Results 11 to 20 of about 1,503,812 (288)
Max-stable random sup-measures with comonotonic tail dependence [PDF]
, 2016 Several objects in the Extremes literature are special instances of max-stable random sup-measures. This perspective opens connections to the theory of random sets and the theory of risk measures and makes it possible to extend corresponding notions and ...
Molchanov, Ilya, Strokorb, Kirstin
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Measuring non-linear dependence for two random variables distributed along a curve [PDF]
, 2009 The final publication is available at link.springer.comWe propose new dependence measures for two real random variables not necessarily linearly related. Covariance and linear correlation are expressed in terms of principal components and are generalized
Delicado Useros, Pedro Francisco +1 more
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On Generators in Archimedean Copulas [PDF]
Sahand Communications in Mathematical Analysis, 2018 This study after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The
Vadoud Najjari
doaj +1 more source
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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Weighting of Features in Content-Based Filtering with Entropy and Dependence Measures [PDF]
International Journal of Computational Intelligence Systems, 2014 Content-based recommender systems (CBRS) are tools that help users to choose items when they face a huge amount of options, recommending items that better fit the user's profile.
Jorge Castro +2 more
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Sensor Fusion Using Entropic measures of Dependence
Revista de Matemática: Teoría y Aplicaciones, 2011 As opposed to standard methods of association which rely on measures of central dispersion, entropic measures quantify multivalued relations. This distinction is especially important when high fidelity models of the sensed phenomena do not exist.
Paul B. Deignan
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VAT Gap Dependence and Fiscal Administration Measures
Naše Gospodarstvo, 2018 The paper examines the VAT gap estimated on the basis of VAT tax returns. The assessment of tax gap dependence is examined based on macroeconomic influences and the measures of the Slovenian fiscal administration.
Lešnik Tomaž +2 more
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Copula Structure Analysis Based on Robust and Extreme Dependence Measures [PDF]
, 2006 In this paper we extend the standard approach of correlation structure analysis in order to reduce the dimension of highdimensional statistical data. The classical assumption of a linear model for the distribution of a random vector is replaced by the ...
Klüppelberg, Claudia, Kuhn, Gabriel
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Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
Journal 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
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Copula-Based Dependence Measures For Piecewise Monotonicity
Dependence Modeling, 2017 The aim of the present paper is to develop and examine association coefficients which can be helpfully applied in the framework of regression analysis.
Liebscher Eckhard
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