Results 1 to 10 of about 1,503,693 (171)
Two Measures of Dependence [PDF]
Entropy, 2019 Two families of dependence measures between random variables are introduced. They are based on the Rényi divergence of order α and the relative
Amos Lapidoth, Christoph Pfister
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Detecting independence of random vectors: generalized distance covariance and Gaussian covariance
Modern Stochastics: Theory and Applications, 2018 Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Székely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric Lévy measures and
Björn Böttcher +2 more
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Dependence Measuring from Conditional Variances
Dependence Modeling, 2015 Abstract A conditional variance is an indicator of the level of independence between two random variables. We exploit this intuitive relationship and define a measure v which is almost a measure of mutual complete dependence. Unsurprisingly, the measure attains its minimum value for many pairs of non-independent ran- dom variables ...
Kamnitui Noppadon +2 more
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Quantifying the scale dependence of primary productivity-species-richness relationships [PDF]
PeerJVegetation productivity is expected to correlate with species richness, but there is debate about whether the relationship form (non-existent, negative, positive, unimodal) of productivity-species-richness relationships (PSRR) depends on the spatial ...
Brian G. Tavernia
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Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family
Energies, 2022 Climate change impacts many aspects of life and requires innovative thinking on various issues. The electricity sector is affected in several ways, including changes in the production components and consumption patterns.
Moshe Kelner +2 more
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Dependence Modeling, 2023 The probability integral transform of a continuous random variable XX with distribution function FX{F}_{X} is a uniformly distributed random variable U=FX(X)U={F}_{X}\left(X). We define the angular probability integral transform (APIT) as θU=2πU=2πFX(X){\
Fernández-Durán Juan José +1 more
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Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods
Mathematics, 2023 In the fields of finance, insurance, system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula.
Lu Lu, Sujit Ghosh
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Measurement of tanning dependence [PDF]
Journal of the European Academy of Dermatology and Venereology, 2013 AbstractBackgroundIndoor tanning has been found to be addictive. However, the most commonly used tanning dependence measures have not been well validated.ObjectiveThe study's purpose was to explore the psychometric characteristics of and compare the modified Cut‐down, Annoyed, Guilty, Eye‐opener Scale (mCAGE), modified Diagnostic and Statistical Manual
Heckman, C. J. +7 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
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Maximal asymmetry of bivariate copulas and consequences to measures of dependence
Dependence Modeling, 2022 In this article, we focus on copulas underlying maximal non-exchangeable pairs (X,Y)\left(X,Y) of continuous random variables X,YX,Y either in the sense of the uniform metric d∞{d}_{\infty } or the conditioning-based metrics Dp{D}_{p}, and analyze their ...
Griessenberger Florian +1 more
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