Results 11 to 20 of about 2,103,579 (337)
Codifference can detect ergodicity breaking and non-Gaussianity
New Journal of Physics, 2019 We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable ...
Jakub Ślęzak +2 more
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Searching With Measurement Dependent Noise [PDF]
IEEE Transactions on Information Theory, 2014 Consider a target moving at a constant velocity on a unit-circumference circle, starting at an arbitrary location. To acquire the target, any region of the circle can be probed to obtain a noisy measurement of the target's presence, where the noise level increases with the size of the probed region.
Yonatan Kaspi +2 more
openaire +4 more sources
Plug-in Estimation of Dependence Characteristics of Archimedean Copula via Bézier Curve
Revstat Statistical Journal, 2023 This article introduces measurement of the dependence between variables with a dependence structure defined by Archimedean copulas. The estimation of the dependence measure, such as Kendall’s tau as well as the lower and upper tail dependence, is ...
Selim Orhun Susam +1 more
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Income Distribution Dependence of Poverty Measure: A Theoretical Analysis [PDF]
, 2005 With a new deprivation (or poverty) function, in this paper, we theoretically study the changes in poverty with respect to the `global' mean and variance of the income distribution using Indian survey data. We show that when the income obeys a log-normal
Amit K. Chattopadhyay +25 more
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Hidden Markov Models as a Tool for the Assessment of Dependence of Phenomena of Economic Nature
Acta Universitatis Lodziensis. Folia Oeconomica, 2018 The assessment of dependence between time series is a common dilemma, which is often solved by the use of the Pearson’s correlation coefficient. Unfortunately, sometimes, the results may be highly misleading.
Michał Bernardelli
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Dependence Estimation and Visualization in Multivariate Extremes with Applications to Financial Data [PDF]
, 2003 We investigate extreme dependence in a multivariate setting with special emphasis on financial applications. We introduce a new dependence function which allows us to capture the complete extreme dependence structure and present a nonparametric ...
Hsing, T. +2 more
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A Class of Association Measures for Categorical Variables Based on Weighted Minkowski Distance
Entropy, 2019 Measuring and testing association between categorical variables is one of the long-standing problems in multivariate statistics. In this paper, I define a broad class of association measures for categorical variables based on weighted Minkowski distance.
Qingyang Zhang
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Dependence measure for length-biased survival data using copulas
Dependence Modeling, 2019 The linear correlation coefficient of Bravais-Pearson is considered a powerful indicator when the dependency relationship is linear and the error variate is normally distributed.
Bentoumi Rachid +2 more
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Executive Functions in Tobacco Dependence: Importance of Inhibitory Capacities. [PDF]
PLoS ONE, 2016 BACKGROUND:Executive functions are linked to tobacco dependence and craving. In this cross-sectional study, we assessed the impact of three executive functions: updating, inhibition and shifting processes on tobacco craving and dependence.
Valentin Flaudias +9 more
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Measurable Sensitivity for Semi-Flows
Mathematics, 2023 Sensitive dependence on initial conditions is a crucial characteristic of chaos. The concept of measurable sensitivity (MS) was introduced as a measure-theoretic version of sensitive dependence on initial conditions.
Weizhen Quan +5 more
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