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In a recent paper Noh et al. (2013) proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependence structure between the predictor and the response by means…

Methodology · Statistics 2016-11-25 Holger Dette , Ria Van Hecke , Stanislav Volgushev

Copula is a powerful tool to model multivariate data. We propose the modelling of intraday financial returns of multiple assets through copula. The problem originates due to the asynchronous nature of intraday financial data. We propose a…

Statistical Finance · Quantitative Finance 2024-05-29 Arnab Chakrabarti , Rituparna Sen

We provide a theory independent framework to quantify coherence. In comparison with Bell's theory independent approach to quantum nonlocality, we characterize a general coherence phenomenon with statistics arising from sequential…

Quantum Physics · Physics 2018-02-02 Liang-Liang Sun , Fei-Lei Xiong , Sixia Yu , Zeng-Bing Chen

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…

Statistics Theory · Mathematics 2008-12-18 Gábor J. Székely , Maria L. Rizzo , Nail K. Bakirov

Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…

Methodology · Statistics 2025-02-11 Ruyi Pan , Luis E. Nieto-Barajas , Radu Craiu

We propose a new measure related with tail dependence in terms of correlation: quantile correlation coefficient of random variables X, Y. The quantile correlation is defined by the geometric mean of two quantile regression slopes of X on Y…

Methodology · Statistics 2018-03-19 Ji-Eun Choi , Dong Wan Shin

This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank…

Econometrics · Economics 2020-11-12 Florian Stark , Sven Otto

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

Methodology · Statistics 2023-04-10 Joseph Feldman , Daniel R. Kowal

Quantum mechanics predicts that measurements of incompatible observables carry a minimum uncertainty which is independent of technical deficiencies of the measurement apparatus or incomplete knowledge of the state of the system. Nothing yet…

Quantum Physics · Physics 2013-06-14 Davide Girolami , Tommaso Tufarelli , Gerardo Adesso

In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a $n$-component series system or a parallel system are independently working where the components…

Statistics Theory · Mathematics 2025-03-28 Subarna Bhattacharjee , Aninda Kumar Nanda , Subhashree Patra

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

Methodology · Statistics 2021-03-05 Clara Grazian , Luciana Dalla Valle , Brunero Liseo

In this paper, we propose a novel approach for estimating Archimedean copula generators in a conditional setting, incorporating endogenous variables. Our method allows for the evaluation of the impact of the different levels of covariates…

Methodology · Statistics 2024-04-12 Marie Michaelides , Hélène Cossette , Mathieu Pigeon

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

We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…

Methodology · Statistics 2024-11-19 Joseph Feldman , Jerome P. Reiter , Daniel R. Kowal

We study a broad class of asymmetric copulas introduced by Liebscher (2008) as a combination of multiple - usually symmetric - copulas. The main thrust of the paper is to provide new theoretical properties including exact tail dependence…

Statistics Theory · Mathematics 2019-07-16 Julyan Arbel , Marta Crispino , Stéphane Girard

Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…

Statistics Theory · Mathematics 2016-11-22 Yaniv Tenzer , Gal Elidan

Quantum discord is a measure of quantum correlations beyond the entanglement-separability paradigm. It is conceptualized by using the von Neumann entropy as a measure of disorder. We introduce a class of quantum correlation measures as…

Quantum Physics · Physics 2015-08-07 Avijit Misra , Anindya Biswas , Arun K. Pati , Aditi Sen De , Ujjwal Sen

Symmetries are a key concept to connect mathematical elegance with physical insight. We consider measurement assemblages in quantum mechanics and show how their symmetry can be described by means of the so-called discrete bundles. It turns…

Quantum Physics · Physics 2020-03-30 H. Chau Nguyen , Sébastien Designolle , Mohamed Barakat , Otfried Gühne

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

Mathematical Finance · Quantitative Finance 2017-02-13 Sabrina Mulinacci
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