Results 21 to 30 of about 583 (205)
Bivariate Copula-Based Regression for Joint Modeling of Healthcare Visits. [PDF]
Health EconABSTRACT 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.
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Proportional Hazard Model and Proportional Odds Model under Dependent Truncated Data
Axioms, 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
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Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions
Complexity, 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
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Postprocessing ensemble forecasts of vertical temperature profiles [PDF]
Advances 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
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Tails of the Moments for Sums with Dominatedly Varying Random Summands
Mathematics, 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
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Quasi-copulas and signed measures [PDF]
Fuzzy Sets and Systems, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nelsen, Roger B. +3 more
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Grouped Normal Variance Mixtures
Risks, 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
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Quadratic transformation of multivariate aggregation functions
Dependence Modeling, 2020 In this work, we prove that quadratic transformations of aggregation functions must come from quadratic aggregation functions. We also show that this is different from quadratic transformations of (multivariate) semi-copulas and quasi-copulas.
Boonmee Prakassawat, Tasena Santi
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A Characterization of Quasi-copulas
Journal of Multivariate Analysis, 1999 A function \(Q:[0,1]^2\to[0,1]\) is a quasi-copula if and only if it satisfies the three following conditions: (i) \(Q(0,x)=Q(x,0)=0\), \(Q(x,1)=Q(1,x)=x\), \(x\in[0,1]\); (ii) \(Q(x,y)\) is non-decreasing in each of its arguments; (iii) \(Q\) satisfies a Lipschitz condition. The quasi-copula is comprised between the Fréchet bounds.
C. Genest +3 more
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Differentiating synonyms and adjective subclasses by syntactic profiling
Lexis: Journal in English Lexicology, 2020 Twenty adjectives belonging to five intuitively recognizable semantic families, age (old, young), size (large, small, big), color (black, white, red, yellow, blue), modality (possible, impossible, necessary, likely, sure) and emotion (happy, sad, glad ...
Daniel Henkel
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