Results 61 to 70 of about 114 (114)
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
The best lower bound of sample correlation coefficient with ordered restriction
In this paper, it is shown that the sample correlation coefficient between two sets of ordered samples x(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] x(n) and y(1) [less-than-or-equals, slant] ...
Hwang, Tea-Yuan, Hu, Chin-Yuan
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.
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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
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
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Successive direction extraction for estimating the central subspace in a multiple-index regression
In this paper we propose a dimension reduction method for estimating the directions in a multiple-index regression based on information extraction. This extends the recent work of Yin and Cook [X. Yin, R.D.
Yin, Xiangrong +2 more
core
Generalized covariance inequalities
Open Mathematics, 2011 Matuła Przemysław, Ziemba Maciej
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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
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A new dependence ordering with applications
In this paper, we introduce a new copula-based dependence order to compare the relative degree of dependence between two pairs of random variables. Relationship of the new order to the existing dependence orders is investigated.
Kochar, Subhash, Xu, Maochao
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