Suchergebnisse - "Characterization and structure theory for multivariate probability distributions"

Testing the hypothesis of a nested block covariance matrix structure with applications to medicine and natural sciences

Autoren: Carlos A. Coelho Mina Norouzirad Filipe J. Marques

Quelle: Mathematical Methods in the Applied Sciences. 48:1163-1197

Schlagwörter: composition of hypotheses, characteristic function, distribution of likelihood ratio statistics, Asymptotic distribution theory in statistics, Exact distribution theory in statistics, covariance structure, 0101 mathematics, Multivariate distribution of statistics, Hypothesis testing in multivariate analysis, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml

Analysis of a Dependent Perturbed Renewal Risk Model with Heavy-tailed Distributions: Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions

Autoren: Bazyari, Abouzar

Quelle: Lobachevskii Journal of Mathematics. 44:4610-4629

Schlagwörter: Applications of statistics to actuarial sciences and financial mathematics, Statistics of extreme values, tail inference, Actuarial mathematics, Boole's inequality, renewal risk model, Farlie-Gumbel-Morgenstern copula, ruin probability, heavy-tailed distribution, Characterization and structure theory for multivariate probability distributions, copulas

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7853844
https://doi.org/10.1134/s1995080223110057

Copula modelling with penalized complexity priors: the bivariate case

Autoren: Battagliese, D Grazian, C Liseo, B et al.

Weitere Verfasser: Battagliese, D Grazian, C Liseo, B et al.

Quelle: TEST. 32:542-565

Schlagwörter: a-divergence, Hierarchical PC prior, Intrinsic prior, Jeffreys' prior, Objective PC prior, PC prior, Bayesian inference, 05 social sciences, intrinsic prior, objective PC prior, 01 natural sciences, \(\alpha\)-divergence, hierarchical PC prior, 0502 economics and business, α-divergence, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://zbmath.org/7740657
https://doi.org/10.1007/s11749-022-00843-w

Problems connected with the constant regression of quadratic statistics on linear statistics

Autoren: Gyires, B.

Quelle: Publicationes Mathematicae Debrecen. 32:23-32

Schlagwörter: quadratic statistics, constant regression on a linear function, characterization, 0101 mathematics, linear statistics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences, quadratic form

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/3962982

On some bivariate discrete distributions with multivariate components

Autoren: Panaretos, John

Quelle: Publicationes Mathematicae Debrecen. 30:177-184

Schlagwörter: conditional distribution, integer-valued random variables with finite support, multiple binomial and hypergeometric distributions, Probability distributions: general theory, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/3850299

Likelihood Ratio Tests for Elaborate Covariance Structures and for MANOVA Models with Elaborate Covariance Structures—A Review: Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review

Autoren: Carlos A. Coelho

Quelle: Journal of the Indian Institute of Science. 102:1219-1257

Schlagwörter: Asymptotic distribution theory in statistics, inversion methods, equality mean vectors, 05 social sciences, Analysis of variance and covariance (ANOVA), Research exposition (monographs, survey articles) pertaining to statistics, double exchangeable structure, Multivariate distribution of statistics, 01 natural sciences, block compound-symmetry, block-circularity, near-exact distributions, 0502 economics and business, block-diagonal structure, block-scalar sphericity, hyper-block matrix sphericity, 0101 mathematics, Hypothesis testing in multivariate analysis, Characterization and structure theory for multivariate probability distributions, copulas, block-matrix sphericity, exact distribution

Dateibeschreibung: application/xml

Analysis of ordinal and continuous longitudinal responses using pair copula construction

Autoren: Sefidi, Saeide Ganjali, Mojtaba Baghfalaki, Taban

Quelle: METRON. 80:255-280

Schlagwörter: Applications of statistics to social sciences, Measures of association (correlation, canonical correlation, etc.), mixed longitudinal outcome, latent variable models, 0502 economics and business, 05 social sciences, mixed effect models, 0101 mathematics, D-vine copula, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences, dependence structure

Dateibeschreibung: application/xml

Time series with infinite-order partial copula dependence

Autoren: McNeil, Alexander John Bladt, Martin

Quelle: Dependence Modeling, Vol 10, Iss 1, Pp 87-107 (2022)

Schlagwörter: Science (General), Markov processes: estimation, hidden Markov models, gaussian processes, arma processes, Gaussian processes, Fractional processes, including fractional Brownian motion, vine copulas, arfima processes, ARMA processes, 01 natural sciences, Q1-390, 62m05, Time series, auto-correlation, regression, etc. in statistics (GARCH), Stationary stochastic processes, 60g15, 62h05, QA1-939, 62m10, ARFIMA processes, 60g22, time series, 0101 mathematics, 60g10, Characterization and structure theory for multivariate probability distributions, copulas, Mathematics

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://zbmath.org/7547642
https://doi.org/10.1515/demo-2022-0105
https://eprints.whiterose.ac.uk/185863/1/s_vine_processes_01042022.pdf
https://doaj.org/article/bc4505386c0841a9a4829ca662c3d6a9

Extreme semilinear copulas

Autoren: Durante F. Fernandez-Sanchez J. Ubeda-Flores M.

