Results 31 to 40 of about 95 (91)

Inferences for odds ratio with dependent pairs

open access: yes
Interclass and intraclass odds ratio, Familial data, Binary trait, 62H20, 62G05,
Harry Joe, Yinshan Zhao
core   +1 more source

Dependence properties of bivariate copula families

open access: yesDependence Modeling
Motivated 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
doaj   +1 more source

On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior

open access: yesDependence 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
doaj   +1 more source

Optimum simultaneous discretization with data grid models in supervised classification: a Bayesian model selection approach

open access: yes
Data preparation, Discretization, Feature selection, Model selection, Supervised classification, 62H17, 62H20, 62H30,
Marc Boullé
core   +1 more source

A new machine learning approach based on spatial fuzzy data correlation for recognizing sports activities

open access: yesDemonstratio Mathematica
Wearable sensors (WS) play a vital role in health assistance to improve the patient monitoring process. However, the existing data collection process faces difficulties in error corrections, rehabilitation, and training validations.
Xu Pengru   +7 more
doaj   +1 more source

Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence

open access: yes
Blomqvist’s beta, Copula, Tail dependence, Asymptotic normality, Empirical copula, Asymptotic efficiency, Primary 62H20, Primary 62G20, Secondary 62G30, Secondary 62H10,
Friedrich Schmid, Rafael Schmidt
core   +1 more source

Inference in multivariate Archimedean copula models

open access: yes
Archimedean copula, Consistency, Frailty, Kendall distribution, Probability integral transform, Radial distribution, Simplex distribution, Weak convergence, 62G05, 62G20, 62H12, 62H20,
Johanna Nešlehová   +2 more
core   +1 more source

Weighted Entropic Copula from Preliminary Knowledge of Dependence

open access: yesAnalele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018
This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
doaj   +1 more source

Continuous displacement interpolation between checkerboard copulas

open access: yesDependence Modeling
This paper presents a displacement-like interpolation method between any two given checkerboard copulas. This interpolation is close to the geodesic connecting the two checkerboard copulas in the L 2-Wasserstein space, which, however, leaves the copula ...
Grothe Oliver, Luo Na
doaj   +1 more source

Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models

open access: yesDependence Modeling
This article introduces a hybrid framework that combines local Gaussian correlation (LGC) with hidden Markov models (HMMs) to model dynamic and nonlinear dependencies in general insurance claims, thereby addressing the limitations of static copula ...
Afazali Zabibu   +4 more
doaj   +1 more source

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