Results 11 to 20 of about 1,570,866 (257)
Approximating multivariate distributions with vines [PDF]
, 2010 In a series of papers, Bedford and Cooke used vine (or pair-copulae) as a graphical tool for representing complex high dimensional distributions in terms of bivariate and conditional bivariate distributions or copulae.
Daneshkhah, Alireza +3 more
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Checkerboard copula defined by sums of random variables
Dependence Modeling, 2020 We consider the problem of finding checkerboard copulas for modeling multivariate distributions. A checkerboard copula is a distribution with a corresponding density defined almost everywhere by a step function on an m-uniform subdivision of the unit ...
Kuzmenko Viktor +2 more
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Multivariate Asymmetric Distributions of Copula Related Random Variables
Austrian Journal of Statistics, 2023 It is known that normal distribution plays an important role in analysing symmetric data. However, this symmetric assumption may not hold in many real word and in such cases, asymmetric distribution, including skew normal distribution, are known as ...
Ayyub Sheikhi +2 more
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Birnbaum-Saunders Quantile Regression Models with Application to Spatial Data
Mathematics, 2020 In the present paper, a novel spatial quantile regression model based on the Birnbaum–Saunders distribution is formulated. This distribution has been widely studied and applied in many fields.
Luis Sánchez +3 more
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Transfer Entropy Expressions for a Class of Non-Gaussian Distributions
Entropy, 2014 Transfer entropy is a frequently employed measure of conditional co-dependence in non-parametric analysis of Granger causality. In this paper, we derive analytical expressions for transfer entropy for the multivariate exponential, logistic, Pareto (type ...
Mehrdad Jafari-Mamaghani, Joanna Tyrcha
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Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems
Mathematics, 2020 In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced.
Yury Khokhlov +2 more
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U-Statistic for Multivariate Stable Distributions
Journal of Probability and Statistics, 2017 A U-statistic for the tail index of a multivariate stable random vector is given as an extension of the univariate case introduced by Fan (2006). Asymptotic normality and consistency of the proposed U-statistic for the tail index are proved theoretically.
Mahdi Teimouri +2 more
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Dependence Modeling, 2020 The use of the exponential distribution and its multivariate generalizations is extremely popular in lifetime modeling. Freund’s bivariate exponential model (1961) is based on the idea that the remaining lifetime of any entity in a bivariate system is ...
Guzmics Sándor, Pflug Georg Ch.
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Multivariate Classes of GB2 Distributions with Applications
Mathematics, 2020 The general beta of the second kind distribution (GB2) is a flexible distribution which includes several relevant parametric families of distributions.
José María Sarabia +3 more
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On Uniform and α-Monotone Discrete Distributions
Revstat Statistical Journal, 2022 In this partly expository article, I am concerned with some simple yet fundamental aspects of discrete distributions that are either uniform or have α-monotone probability mass functions. In the univariate case, building on work of F.W.
M.C. Jones
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