Quelle: riUAL. Repositorio Institucional de la Universidad de Almería
Universidad de Almería

Schlagwörter: semilinear copula, Probability (math.PR), extreme point, 02 engineering and technology, Extreme point, 01 natural sciences, shock model, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, diagonal function, Semilinear copula, Diagonal function, Extreme point, Semilinear copula, Shock model, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, Diagonal function, Shock model, Mathematics - Probability

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: http://arxiv.org/abs/2501.07961
https://www.sciencedirect.com/science/article/abs/pii/S0165011420304760
http://hdl.handle.net/10835/14922
https://zbmath.org/7755561
https://doi.org/10.1016/j.fss.2020.12.009
https://www.sciencedirect.com/science/article/pii/S0165011420304760
https://hdl.handle.net/11587/459378
https://doi.org/10.1016/j.fss.2020.12.009
https://www.sciencedirect.com/science/article/pii/S0165011420304760

A copula-based approximation to Markov chains

Autoren: Jiehua Xie Jingping Yang Zhengyong Zhou

Quelle: Science China Mathematics. 65:623-654

Schlagwörter: \(\partial\)-convergence, checkerboard copula-based Markov chain, Markov chain, copula, \(\beta\)-mixing property, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences, Markov chains (discrete-time Markov processes on discrete state spaces)

Dateibeschreibung: application/xml

Zugangs-URL: https://www.sciengine.com/doi/10.1007/s11425-019-1687-2
https://link.springer.com/article/10.1007/s11425-019-1687-2

On convergence of associative copulas and related results

Autoren: Sebastian Fuchs Wolfgang Trutschnig Thimo M. Kasper

Quelle: Dependence Modeling, Vol 9, Iss 1, Pp 307-326 (2021)

Schlagwörter: Science (General), Archimedean copulas, 54e52, associative copulas, 01 natural sciences, Baire category, Q1-390, Baire category, Baire spaces, archimedean copulas, baire category, 62h05, QA1-939, 60e05, Probability distributions: general theory, weak convergence, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, Mathematics

Dateibeschreibung: application/xml

Zugangs-URL: https://www.degruyter.com/document/doi/10.1515/demo-2021-0114/pdf
https://zbmath.org/7451616
https://doi.org/10.1515/demo-2021-0114
https://doaj.org/article/6cd96376d1c14e20870b5a8a064bf232
https://www.degruyter.com/document/doi/10.1515/demo-2021-0114/xml

Copula and composite quantile regression-based estimating equations for longitudinal data

Autoren: Kangning Wang Wen Shan

Quelle: Annals of the Institute of Statistical Mathematics. 73:441-455

Schlagwörter: longitudinal data, efficiency, composite quantile regression, copula, Nonparametric regression and quantile regression, robustness, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7373093
https://doi.org/10.1007/s10463-020-00756-1
https://link.springer.com/article/10.1007/s10463-020-00756-1

Ruin Problems of Multidimensional Risk Models under Constant Interest Rates and Dependent Risks with Heavy Tails: Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails

Autoren: Xinmei Shen Meng Yuan Dawei Lu

Quelle: Mathematical Problems in Engineering. 2020:1-8

Schlagwörter: Risk models (general), Probability distributions: general theory, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml; text/xhtml

Zugangs-URL: https://downloads.hindawi.com/journals/mpe/2020/9489612.pdf
http://downloads.hindawi.com/journals/mpe/2020/9489612.pdf
https://www.hindawi.com/journals/mpe/2020/9489612/

Copula modeling from Abe Sklar to the present day

Autoren: Genest, Christian Okhrin, Ostap Bodnar, Taras

Quelle: Journal of Multivariate Analysis. 201:105278

Schlagwörter: Measures of association (correlation, canonical correlation, etc.), dependence modeling, Estimation in multivariate analysis, Statistics of extreme values, tail inference, copula models, Multivariate distribution of statistics, Hypothesis testing in multivariate analysis, Characterization and structure theory for multivariate probability distributions, copulas

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/7823275
https://doi.org/10.1016/j.jmva.2023.105278

Zero-linear copulas

Autoren: Manuel Úbeda-Flores Juan Fernández-Sánchez

Quelle: Information Sciences. 503:23-38

Schlagwörter: Archimedean copula, zero-linear copula, 0202 electrical engineering, electronic engineering, information engineering, conic copula, copula, Probability distributions: general theory, 02 engineering and technology, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://www.sciencedirect.com/science/article/pii/S002002551930595X
https://dblp.uni-trier.de/db/journals/isci/isci503.html#Fernandez-Sanchez19

Robust feature screening for elliptical copula regression model

Autoren: Jiadong Ji Yong He Liang Zhang et al.

