Results 61 to 70 of about 126 (123)

Robust Dependence Detection in Official Statistics: A Data Based Methodology

In the domain of offcial statistics, the ability to reliably detect the dependence between socioeconomic indicators is crucial for policy formulation, model validation, and quality control.
STHITADHI DAS
core   +1 more source

Regressive Class Modelling for Predicting Trajectories of COVID-19 Fatalities Using Statistical and Machine Learning Models. [PDF]

Bull Malays Math Sci Soc, 2022
Chowdhury RI, Hasan MT, Sneddon G.
europepmc   +1 more source

Operator trigonometry of multivariate finance

We inquire into an operator-trigonometric analysis of certain multi-asset financial pricing models. Our goal is to provide a new geometric point of view for the understanding and analysis of such financial instruments.
Gustafson, Karl
core  

Construction of asymmetric multivariate copulas

In this paper we introduce two methods for the construction of asymmetric multivariate copulas. The first is connected with products of copulas. The second approach generalises the Archimedean copulas.
Liebscher, Eckhard
core  

Optimal discriminant functions for normal populations

A class of discriminant rules which includes Fisher's linear discriminant function and the likelihood ratio criterion is defined. Using asymptotic expansions of the distributions of the discriminant functions in this class, we derive a formula for cut ...
Aoshima, Makoto, Wakaki, Hirofumi
core  

Oscillating neural circuits: Phase, amplitude, and the complex normal distribution. [PDF]

Can J Stat, 2023
Urban KN, Bong H, Orellana J, Kass RE.
europepmc   +1 more source

Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness. [PDF]

Test (Madr), 2022
Ascorbebeitia J, Ferreira E, Orbe S.
europepmc   +1 more source

Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large

This paper examines asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis based on a sample of size N=n+1 on two sets of variables, i.e., and .
Sakurai, Tetsuro
core  

Better to be in agreement than in bad company : A critical analysis of many kappa-like tests. [PDF]

Behav Res Methods, 2023
Silveira PSP, Siqueira JO.
europepmc   +1 more source

Eigenanalysis on a bivariate covariance kernel

Certain constructions of copulas can be interpreted as an eigendecomposition of a kernel. We study some properties of the eigenfunctions and their integrals of a covariance kernel related to a bivariate distribution.
Cuadras, Carles M., Cuadras, Daniel
core