Results 31 to 40 of about 91,197 (260)
Robust Learning of Tail Dependence
EconometricsAccurate estimation of tail dependence is difficult due to model misspecification and data contamination. This paper introduces a class of minimum f-divergence estimators for the tail dependence coefficient that unifies robust estimation with extreme ...
Omid M. Ardakani
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Dependence Modeling, 2022 The extreme value theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering.
Ferreira Helena, Ferreira Marta
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On Construction of Bernstein-Bézier Type Bivariate Archimedean Copula
Revstat Statistical Journal, 2022 In this paper, a new class of bivariate multi-parameter Archimedean copula based on Kendall distribution using Bernstein-Bézier polynomials is introduced. The new class copula has flexible dependence properties depending on the polynomial degree and the
Selim Orhun Susam , Burcu Hudaverdi
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Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations
Pediatric Blood &Cancer, EarlyView.ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan +18 more
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On the tail dependence in bivariate hydrological frequency analysis
Dependence Modeling, 2015 In Bivariate Frequency Analysis (BFA) of hydrological events, the study and quantification of the dependence between several variables of interest is commonly carried out through Pearson’s correlation (r), Kendall’s tau (τ) or Spearman’s rho (ρ).
Lekina Alexandre +2 more
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Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
Heliyon, 2022 The study aims to investigate the tail dependence between Chinese stock market and Vietnamese stock market in the context of the Covid-19 pandemic.
Van Chien Nguyen, Thu Thuy Nguyen
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Tail dependence, tail asymmetry and credit portfolio risk
Journal of the Japan Statistical Society, Japanese Issue, 2021 Summary: In the risk management of the credit portfolio of a bank, Normal copula is standard for modelling dependencies between each credit in the portfolio. The Normal copula modelling is criticized by the tendency of underestimation of the risk due to its asymptotic independence. This paper analyses the effect of dependence between each extreme value
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Natural Killer Cells in Paediatric Soft Tissue Sarcomas: A Systematic Review
Pediatric Blood &Cancer, EarlyView.ABSTRACT Paediatric soft tissue sarcomas (pSTS) are a rare and heterogeneous group of malignant tumours arising in tissues of mesenchymal origin. The role of natural killer (NK) cells in pSTS remains poorly understood, with evidence fragmented across small preclinical studies and early‐phase clinical trials.
Raya Dean +7 more
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An Analysis of a Heuristic Procedure to Evaluate Tail (in)dependence
Journal of Probability and Statistics, 2014 Measuring tail dependence is an important issue in many applied sciences in order to quantify the risk of simultaneous extreme events. A usual measure is given by the tail dependence coefficient.
Marta Ferreira, Sérgio Silva
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A Note on Upper Tail Behavior of Liouville Copulas
Risks, 2016 The family of Liouville copulas is defined as the survival copulas of multivariate Liouville distributions, and it covers the Archimedean copulas constructed by Williamson’s d-transform.
Lei Hua
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