Results 21 to 30 of about 114 (114)
A nonparametric test for comparing survival functions based on restricted distance correlation
Dependence Modeling, 2023 In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2{L}_{2 ...
Zhang Qingyang
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Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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On bivariate Archimedean copulas with fractal support
Dependence ModelingDue to their simple analytic form (bivariate) Archimedean copulas are usually viewed as very smooth and handy objects, which should distribute mass in a fairly regular and certainly not in a pathological way. Building upon recently established results on
Sánchez Juan Fernández +1 more
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On the asymptotic covariance of the multivariate empirical copula process
Dependence Modeling, 2019 Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample ...
Genest Christian +2 more
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Copula-Based Dependence Measures For Piecewise Monotonicity
Dependence Modeling, 2017 The aim of the present paper is to develop and examine association coefficients which can be helpfully applied in the framework of regression analysis.
Liebscher Eckhard
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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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Admissibility and linear sufficiency in linear model with nuisance parameters
Admissibility, BLUE, Linear sufficiency, Partitioned linear model, Nuisance parameters, Reduced model, 15A42, 62J05, 62F10, 62H12, 62H20,
Simo Puntanen, Augustyn Markiewicz
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Dependence Modeling, 2019 We study nonparametric estimators of conditional Kendall’s tau, a measure of concordance between two random variables given some covariates. We prove non-asymptotic pointwise and uniform bounds, that hold with high probabilities.
Derumigny Alexis, Fermanian Jean-David
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Inferences for odds ratio with dependent pairs
Interclass and intraclass odds ratio, Familial data, Binary trait, 62H20, 62G05,
Harry Joe, Yinshan Zhao
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Dependence properties of bivariate copula families
Dependence ModelingMotivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
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