Results 31 to 40 of about 95 (91)
Inferences for odds ratio with dependent pairs
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
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
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
Data preparation, Discretization, Feature selection, Model selection, Supervised classification, 62H17, 62H20, 62H30,
Marc Boullé
core +1 more source
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
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
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
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
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
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

