Results 1 to 10 of about 520,955 (192)

Quasi-Copulas, Copulas and Fuzzy Implicators

open access: yesInternational Journal of Computational Intelligence Systems, 2020
In this paper, we study relations between fuzzy implicators and some kinds of fuzzy conjunctors, in particular, quasi-copulas and copulas. We show that there is a one-to-one correspondence between the classes of all quasi-copulas and 1-Lipschitz fuzzy ...
Radko Mesiar, Anna Kolesárová
doaj   +2 more sources

Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]

open access: yesHealth Econ
ABSTRACT Doctor and non‐doctor visit frequencies are key indicators of healthcare access, utilization and individual health‐seeking behavior. While doctor visits reflect engagement with formal medical services, non‐doctor visits, such as to nurses, physiotherapists or alternative providers, offer insights into patient preferences and system ...
Marra G, Radice R.
europepmc   +2 more sources

An Overview and Recent Developments in the Analysis of Multistate Processes. [PDF]

open access: yesStat Med
ABSTRACT Multistate models offer a powerful framework for studying disease processes and can be used to formulate intensity‐based and more descriptive marginal regression models. They also represent a natural foundation for the construction of joint models for disease processes and dynamic marker processes, as well as joint models incorporating random ...
Gorfine M   +8 more
europepmc   +2 more sources

Causal Effect Estimation With TMLE: Handling Missing Data and Near Violations of Positivity. [PDF]

open access: yesBiom J
ABSTRACT We evaluate the performance of targeted maximum likelihood estimation (TMLE) for estimating the average treatment effect in missing data scenarios under varying levels of positivity violations. We employ model‐ and design‐based simulations, with the latter using undersmoothed highly adaptive lasso on the “WASH Benefits Bangladesh” data set to ...
Wiederkehr C, Heumann C, Schomaker M.
europepmc   +2 more sources

On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion [PDF]

open access: yesMathematics, 2020
We study some topological properties of the class of supermodular n-quasi-copulas and check that the topological size of the Dedekind–MacNeille completion of the set of n-copulas is small, in terms of the Baire category, in the Dedekind–MacNeille ...
Fabrizio Durante   +3 more
doaj   +5 more sources

Proportional Hazard Model and Proportional Odds Model under Dependent Truncated Data

open access: yesAxioms, 2022
Truncation data arise when the interested event time can be observed only if it satisfies a certain condition. Most of the existing approaches analyze this kind of data by assuming the truncated variable is quasi-independent of the interested event time.
Jin-Jian Hsieh, Yun-Jhu Chen
doaj   +1 more source

Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions

open access: yesComplexity, 2022
In consideration of that the correlation between any two assets of the asset pool is always stochastic in the actual market and that collateralized debt obligation (CDO) pricing models under nonhomogeneous assumptions have no semianalytic solutions, we ...
Shuanghong Qu, Lingxian Meng, Hua Li
doaj   +1 more source

Postprocessing ensemble forecasts of vertical temperature profiles [PDF]

open access: yesAdvances in Statistical Climatology, Meteorology and Oceanography, 2020
Weather forecasts from ensemble prediction systems (EPS) are improved by statistical models trained on past EPS forecasts and their atmospheric observations. Recently these corrections have moved from being univariate to multivariate.
D. Schoenach   +4 more
doaj   +1 more source

Tails of the Moments for Sums with Dominatedly Varying Random Summands

open access: yesMathematics, 2021
The asymptotic behaviour of the tail expectation ?E(Snξ)α?{Snξ>x} is investigated, where exponent α is a nonnegative real number and Snξ=ξ1+…+ξn is a sum of dominatedly varying and not necessarily identically distributed random summands, following a ...
Mantas Dirma   +2 more
doaj   +1 more source

Grouped Normal Variance Mixtures

open access: yesRisks, 2020
Grouped normal variance mixtures are a class of multivariate distributions that generalize classical normal variance mixtures such as the multivariate t distribution, by allowing different groups to have different (comonotone) mixing distributions.
Erik Hintz   +2 more
doaj   +1 more source

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