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Related papers: Quantile Coherency: A General Measure for Dependen…

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Regression models that go beyond the mean, alongside coherent risk measures, have been important tools in modern data analysis. This paper introduces the innovative concept of Average Quantile Regression (AQR), which is smooth at the…

Statistics Theory · Mathematics 2025-07-01 Rong Jiang , M. C. Jones , Keming Yu , Jiangfeng Wang

Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…

Statistics Theory · Mathematics 2015-11-02 Sophie Achard , Irène Gannaz

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Machine Learning · Statistics 2023-04-18 Rasool Fakoor , Taesup Kim , Jonas Mueller , Alexander J. Smola , Ryan J. Tibshirani

In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…

Methodology · Statistics 2019-12-03 Gery Geenens , Pierre Lafaye de Micheaux

This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the…

Econometrics · Economics 2025-05-08 Ilze Kalnina , Kokouvi Tewou

Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…

Methodology · Statistics 2024-01-19 Jonas Krampe , Efstathios Paparoditis

Although quantum coherence is a basic trait of quantum mechanics, the presence of coherences in the quantum description of a certain phenomenon does not rule out the possibility to give an alternative description of the same phenomenon in…

Quantum Physics · Physics 2018-12-07 Andrea Smirne , Dario Egloff , María García Díaz , Martin B. Plenio , Susana F. Huelga

We model systemic risk using a common factor that accounts for market-wide shocks and a tail dependence factor that accounts for linkages among extreme stock returns. Specifically, our theoretical model allows for firm-specific impacts of…

Risk Management · Quantitative Finance 2022-02-07 Wan-Chien Chiu , Juan Ignacio Peña , Chih-Wei Wang

Quantum coherence is the outcome of the superposition principle. Recently, it has been theorized as a quantum resource, and is the premise of quantum correlations in multipartite systems. It is therefore interesting to study the coherence…

Quantum Physics · Physics 2017-02-21 Asutosh Kumar

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

The recently established resource theory of quantum coherence allows for a quantitative understanding of the superposition principle, with applications reaching from quantum computing to quantum biology. While different quantifiers of…

Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…

Methodology · Statistics 2018-11-16 Huijuan Ma , Limin Peng , Chiung-Yu Huang , Haoda Fu

The peculiar uncertainty or randomness of quantum measurements stems from coherence, whose information-theoretic characterization is currently under investigation. Under the resource theory of coherence, it is interesting to investigate…

Quantum Physics · Physics 2019-10-25 Xiao Yuan , Qi Zhao , Davide Girolami , Xiongfeng Ma

A framework for quantifying dependence between random vectors is introduced. With the notion of a collapsing function, random vectors are summarized by single random variables, called collapsed random variables in the framework. Using this…

Methodology · Statistics 2018-01-12 Marius Hofert , Wayne Oldford , Avinash Prasad , Mu Zhu

Variance is a ubiquitous quantity in quantum information theory. Given a basis, we consider the averaged variances of a fixed diagonal observable in a pure state under all possible permutations on the components of the pure state and call…

Quantum Physics · Physics 2022-07-14 Ming-Jing Zhao , Lin Zhang , Shao-Ming Fei

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Methodology · Statistics 2017-09-04 Kyungchul Song

The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlation and coherence. Our approach is to use copula models of…

Methodology · Statistics 2018-09-26 Charles Fontaine , Ron D. Frostig , Hernando Ombao

Classically general covariance is found from the idea that a vector is a physical quantity which exists independently of choice of coordinate system and is unchanged by a change of coordinate system. It is often assumed that there exists…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Charles Francis

Quantum coherence, as a direct manifestation of the quantum superposition principle, is a crucial resource in quantum information processing. Block coherence resource theory generalizes the traditional coherence framework by defining…

Quantum Physics · Physics 2026-03-31 Xiangyu Chen , Qiang Lei

Nonlinear dynamic volatility has been observed in many financial time series. The recently proposed quantile periodogram offers an alternative way to examine this phenomena in the frequency domain. The quantile periodogram is constructed…

Statistical Finance · Quantitative Finance 2026-03-26 Ta-Hsin Li
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