Results 21 to 30 of about 155 (148)
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
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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Local polynomial regression smoothers with AR-error structure [PDF]
, 2002 Nonparametric estimators, local polynomial fitting, autoregressive process, 62G07, 62H12, 62M09,
Vilar, Juan M. +3 more
core +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
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Some remarks on a pair of seemingly unrelated regression models
Open Mathematics, 2019 Linear regression models are foundation of current statistical theory and have been a prominent object of study in statistical data analysis and inference.
Hou Jian, Zhao Yong
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Matrix rank and inertia formulas in the analysis of general linear models
Open Mathematics, 2017 Matrix mathematics provides a powerful tool set for addressing statistical problems, in particular, the theory of matrix ranks and inertias has been developed as effective methodology of simplifying various complicated matrix expressions, and ...
Tian Yongge
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Statistical inference and data analysis of the record-based transmuted Burr X model
Open MathematicsProbability distribution has proven its usefulness in almost every discipline of human endeavors. A novel extension of Bur X distribution is developed in this study employing the record-based transmuted mapping technique, which can be used to fit skewed ...
Alrweili Hleil
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New copulas based on general partitions-of-unity (part III) — the continuous case
Dependence Modeling, 2019 In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.
Pfeifer Dietmar +3 more
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Journal of Mathematics, Volume 2026, Issue 1, 2026.The accurate estimation of correlation matrices is a foundational challenge in high‐dimensional statistics. The sample correlation matrix, while unbiased, suffers from high variance when the number of variables p is large relative to the sample size n, leading to unstable estimates and poor performance in downstream applications.
Muath Awadalla +2 more
wiley +1 more source
Estimation of the intercept parameter for linear regression model with uncertain non-sample prior information [PDF]
, 2005 Regression model, uncertain non-sample prior information, maximum likelihood, restricted, preliminary test and shrinkage estimators, bias, mean square error and relative efficiency, Primary 62F30, Secondary 62H12 and 62F10,
Saleh, A. K. Md. E. +5 more
core +1 more source