Results 31 to 40 of about 65 (65)

On comprehensive families of copulas involving the three basic copulas and transformations thereof

open access: yesDependence Modeling
Comprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne   +4 more
doaj   +1 more source

A dimension reduction for extreme types of directed dependence

open access: yesDependence Modeling
In recent years, a variety of novel measures of dependence have been introduced being capable of characterizing diverse types of directed dependence, hence diverse types of how a number of predictor variables X = (X 1, …, X p), p∈N $p\in \mathbb{N ...
Fuchs Sebastian, Limbach Carsten
doaj   +1 more source

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