Results 51 to 60 of about 448 (165)
Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
Mathematical Finance, Volume 36, Issue 1, Page 3-19, January 2026.ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
wiley +1 more source
Conjunctors and their residual implicators: characterizations and construction methods [PDF]
, 2007 In many practical applications of fuzzy logic it seems clear that one needs more flexibility in the choice of the conjunction: in particular, the associativity and the commutativity of a conjunction may be removed. Motivated by these considerations, we
DURANTE, FABRIZIO +3 more
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A class of directed acyclic graphs with mixed data types in mediation analysis
Canadian Journal of Statistics, Volume 53, Issue 4, December 2025.Abstract We propose a unified class of generalized structural equation models (GSEMs) with data of mixed types in mediation analysis, including continuous, categorical, and count variables. Such models extend substantially the classical linear structural equation model to accommodate many data types arising from the application of mediation analysis ...
Wei Hao, Canyi Chen, Peter X.‐K. Song
wiley +1 more source
The importance of being the upper bound in the bivariate family [PDF]
, 2006 Any bivariate cdf is bounded by the Fréchet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the ...
Cuadras, C. M.
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Predicative Possession in Ukrainian and Intra‐Slavonic Language Contact1
Transactions of the Philological Society, Volume 123, Issue 3, Page 428-459, November 2025.Abstract Ukrainian has two inherited syntactic forms for possessive have: a transitive one with a lexical have‐verb, and an intransitive, originally locative be‐construction. On the basis of four corpus studies, the article establishes their relative frequency in Middle Ukrainian writing (17th and 18th c.), Modern Ukrainian dialects (20th c.), and ...
Jan Fellerer
wiley +1 more source
The importance of being the upper bound in the bivariate family. [PDF]
, 2017 Any bivariate cdf is bounded by the Fr ´echet-Hoeffding lower and upper bounds. We illustrate the importance of the upper bound in several ways. Any bivariate distribution can be written in terms of this bound, which is implicit in logit analysis and the
Cuadras, C. M. (Carlos María)
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Decoupling Interday and Intraday Volatility Dynamics With Price Durations
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1224-1250, November 2025.ABSTRACT This article introduces a novel framework for volatility estimation based on price durations with an adaptive price change threshold. This innovation allows us to disentangle daily and intraday volatility dynamics from price durations, which greatly simplifies the parametric modelling of price durations and hence leads to more accurate ...
Yifan Li +3 more
wiley +1 more source
Extreme mass distributions for quasi-copulas
Fuzzy Sets and Systems22 pages, 4 ...
Matjaž Omladič +2 more
openaire +2 more sources
Recursive Random Binning to Detect and Display Pairwise Dependence
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 18, Issue 5, October 2025.ABSTRACT Random binnings generated via recursive binary splits are introduced as a way to detect, measure the strength of, and to display the pattern of association between any two variates, whether one or both are continuous or categorical. This provides a single approach to ordering large numbers of variate pairs by their measure of dependence and ...
Chris Salahub, R. Wayne Oldford
wiley +1 more source
Improved Frechet bounds and model-free pricing of multi-asset options
, 2011 Improved bounds on the copula of a bivariate random vector are computed when partial information is available, such as the values of the copula on a given subset of $[0,1]^2$, or the value of a functional of the copula, monotone with respect to the ...
Tankov, Peter
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