four basic types of complexity are distinguished which depend on the type of generating.
Studený, Milan, Milan Studeny
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, 1999 Nonparametric notions of multivariate "scatter measure" and "more scattered", based on statistical depth functions, are investigated.
Robert Serfling, Yijun Zuo
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A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
Dependence Modeling, 2018 We derive a new (lower) inequality between Kendall’s τ and Spearman’s ρ for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only Extreme-Value ...
Trutschnig Wolfgang, Mroz Thomas
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Transformation of a copula using the associated co-copula
Dependence Modeling, 2018 We investigate the properties of a new transformation of copulas based on the co-copula and an univariate function. It is shown that several families in the copula literature can be interpreted as particular outputs of this transformation.
Girard Stéphane
doaj +1 more source
Characterizations of multivariate life distributions
Characterizations of multivariate distributions has been a topic of great interest in applied statistics literature for the last three decades. In this paper, we develop characterizations of multivariate lifetime distributions by relationship between ...
Sankaran, P.G., Nair, N. Unnikrishnan
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Shape mixtures of multivariate skew-normal distributions
Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied.
Loschi, Rosangela H. +2 more
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Recent sufficient dimension reduction methodologies in multivariate regression do not have direct application to a categorical predictor. For this, we define the multivariate central partial mean subspace and propose two methodologies to estimate it. The
Yoo, Jae Keun
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