Results 1 to 10 of about 162 (71)
A topological proof of Sklar’s theorem in arbitrary dimensions
Dependence Modeling, 2022 Copulas are appealing tools in multivariate probability theory and statistics. Nevertheless, the transfer of this concept to infinite dimensions entails some nontrivial topological and functional analytic issues, making a deeper theoretical understanding
Benth Fred Espen +2 more
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Dependence Modeling, 2023 Working with shuffles, we establish a close link between Kendall’s τ\tau , the so-called length measure, and the surface area of bivariate copulas and derive some consequences.
Sánchez Juan Fernández +1 more
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A nonparametric test for comparing survival functions based on restricted distance correlation
Dependence Modeling, 2023 In this article, we propose an omnibus test for comparing two survival functions under non-proportional hazards. The test statistic is based on a product-limit estimate of the restricted distance correlation, which is closely related to the L2{L}_{2 ...
Zhang Qingyang
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Polynomial bivariate copulas of degree five: characterization and some particular inequalities
Dependence Modeling, 2021 Bivariate polynomial copulas of degree 5 (containing the family of Eyraud-Farlie-Gumbel-Morgenstern copulas) are in a one-to-one correspondence to certain real parameter triplets (a, b, c), i.e., to some set of polynomials in two variables of degree 1: p(
Šeliga Adam +5 more
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On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator [PDF]
, 2014 We establish a necessary and sufficient condition for the existence of the precision matrix estimator obtained by minimizing the negative Gaussian log-likelihood plus a weighted bridge penalty.
Forzani, Liliana Maria, Rothman, Adam J.
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Weighted Entropic Copula from Preliminary Knowledge of Dependence
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2018 This paper introduces a weighted entropic copula from preliminary knowledge of dependence. Considering a copula with common distribution we formulate the weighted entropy dependence model (WMEC).
Panait Ioana
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Generalized resolution for orthogonal arrays [PDF]
, 2014 The generalized word length pattern of an orthogonal array allows a ranking of orthogonal arrays in terms of the generalized minimum aberration criterion (Xu and Wu [Ann. Statist. 29 (2001) 1066-1077]).
Grömping, Ulrike, Xu, Hongquan
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The maximum of randomly weighted sums with long tails in insurance and finance [PDF]
, 2011 In risk theory we often encounter stochastic models containing randomly weighted sums. In these sums, each primary real-valued random variable, interpreted as the net loss during a reference period, is associated with a nonnegative random weight ...
Chen, Y, Ng, KW, Yuen, KC
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Multivariate Measures of Concordance for Copulas and their Marginals
, 2010 Building upon earlier work in which axioms were formulated for multivariate measures of concordance, we examine properties of such measures. In particular, we examine the relations between the measure of concordance of an $n$-copula and the measures of ...
Dolati +11 more
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Star graphs induce tetrad correlations: for Gaussian as well as for binary variables [PDF]
, 2014 Tetrad correlations were obtained historically for Gaussian distributions when tasks are designed to measure an ability or attitude so that a single unobserved variable may generate the observed, linearly increasing dependences among the tasks.
Marchetti, Giovanni M., Wermuth, Nanny
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