Results 21 to 30 of about 719 (114)
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
doaj +1 more source
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
doaj +1 more source
Dependence Modeling, 2013 We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas ...
Di Bernardino Elena, Rullière Didier
doaj +1 more source
Analysis of binary spatial data by quasi-likelihood estimating equations
, 2005 The goal of this paper is to describe the application of quasi-likelihood estimating equations for spatially correlated binary data. In this paper, a logistic function is used to model the marginal probability of binary responses in terms of parameters ...
Clayton, Murray K., Lin, Pei-Sheng
core +1 more source
Linear Estimating Equations for Exponential Families with Application to Gaussian Linear Concentration Models [PDF]
, 2014 In many families of distributions, maximum likelihood estimation is intractable because the normalization constant for the density which enters into the likelihood function is not easily available.
Forbes, Peter G. M., Lauritzen, Steffen
core +1 more source
A matrix approach to determine optimal predictors in a constrained linear mixed model
Open MathematicsFor a general vector of all unknown vectors in a constrained linear mixed model (CLMM), this study compared the dispersion matrices of the best linear unbiased predictors with any symmetric matrix for determining the optimality of predictors among others.
Güler Nesrin, Büyükkaya Melek Eriş
doaj +1 more source
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
Correcting for selection bias via cross-validation in the classification of microarray data
, 2008 There is increasing interest in the use of diagnostic rules based on microarray data. These rules are formed by considering the expression levels of thousands of genes in tissue samples taken on patients of known classification with respect to a number ...
Chevelu, J., McLachlan, G. J., Zhu, J.
core +1 more source
Moderate deviations of minimum contrast estimators under contamination [PDF]
, 2003 Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model.
Inglot, Tadeusz +1 more
core +2 more sources