Distance covariance in metric spaces
, 2013 We extend the theory of distance (Brownian) covariance from Euclidean spaces, where it was introduced by Sz\'{e}kely, Rizzo and Bakirov, to general metric spaces. We show that for testing independence, it is necessary and sufficient that the metric space
Lyons, Russell
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Quotient correlation: A sample based alternative to Pearson's correlation
, 2008 The quotient correlation is defined here as an alternative to Pearson's correlation that is more intuitive and flexible in cases where the tail behavior of data is important.
Zhang, Zhengjun
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Profile identification via weighted related metric scaling : an application to dependent Spanish children [PDF]
, 2011 AMS subject classification: 62-07, 62-09, 62H20, 62H99, 62P05Disability and dependency (lack of autonomy in performing common everyday actions) affect health status and quality of life, therefore they are significant public health issues.
Albarrán Lozano, Irene +2 more
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Distortion Risk Measures and Discrete Risks [PDF]
In this paper we consider the problem of determining approximations for distortion risk measures of sums of non-independent random variables. First, we give an overview of the recent actuarial literature on distortion risk measures and convex bounds for ...
Antonella Campana, Paola Ferretti
core
Asymptotic study of canonical correlation analysis: from matrix and analytic approach to operator and tensor approach [PDF]
, 2003 Asymptotic study of canonical correlation analysis gives the opportunity to present the different steps of an asymptotic study and to show the interest of an operator and tensor approach of multidimensional asymptotic statistics rather than the classical,
Fine, Jeanne
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Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models
Dependence ModelingThis 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
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Multivariate measures of positive dependence [PDF]
In this paper a set of desirable properties for measures of positive dependence of ordered n-tuples of continuous random variables (n >= 2) is proposed and a class of multivariate positive dependence measures is introduced. We consider the comonotonicity
Marta Cardin
core
On comprehensive families of copulas involving the three basic copulas and transformations thereof
Dependence ModelingComprehensive 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
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Protocol for executing and benchmarking eight computational doublet-detection methods in single-cell RNA sequencing data analysis. [PDF]
STAR Protoc, 2021 Xi NM, Li JJ.
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Estimating the parameters of a dependent model and applying it to environmental data set. [PDF]
J Appl Stat, 2023 Mohtashami-Borzadaran V +2 more
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