Results 11 to 20 of about 410,278 (266)

Hidden Markov Models as a Tool for the Assessment of Dependence of Phenomena of Economic Nature

open access: yesActa 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
doaj   +1 more source

A Class of Association Measures for Categorical Variables Based on Weighted Minkowski Distance

open access: yesEntropy, 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
doaj   +1 more source

Executive Functions in Tobacco Dependence: Importance of Inhibitory Capacities. [PDF]

open access: yesPLoS 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
doaj   +1 more source

Measurable Sensitivity for Semi-Flows

open access: yesMathematics, 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
doaj   +1 more source

Dependence measure for length-biased survival data using copulas

open access: yesDependence 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
doaj   +1 more source

Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach

open access: yesJournal of Applied Mathematics, 2020
A Value-at-Risk (VaR) forecast may be calculated for the case of a random loss alone and/or of a random loss that depends on another random loss. In both cases, the VaR forecast is obtained by employing its (conditional) probability distribution of loss ...
Khreshna Syuhada   +2 more
doaj   +1 more source

Continuous dependence results for set-valued measure differential problems

open access: yesElectronic Journal of Qualitative Theory of Differential Equations, 2015
We discuss existence and continuous dependence properties of solutions set of measure differential inclusions \begin{equation}\label{(1)} \begin{split} dx(t)& \in G(t, x(t)) d\mu(t),\\ x(0)& = x_0. \end{split} \end{equation} where $G \colon [0,1] \times \
Bianca Satco
doaj   +1 more source

Testing Nonlinearity with Rényi and Tsallis Mutual Information with an Application in the EKC Hypothesis

open access: yesEntropy, 2022
The nature of dependence between random variables has always been the subject of many statistical problems for over a century. Yet today, there is a great deal of research on this topic, especially focusing on the analysis of nonlinearity. Shannon mutual
Elif Tuna   +4 more
doaj   +1 more source

A Copula Entropy Approach to Dependence Measurement for Multiple Degradation Processes

open access: yesEntropy, 2019
Degradation analysis has been widely used in reliability modeling problems of complex systems. A system with complex structure and various functions may have multiple degradation features, and any of them may be a cause of product failure.
Fuqiang Sun   +3 more
doaj   +1 more source

Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation

open access: yesJournal of Statistical Software, 2014
Quantifying non-linear dependence structures between two random variables is a challenging task. There exist several bona-fide dependence measures able to capture the strength of the non-linear association, but they typically give little information ...
Geir Drage Berentsen   +2 more
doaj   +1 more source

Home - About - Disclaimer - Privacy