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Multivariate dependence of spacings of generalized order statistics

Multivariate dependence of spacings of generalized order statistics is studied. It is shown that spacings of generalized order statistics from DFR (IFR) distributions have the CIS (CDS) property.
Burkschat, M.
core

Expansions of multivariate Pickands densities and testing the tail dependence

Multivariate extreme value distribution functions (EVDs) with standard reverse exponential margins and the pertaining multivariate generalized Pareto distribution functions (GPDs) can be parametrized in terms of their Pickands dependence function D with ...
Reiss, Rolf-Dieter, Frick, Melanie
core

A size-of-loss model for the negatively skewed insurance claims data: applications, risk analysis using different methods and statistical forecasting. [PDF]

J Appl Stat
Mohamed HS +4 more
europepmc +1 more source

A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes

Outcome-dependent sampling designs are commonly used in economics, market research and epidemiological studies. Case-control sampling design is a classic example of outcome-dependent sampling, where exposure information is collected on subjects ...
Mukherjee, Bhramar, Liu, Ivy
core

A note on the Galambos copula and its associated Bernstein function

Dependence Modeling, 2014
Mai Jan-Frederik
doaj +1 more source

Some New Random Effect Models for Correlated Binary Responses

Dependence Modeling, 2014
Tounkara Fodé, Rivest Louis-Paul
doaj +1 more source

Solution to an open problem about a transformation on the space of copulas