Results 31 to 40 of about 2,103,088 (288)
On the Sample Information About Parameter and Prediction [PDF]
, 2010 The Bayesian measure of sample information about the parameter, known as Lindley's measure, is widely used in various problems such as developing prior distributions, models for the likelihood functions and optimal designs.
Ehsan S. Soofi +6 more
core +1 more source
Redundancy of classical and quantum correlations during decoherence [PDF]
, 2009 We analyze the time dependence of entanglement and total correlations between a system and fractions of its environment in the course of decoherence. For the quantum Brownian motion model we show that the entanglement and total correlations have rather ...
Augusto J. Roncaglia +3 more
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Limit Theorems for Network Dependent Random Variables
, 2021 This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly transformed ...
Kojevnikov, Denis +2 more
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Multidimensional dependency measures
Journal of Multivariate Analysis, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernández, Begoña Fernández +1 more
openaire +2 more sources
, 2019 In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates.
de Micheaux, Pierre Lafaye +1 more
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The Risk of Individual Stocks’ Tail Dependence with the Market and Its Effect on Stock Returns
Discrete Dynamics in Nature and Society, 2015 Traditional beta is only a linear measure of overall market risk and places equal emphasis on upside and downside risks, but actually the latter is always much stronger probably due to the trading mechanism like short-sale constraints.
Guobin Fan +3 more
doaj +1 more source
Non-Compositional Term Dependence for Information Retrieval [PDF]
, 2015 Modelling term dependence in IR aims to identify co-occurring terms that are too heavily dependent on each other to be treated as a bag of words, and to adapt the indexing and ranking accordingly.
Fujita S. +20 more
core +1 more source
Bounds on integrals with respect to multivariate copulas
Dependence Modeling, 2016 In this paper, we present a method to obtain upper and lower bounds on integrals with respect to copulas by solving the corresponding assignment problems (AP’s). In their 2014 paper, Hofer and Iacó proposed this approach for two dimensions and stated the
Preischl Michael
doaj +1 more source
Copula conditional tail expectation for multivariate financial risks
Arab Journal of Mathematical Sciences, 2018 Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables.
Brahimi Brahim +2 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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