Results 51 to 60 of about 9,392,573 (389)
A measure of mutual complete dependence [PDF]
, 2007 Two random variables X and Y are mutually completely dependent (m.c.d.) if there is a measurable bijection f with P(Y = f(X)) = 1. For continuous X and Y , a natural approach to constructing a measure of dependence is via the distance between the ...
Siburg, Karl Friedrich +2 more
core +1 more source
Quantile coherency: A general measure for dependence between cyclical economic variables [PDF]
Econometrics Journal, 2015 In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains invisible when ...
Jozef Baruník, Tobias Kley
semanticscholar +1 more source
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
A copula-based nonparametric measure of regression dependence [PDF]
, 2010 This paper presents a framework for comparing bivariate distributions according to their degree of regression dependence. We introduce the general concept of a regression dependence order (RDO).
Siburg, Karl Friedrich +2 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
Drug and Alcohol Dependence, 2016 Highlights • ‘SURE’ is a new patient reported outcome measure of recovery from drug and alcohol dependence.• ‘SURE’ has been developed with significant input from people in recovery.• ‘SURE’ has good face and content validity, acceptability and usability
J. Neale +9 more
semanticscholar +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
wiley +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
doaj +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background PIK3CA‐related overgrowth spectrum (PROS) includes several rare overgrowth disorders resulting from somatic gain‐of‐function mutations in PIK3CA. Despite treatment advances, including the recent approval of alpelisib for PROS in the United States, literature detailing the patient experience with PROS is limited.
Vamsi Bollu +8 more
wiley +1 more source
Recurrence flow measure of nonlinear dependence [PDF]
, 2022 Couplings in complex real-world systems are often nonlinear and scale dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a high-dimensional
Marwan, Norbert +2 more
core +1 more source