Multiple Changepoint Detection for Non‐Gaussian Time Series
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund +3 more
wiley +1 more source
Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
Zeng J, Wu J.
europepmc +1 more source
Persisting Disadvantages: A Study of the Dynamics of Cumulative Deprivation
ABSTRACT Identifying populations at risk of deprivation is crucial for effective policy design. Yet, much existing research focuses on single aspects, such as income or material deprivation, and often abstracts from deprivation dynamics. This study addresses this gap by analyzing the dynamics and socio‐economic gradient of cumulative deprivation using ...
Santiago Budría +1 more
wiley +1 more source
Foundational Aspects for Incorporating Dependencies in Copula-Based Bayesian Networks Using Structured Expert Judgments, Exemplified by the Ice Sheet-Sea Level Rise Elicitation. [PDF]
Kurowicka D, Aspinall W, Cooke R.
europepmc +1 more source
Beyond Averages: Inequality‐Sensitive Welfare Comparisons Across the Atlantic
ABSTRACT Prior studies assessing welfare across countries have utilized measures that combine country‐level outcomes in income and life expectancy. However, this perspective remains blind to the fact that two countries may have the same life expectancy and/or average income but very different underlying distributions.
Shaun Da Costa
wiley +1 more source
An approximate-copula distribution for statistical modeling. [PDF]
Ji SS, Chu BB, Zhou H, Lange K.
europepmc +1 more source
A multiagent reinforcement learning algorithm for personalized recommendations in bipolar disorder. [PDF]
Lin S +3 more
europepmc +1 more source
Bayesian inference for dependent stress-strength reliability of series-parallel system based on copula. [PDF]
Zhang L, Yan R, Wang J.
europepmc +1 more source
Joint meta-analysis of two diagnostic tests accounting for within and between studies dependence. [PDF]
Nikoloulopoulos AK.
europepmc +1 more source
A Review: Construction of Statistical Distributions. [PDF]
Fang KT, Lin YX, Deng YH.
europepmc +1 more source

