Results 51 to 60 of about 447 (86)

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

Profile identification via weighted related metric scaling : an application to dependent Spanish children [PDF]

open access: yes
Disability and dependency (lack of autonomy in performing common everyday actions) affect health status and quality of life, therefore they are significant public health issues.
Aurea Grané   +2 more
core  

Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex. [PDF]

open access: yes
The zonoid of a d-dimensional random vector is used as a tool for measuring linear dependence among its components. A preorder of linear dependence is defined through inclusion of the zonoids.
Marco Dall’Aglio, Marco Scarsini
core  

On Bounds for Concave Distortion Risk Measures for Sums of Risks [PDF]

open access: yes
In this paper we consider the problem of studying the gap between bounds of risk measures for sums of non-independent random variables. Owing to the choice of the context where to set the problem, namely that of distortion risk measures, we first deduce ...
Antonella Campana, Paola Ferretti
core  

Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions

open access: yesDependence Modeling
Kendall’s tau and conditional Kendall’s tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available estimators are computationally expensive and can be improved by averaging ...
van der Spek Rutger, Derumigny Alexis
doaj   +1 more source

Home - About - Disclaimer - Privacy