Related papers: Impact of dependence on some multivariate risk ind…
Researchers and practitioners in the field of reliability engineering and optimization frequently use active redundancy techniques to intensify the performance of systems. In this article, we study allocation strategies of non-matching…
A simple mechanism for allocating indivisible resources is sequential allocation in which agents take turns to pick items. We focus on possible and necessary allocation problems, checking whether allocations of a given form occur in some or…
In recent years, probabilistic forecasting is an emerging topic, which is why there is a growing need of suitable methods for the evaluation of multivariate predictions. We analyze the sensitivity of the most common scoring rules,…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The…
An importance sampling approach for sampling copula models is introduced. We propose two algorithms that improve Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random vector when at…
Identifying groups of variables that may be large simultaneously amounts to finding out which joint tail dependence coefficients of a multivariate distribution are positive. The asymptotic distribution of a vector of nonparametric,…
Randomized trials balance all covariates on average and provide the gold standard for estimating treatment effects. Chance imbalances nevertheless exist more or less in realized treatment allocations and intrigue an important question: what…
Statistical estimation in many contemporary settings involves the acquisition, analysis, and aggregation of datasets from multiple sources, which can have significant differences in character and in value. Due to these variations, the…
In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model…
The classical theory of efficient allocations of an aggregate endowment in a pure-exchange economy has hitherto primarily focused on the Pareto-efficiency of allocations, under the implicit assumption that transfers between agents are…
This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection…
This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a vector version of Sklar's theorem. The latter provides a…
In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…
The non-identifiability of the competing risks model requires researchers to work with restrictions on the model to obtain informative results. We present a new identifiability solution based on an exclusion restriction. Many areas of…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
We investigate how the topology of attributed graphs influences the distribution of node attributes. This work offers a novel perspective by treating topology and attributes as structurally distinct but interacting components. We introduce…
The dynamic portfolio optimization problem in finance frequently requires learning policies that adhere to various constraints, driven by investor preferences and risk. We motivate this problem of finding an allocation policy within a…
We provide a unified approach to a method of estimation of the regression parameter in balanced linear models with a structured covariance matrix that combines a high breakdown point and bounded influence with high asymptotic efficiency at…