Results 41 to 50 of about 28,035 (142)

High Dimensional Semiparametric Gaussian Copula Graphical Models

, 2012
In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models.
Han, Fang, Lafferty, John, Liu, Han, Wasserman, Larry, Yuan, Ming   +4 more
core   +2 more sources

Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

Dependence Modeling, 2017
Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs) proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient.
Górecki J., Hofert M., Holeňa M.
doaj   +1 more source

Pemodelan Copula: Studi Banding Kuantifikasi Autokorelasi

Cauchy: Jurnal Matematika Murni dan Aplikasi, 2009
Dalam tulisan ini akan dijelaskan beberapa metode kuantifikasi dependensi antara dua variabel acak (bivariat) dan perbandingan antara metode kuantifikasi dependensi tersebut.
Fachrur Rozi
doaj   +1 more source

Pruritogenic molecules in the skin of patients with dermatomyositis

Frontiers in Medicine, 2023
IntroductionPruritus is a common excruciating symptom in systemic autoimmune diseases such as dermatomyositis (DM) but the pathogenesis is not fully understood.
Anett Vincze, Erika Herczeg-Lisztes, Katalin Szabó, Tibor Gábor Béldi, Melinda Nagy-Vincze, Ágnes Pór, József Varga, Katalin Dankó, Tamás Biró, Balázs István Tóth, Zoltán Griger   +10 more
doaj   +1 more source

Detecting changes in cross-sectional dependence in multivariate time series

, 2014
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure.
Bücher, Axel, Kojadinovic, Ivan, Rohmer, Tom, Segers, Johan   +3 more
core   +3 more sources

Systematic Review and Meta-Analysis of Correlation of Progression-Free Survival-2 and Overall Survival in Solid Tumors

Frontiers in Oncology, 2020
Background: Using progression-free survival (PFS)2, time from randomization to 2nd disease progression or death, is proposed as a surrogate for overall survival (OS) in oncology clinical trials.
Simon Chowdhury, Paul Mainwaring, Liangcai Zhang, Suneel Mundle, Eneida Pollozi, Alexander Gray, Mark Wildgust   +6 more
doaj   +1 more source

Copula estimation for nonsynchronous financial data

, 2020
Copula is a powerful tool to model multivariate data. We propose the modelling of intraday financial returns of multiple assets through copula. The problem originates due to the asynchronous nature of intraday financial data.
Chakrabarti, Arnab, Sen, Rituparna
core  

Doubly Robust Sure Screening for Elliptical Copula Regression Model

, 2018
Regression analysis has always been a hot research topic in statistics. We propose a very flexible semi-parametric regression model called Elliptical Copula Regression (ECR) model, which covers a large class of linear and nonlinear regression models such
He, Yong, JI, Jiadong, Zhang, Liang, Zhang, Xinsheng   +3 more
core   +1 more source

Convergence of rank based degree-degree correlations in random directed networks [PDF]

, 2014
We introduce, and analyze, three measures for degree-degree dependencies, also called degree assortativity, in directed random graphs, based on Spearman's rho and Kendall's tau.
Litvak, Nelly, van der Hoorn, Pim
core   +2 more sources

Accuracy of the strengths and difficulties questionnaire in identifying common mental health disorders in children and adolescents: a cross-sectional analytical study

Discover Mental Health
Background and aim This cross-sectional analytic study, conducted in the Child and Adolescent Mental Health (CAMH) Clinic of Sultan Qaboos University Hospital (SQUH) for 12 months, aimed to evaluate the precision of the Strengths and Difficulties ...
Maisaa Al-Dhahri, Salim Al-Huseini, Maisa AL-Jamoudi, Sanjay Jaju, Samir Al-Adawi, Hassan Mirza   +5 more
doaj   +1 more source