Results 101 to 110 of about 341,037 (316)
Asymptotic independence in more than two dimensions and its implications on risk management
Canadian Journal of Statistics, EarlyView.Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Copula-like inference for discrete bivariate distributions with rectangular supports [PDF]
, 2023 Ivan Kojadinovic, Tommaso Martini
openalex +1 more source
Partial identification with categorical data and nonignorable missing outcomes
Canadian Journal of Statistics, EarlyView.Abstract Nonignorable missing outcomes are common in real‐world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may wish to forgo them in favour of partially identified models that narrow the set of a priori possible values to an identification region.
Daniel Daly‐Grafstein, Paul Gustafson
wiley +1 more source
Selection effects in the bivariate brightness distribution for spiral galaxies [PDF]
, 1986 S. Phillipps, M. J. Disney
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Bivariate Income Distributions for AssessingInequality and Poverty Under Dependent Samples [PDF]
As indicators of social welfare, the incidence of inequality and poverty is of ongoing concern to policy makers and researchers alike. Of particular interest are the changes in inequality and poverty over time, which are typically assessed through the ...
Andrea Vinh +2 more
core
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Bivariate distribution regression with application to insurance data
, 2023 Yunyun Wang, Tatsushi Oka, Dan Zhu
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Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
A Copula-Based Bivariate Composite Model for Modelling Claim Costs
MathematicsThis paper aims to develop a new family of bivariate distributions for modelling different types of claims and their associated costs jointly in a flexible manner.
Girish Aradhye +2 more
doaj +1 more source
THE BIVARIATE EXTENSION OF AMOROSO DISTRIBUTION
, 2020 G. S. David Sam Jayakumar +2 more
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