Results 21 to 30 of about 1,082,690 (294)
New copulas based on general partitions-of-unity and their applications to risk management (part II)
Dependence Modeling, 2017 We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar +2 more
doaj +1 more source
, 2015 To appear in Extreme Value Modelling and Risk Analysis: Methods and Applications. Eds. D. Dey and J. Yan.
Beranger, Boris, PADOAN, SIMONE
openaire +3 more sources
The Spatial String Tension, Thermal Phase Transition, and AdS/QCD [PDF]
, 2006 We present results of modeling the temperature dependence of the spatial string tension and thermal phase transition in a five-dimensional framework nowadays known as AdS/QCD.
Andreev +19 more
core +2 more sources
Modeling dependent gene expression
The Annals of Applied Statistics, 2012 Published in at http://dx.doi.org/10.1214/11-AOAS525 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Telesca, Donatello +3 more
openaire +6 more sources
Dependence of Stock Returns in Bull and Bear Markets
Dependence Modeling, 2013 Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any
Dobric Jadran +2 more
doaj +1 more source
The strong Fatou property of risk measures
Dependence Modeling, 2018 In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property,whichwas introduced in [19], seems to be most suitable to ensure nice dual representations of risk measures.
Chen Shengzhong +2 more
doaj +1 more source
Bayesian hierarchical linear modeling of NFL quarterback rating [PDF]
, 2015 textWith endless amounts of statistics in American football, there are numerous ways to evaluate quarterback performance in the National Football League.
Hernandez, Steven V.
core +1 more source
Testing the symmetry of a dependence structure with a characteristic function
Dependence Modeling, 2018 This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely ...
Bahraoui Tarik +2 more
doaj +1 more source
Functions operating on several multivariate distribution functions
Dependence Modeling, 2023 Functions ff on [0,1]m{\left[0,1]}^{m} such that every composition f∘(g1,…,gm)f\circ \left({g}_{1},\ldots ,{g}_{m}) with dd-dimensional distribution functions g1,…,gm{g}_{1},\ldots ,{g}_{m} is again a distribution function, turn out to be characterized ...
Ressel Paul
doaj +1 more source
Predictive analytics of insurance claims using multivariate decision trees
Dependence Modeling, 2018 Because of its many advantages, the use of decision trees has become an increasingly popular alternative predictive tool for building classification and regression models.
Quan Zhiyu, Valdez Emiliano A.
doaj +1 more source