Quelle: Journal of Multivariate Analysis. 173:568-582

Schlagwörter: elliptical copula, canonical correlation, Nonparametric robustness, Kendall's \(\tau\), Nonparametric regression and quantile regression, feature screening, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/1808.08551
https://arxiv.org/pdf/1808.08551.pdf
https://ideas.repec.org/a/eee/jmvana/v173y2019icp568-582.html
https://arxiv.org/abs/1808.08551
https://ui.adsabs.harvard.edu/abs/2018arXiv180808551H/abstract
https://dblp.uni-trier.de/db/journals/ma/ma173.html#HeZJZ19
https://doi.org/10.1016/j.jmva.2019.05.003

A Copula-Based GLMM Model for Multivariate Longitudinal Data with Mixed-Types of Responses: A copula-based GLMM model for multivariate longitudinal data with mixed-types of responses

Autoren: Weiping Zhang MengMeng Zhang Yu Chen

Quelle: Sankhya B. 82:353-379

Schlagwörter: nonparametric maximum likelihood, Generalized linear models (logistic models), longitudinal data, joint estimate, 0101 mathematics, Nonparametric estimation, D-vine copula, EM algorithm, Characterization and structure theory for multivariate probability distributions, copulas, mixed types, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://ideas.repec.org/a/spr/sankhb/v82y2020i2d10.1007_s13571-019-00197-8.html
https://link.springer.com/article/10.1007%2Fs13571-019-00197-8

A Generalized Error Distribution Copula-based method for portfolios risk assessment: A generalized error distribution copula-based method for portfolios risk assessment

Autoren: Cerqueti R. Giacalone M. Panarello D.

Quelle: Physica A: Statistical Mechanics and its Applications. 524:687-695

Schlagwörter: Econophysics, Generalized Error Distribution, 05 social sciences, 01 natural sciences, Conditional Value-at-Risk, Portfolio theory, econophysics, conditional value-at-risk, Gaussian copula, generalized correlation coefficient, portfolio theory, 0502 economics and business, Generalized Correlation Coefficient, Gaussian Copula, 0101 mathematics, generalized error distribution, Characterization and structure theory for multivariate probability distributions, copulas, Statistical methods, risk measures

Dateibeschreibung: application/xml; application/pdf

Zugangs-URL: https://openresearch.lsbu.ac.uk/download/51dce6079aaf883d45b70e0951eb039f4af2eb4ddbfe2c3e5aa8d1b801751825/345086/CGP_Rev1_17012019.pdf
http://hdl.handle.net/11588/752291
http://www.journals.elsevier.com/physica-a-statistical-mechanics-and-its-applications/
https://www.sciencedirect.com/science/article/pii/S0378437119304327
https://ideas.repec.org/a/eee/phsmap/v524y2019icp687-695.html
https://www.iris.unina.it/handle/11588/752291
https://openresearch.lsbu.ac.uk/item/8906y
https://ui.adsabs.harvard.edu/abs/2019PhyA..524..687C/abstract

A transition model for analyzing multivariate longitudinal data using Gaussian copula approach

Autoren: Mojtaba Ganjali Taban Baghfalaki

Quelle: AStA Advances in Statistical Analysis. 104:169-223

Schlagwörter: Inference from spatial processes, 05 social sciences, longitudinal study, transition model, copula function, 01 natural sciences, Applications of statistics to biology and medical sciences, meta analysis, 3. Good health, joint modeling, Time series, auto-correlation, regression, etc. in statistics (GARCH), ordinal regression, mixed data, 0502 economics and business, 0101 mathematics, Characterization and structure theory for multivariate probability distributions, copulas, Directional data, spatial statistics

Dateibeschreibung: application/xml

Zugangs-URL: https://ideas.repec.org/a/spr/alstar/v104y2020i2d10.1007_s10182-018-00346-w.html
https://link.springer.com/article/10.1007%2Fs10182-018-00346-w

A D-Vine Copula-Based Model for Repeated Measurements Extending Linear Mixed Models with Homogeneous Correlation Structure: A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure

Autoren: Matthias Killiches Claudia Czado

Quelle: Biometrics. 74:997-1005

Schlagwörter: FOS: Computer and information sciences, longitudinal data, Likelihood Functions, Models, Statistical, Linear regression, mixed models, vine copulas, 01 natural sciences, Statistics, Nonparametric, Applications of statistics to biology and medical sciences, meta analysis, linear mixed models, unbalanced setting, Methodology (stat.ME), Research Design, Linear Models, Humans, Computer Simulation, Cardiac Surgical Procedures, 0101 mathematics, repeated measurements, Characterization and structure theory for multivariate probability distributions, copulas, Statistics - Methodology

Dateibeschreibung: application/xml

Zugangs-URL: http://arxiv.org/pdf/1705.06261
https://pubmed.ncbi.nlm.nih.gov/29569339
http://arxiv.org/abs/1705.06261
https://zbmath.org/7035506
https://doi.org/10.1111/biom.12867
https://ideas.repec.org/a/bla/biomet/v74y2018i3p997-1005.html
https://pubmed.ncbi.nlm.nih.gov/29569339/
https://onlinelibrary.wiley.com/doi/abs/10.1111/biom.12867
https://www.ncbi.nlm.nih.gov/pubmed/29569339