Results 1 to 10 of about 489 (106)
On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator [PDF]
, 2014 We establish a necessary and sufficient condition for the existence of the precision matrix estimator obtained by minimizing the negative Gaussian log-likelihood plus a weighted bridge penalty.
Forzani, Liliana Maria, Rothman, Adam J.
core +2 more sources
Dependence Modeling, 2015 Measuring association, or the lack of it, between variables plays an important role in a variety of research areas, including education, which is of our primary interest in this paper.
Qoyyimi Danang Teguh, Zitikis Ricardas
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Variable selection for Naïve Bayes classification [PDF]
Computers & Operations Research, 2021 The Naive Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the Naive Bayes’ assumption of conditional independence, and may deteriorate the
R. Blanquero +4 more
semanticscholar +1 more source
Recent developments on the construction of bivariate distributions with fixed marginals
Journal of Statistical Distributions and Applications, 2014 Constructing a bivariate distribution with specific marginals and correlation has been a challenging problem since 1930s. In this survey we shall focus on the recent developments on the FGM-related distributions, including Sarmanov and Lee’s ...
G. D. Lin +3 more
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New results on perturbation-based copulas
Dependence Modeling, 2021 A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled.
Saminger-Platz Susanne +4 more
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Penalized orthogonal-components regression for large p small n data [PDF]
, 2008 Here we propose a penalized orthogonal-componentsregression (POCRE) for large p small n data. Orthogonal components are sequentially constructed to maximize, upon standardization, their correlation to the re- sponse residuals.
Dabao Zhang, Yanzhu Lin, M. Zhang
semanticscholar +1 more source
Detecting and modeling critical dependence structures between random inputs of computer models
Dependence Modeling, 2020 Uncertain information on input parameters of computer models is usually modeled by considering these parameters as random, and described by marginal distributions and a dependence structure of these variables.
Benoumechiara Nazih +3 more
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The efficiency comparisons between OLSE and BLUE in a singular linear model
Journal of Inequalities and Applications, 2013 This paper is mainly concerned with the efficiency comparison between OLSE and BLUE in a singular linear model. We define the efficiencies between OLSE and BLUE by means of the matrix Euclidean norm and prove a matrix Euclidean norm version of the ...
Litong Wang, Guobing Pan
semanticscholar +2 more sources
Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Dependence Modeling, 2022 In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their ...
Griessenberger Florian +1 more
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A closed-form universal trivariate pair-copula
Journal of Statistical Distributions and Applications, 2014 Based on the trivariate pair-copula construction for the bivariate linear circular copula by Perlman and Wellner (Symmetry 3:574-99, 2011) and the Theorem of Carathéodory, which states that any valid correlation matrix is a finite convex combination of ...
W. Hürlimann
semanticscholar +2 more sources