Results 21 to 30 of about 148 (142)

Inference for copula modeling of discrete data: a cautionary tale and some facts

Dependence Modeling, 2017
In this note, we elucidate some of the mathematical, statistical and epistemological issues involved in using copulas to model discrete data. We contrast the possible use of (nonparametric) copula methods versus the problematic use of parametric copula ...
Faugeras Olivier P.
doaj   +1 more source

Independent component analysis by wavelets

, 2009
ICA, Wavelets, Besov spaces, Non parametric density estimation, 62H12, 62G05,
Barbedor, Pascal, Pascal Barbedor
core   +1 more source

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, Mesfioui Mhamed, Alvo Mayer   +2 more
doaj   +1 more source

Estimation for spatial semi-functional partial linear regression model with missing response at random

Demonstratio Mathematica
The aim of this article is to study a semi-functional partial linear regression model (SFPLR) for spatial data with responses missing at random (MAR).
Benchikh Tawfik, Almanjahie Ibrahim M., Fetitah Omar, Attouch Mohammed Kadi   +3 more
doaj   +1 more source

Volatility filtering in estimation of kurtosis (and variance)

Dependence Modeling, 2019
The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
doaj   +1 more source

A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications

Demonstratio Mathematica
Suppose that a weakly singular linear regression model M{\mathscr{M}} and its two competing restricted models M1{{\mathscr{M}}}_{1} and M2{{\mathscr{M}}}_{2} are given.
Ren Xingwei
doaj   +1 more source

Some equalities for estimations of partial coefficients under a general linear regression model

Partitioned linear model, Partial parameters, OLSE, BLUE, Equalities for estimations, Moore-Penrose inverses of matrices, Matrix rank method, 62J05, 62H12,
Yongge Tian, Jieping Zhang
core   +1 more source

Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information

Consistent estimation, Measurement errors, Reliability matrix, Stochastic linear restriction, Ultrastructural model, 62J05, 62H12, 62P20,
Shalabh, Gaurav Garg, Neeraj Misra
core   +1 more source

On discrete multivariate distributions symmetric in frequencies

Gaussian hypergeometric function, multivariate discrete distributions, zonal polynomials, medical data, 60E05, 62H12,
A. Sáez, M. Olmo, A. Conde, J. Rodríguez   +3 more
core   +1 more source

A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error

Linear regression model, Covariance matrix, Elliptically symmetric distribution, Generalized least squares estimator, Heteroscedastic model, 62J05, 62H12,
Hiroshi Kurata
core   +1 more source