Results 61 to 70 of about 119 (106)
Dependent defaults and losses with factor copula models
Dependence Modeling, 2017 We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with paircopula constructions, and nest many standard ...
Ackerer Damien, Vatter Thibault
doaj +1 more source
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
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.
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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
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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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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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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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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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Block-Factor Fields Of Bernoulli Shifts
, 1998 . The distributions of the random arrays (a j i ;j j ; i; j ? 1) where (a i;j ; i; j 6 n) is a matrix and j = (j i ; i ? 1) is an i.i.d. sequence are completely characterized.
Matúš, František, Frantisek Matús
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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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